Statistical Tools for Finance and Insurance

1. Models for heavy-tailed asset returns
Szymon Borak, Adam Misiorek, Rafał Weron

2. Expected shortfall for distributions in finance
Simon A. Broda, Marc S. Paolella

3. Modelling conditional heteroscedasticity in nonstationary series
Pavel Čížek

4. FX smile in the Heston model
Agnieszka Janek, Tino Kluge, Rafał Weron, Uwe Wystup

5. Pricing of Asian temperature risk
Fred Espen Benth, Wolfgang Karl Härdle, Brenda Lopez Cabrera

6. Variance swaps
Wolfgang Karl Härdle, Elena Silyakova

7. Learning machines supporting bankruptcy prediction
Wolfgang Karl Härdle, Linda Hoffmann, Rouslan Moro

8. Distance matrix method for network structure analysis
Janusz Miśkiewicz

9. Building loss models
Krzysztof Burnecki, Joanna Janczura, Rafał Weron

10. Ruin probability in finite time
Krzysztof Burnecki, Marek Teuerle

11. Property and casualty insurance pricing with GLMs
Jan Iwanik

12. Pricing of catastrophe bonds
Krzysztof Burnecki, Grzegorz Kukla, David Taylor

13. Return distributions of equity-linked retirement plans
Nils Detering, Andreas Weber, Uwe Wystup

Nyckelord: Statistics, Statistics for Business/Economics/Mathematical Finance/Insurance, Quantitative Finance