Statistical Tools for Finance and Insurance
Editor
- Pavel Cizek(Tilburg University, Fac. Economics & Business Administration, Dept. Econometrics &)Wolfgang Karl Härdle(Humboldt-Universität zu Berlin, L.v.Bortkiewicz Chair of Statistics, C.A.S.E. Centre f. Appl. Stat. & Econ.)Rafał Weron(Wrocław University of Technology, , Institute of Organization and)
Abstract
No abstract is available for this item.Individual chapters are listed in the "Chapters" tab
Suggested Citation
- Pavel Cizek & Wolfgang Karl Härdle & Rafał Weron (ed.), 2011. "Statistical Tools for Finance and Insurance," Springer Books, Springer, number 978-3-642-18062-0, January.
Handle: RePEc:spr:sprbok:978-3-642-18062-0
DOI: 10.1007/978-3-642-18062-0
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Book Chapters
The following chapters of this book are listed in IDEAS- Szymon Borak & Adam Misiorek & Rafał Weron, 2011. "Models for heavy-tailed asset returns," Springer Books, in: Pavel Cizek & Wolfgang Karl Härdle & Rafał Weron (ed.), Statistical Tools for Finance and Insurance, chapter 1, pages 21-55, Springer.
- Simon A. Broda & Marc S. Paolella, 2011. "Expected shortfall for distributions in finance," Springer Books, in: Pavel Cizek & Wolfgang Karl Härdle & Rafał Weron (ed.), Statistical Tools for Finance and Insurance, chapter 2, pages 57-99, Springer.
- Pavel Čížek, 2011. "Modelling conditional heteroscedasticity in nonstationary series," Springer Books, in: Pavel Cizek & Wolfgang Karl Härdle & Rafał Weron (ed.), Statistical Tools for Finance and Insurance, chapter 3, pages 101-132, Springer.
- Agnieszka Janek & Tino Kluge & Rafał Weron & Uwe Wystup, 2011. "FX smile in the Heston model," Springer Books, in: Pavel Cizek & Wolfgang Karl Härdle & Rafał Weron (ed.), Statistical Tools for Finance and Insurance, chapter 4, pages 133-162, Springer.
- Fred Espen Benth & Wolfgang Karl Härdle & Brenda Lopez Cabrera, 2011. "Pricing of Asian temperature risk," Springer Books, in: Pavel Cizek & Wolfgang Karl Härdle & Rafał Weron (ed.), Statistical Tools for Finance and Insurance, chapter 5, pages 163-199, Springer.
- Wolfgang Karl Härdle & Elena Silyakova, 2011. "Variance swaps," Springer Books, in: Pavel Cizek & Wolfgang Karl Härdle & Rafał Weron (ed.), Statistical Tools for Finance and Insurance, chapter 6, pages 201-223, Springer.
- Wolfgang Karl Härdle & Linda Hoffmann & Rouslan Moro, 2011. "Learning machines supporting bankruptcy prediction," Springer Books, in: Pavel Cizek & Wolfgang Karl Härdle & Rafał Weron (ed.), Statistical Tools for Finance and Insurance, chapter 7, pages 225-250, Springer.
- Janusz Miśkiewicz, 2011. "Distance matrix method for network structure analysis," Springer Books, in: Pavel Cizek & Wolfgang Karl Härdle & Rafał Weron (ed.), Statistical Tools for Finance and Insurance, chapter 8, pages 251-289, Springer.
- Krzysztof Burnecki & Joanna Janczura & Rafał Weron, 2011. "Building loss models," Springer Books, in: Pavel Cizek & Wolfgang Karl Härdle & Rafał Weron (ed.), Statistical Tools for Finance and Insurance, chapter 9, pages 293-328, Springer.
- Krzysztof Burnecki & Marek Teuerle, 2011. "Ruin probability in finite time," Springer Books, in: Pavel Cizek & Wolfgang Karl Härdle & Rafał Weron (ed.), Statistical Tools for Finance and Insurance, chapter 10, pages 329-348, Springer.
- Jan Iwanik, 2011. "Property and casualty insurance pricing with GLMs," Springer Books, in: Pavel Cizek & Wolfgang Karl Härdle & Rafał Weron (ed.), Statistical Tools for Finance and Insurance, chapter 11, pages 349-370, Springer.
- Krzysztof Burnecki & Grzegorz Kukla & David Taylor, 2011. "Pricing of catastrophe bonds," Springer Books, in: Pavel Cizek & Wolfgang Karl Härdle & Rafał Weron (ed.), Statistical Tools for Finance and Insurance, chapter 12, pages 371-391, Springer.
- Nils Detering & Andreas Weber & Uwe Wystup, 2011. "Return distributions of equity-linked retirement plans," Springer Books, in: Pavel Cizek & Wolfgang Karl Härdle & Rafał Weron (ed.), Statistical Tools for Finance and Insurance, chapter 13, pages 393-413, Springer.
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