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Corazza, Marco

Mathematical and Statistical Methods for Actuarial Sciences and Finance

Corazza, Marco - Mathematical and Statistical Methods for Actuarial Sciences and Finance, ebook

103,00€

Ebook, PDF with Adobe DRM
ISBN: 9783319502342
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Table of contents

1. The Effects of Credit Rating Announcements on Bond Liquidity: An Event Study
Pilar Abad, Antonio Diaz, Ana Escribano, M. Dolores Robles

2. The Effect of Credit Rating Events on the Emerging CDS Market
Laura Ballester, Ana González-Urteaga

3. A Generalised Linear Model Approach to Predict the Result of Research Evaluation
Antonella Basso, Giacomo di Tollo

4. Projecting Dynamic Life Tables Using Data Cloning
Andrés Benchimol, Irene Albarrán, Juan Miguel Marín, Pablo Alonso-González

5. Markov Switching GARCH Models: Filtering, Approximations and Duality
Monica Billio, Maddalena Cavicchioli

6. A Network Approach to Risk Theory and Portfolio Selection
Roy Cerqueti, Claudio Lupi

7. An Evolutionary Approach to Improve a Simple Trading System
Marco Corazza, Francesca Parpinel, Claudio Pizzi

8. Provisions for Outstanding Claims with Distance-Based Generalized Linear Models
Teresa Costa, Eva Boj

9. Profitability vs. Attractiveness Within a Performance Analysis of a Life Annuity Business
Emilia Di Lorenzo, Albina Orlando, Marilena Sibillo

10. Uncertainty in Historical Value-at-Risk: An Alternative Quantile-Based Risk Measure
Dominique Guégan, Bertrand Hassani, Kehan Li

11. Modeling Variance Risk Premium
Kossi Gnameho, Juho Kanniainen, Ye Yue

12. Covered Call Writing and Framing: A Cumulative Prospect Theory Approach
Martina Nardon, Paolo Pianca

13. Optimal Portfolio Selection for an Investor with Asymmetric Attitude to Gains and Losses
Sergei Sidorov, Andrew Khomchenko, Sergei Mironov

Keywords: Mathematics, Actuarial Sciences, Quantitative Finance, Statistics for Business/Economics/Mathematical Finance/Insurance, Macroeconomics/Monetary Economics//Financial Economics, Finance, general

Editor
 
 
 
Publisher
Springer
Publication year
2017
Language
en
Edition
1
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9783319502342
Printed ISBN
978-3-319-50233-5

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