Mathematical and statistical methods for actuarial sciences and finance : MAF 2016 /: MAF 2016. (2017)

• Record Type: Book
• Other Titles: MAF 2016
• Further Information: Note: Marco Corazza, Florence Legros, Cira Perna, Marilena Sibillo, editors.
• Editors: Corazza, Marco, 1962-; Legros, Florence; Perna, Cira; Sibillo, Marilena
• Other Names: MAF (Conference), 7th
• Contents: 1 The effects of credit rating announcements on bond liquidity: An event study -- 2 The effect of credit rating events on the emerging CDS market -- 3 A generalised linear model approach to predict the result of research evaluation -- 4 Projecting dynamic life tables using Data Cloning -- 5 Markov switching GARCH models: Filtering, approximations and duality -- 6 A network approach to risk theory and portfolio selection -- 7 A PSO-based approach for improving simple trading systems -- 8 Provisions for outstanding claims with distance-based generalized linear models -- 9 Profitability vs. attractiveness within a performance analysis of a life annuity business -- 10 Uncertainty in historical Value-at-Risk: an alternative quantile-based risk measure -- 11 Modeling volatility risk premium -- 12 Covered call writing and framing: A cumulative prospect theory approach -- 13 Optimal portfolio selection for an investor with asymmetric attitude to gains and losses.
• Publisher Details: Cham, Switzerland : Springer
• Publication Date: 2017
• Extent: 1 online resource
• Subjects: 368/.01; Mathematics; Insurance -- Mathematical models -- Congresses; Insurance -- Statistical methods -- Congresses; Finance -- Mathematical models -- Congresses; Finance -- Statistical methods -- Congresses; Finance; Statistics; Macroeconomics; BUSINESS & ECONOMICS -- Insurance -- Risk Assessment & Management; Finance -- Mathematical models; Finance -- Statistical methods; Insurance -- Mathematical models; Insurance -- Statistical methods; Mathematics -- Applied; Business & Economics -- Statistics; Business & Economics -- Economics -- Macroeconomics; Business & Economics -- Finance; Finance & accounting; Probability & statistics; Macroeconomics; Finance; Business & Economics -- Insurance -- General; Insurance & actuarial studies; Mathematics; Actuarial Sciences; Quantitative Finance; Statistics for Business/Economics/Mathematical Finance/Insurance; Macroeconomics/Monetary Economics//Financial Economics; Finance, general; Electronic books; Conference papers and proceedings; Conference papers and proceedings
• Languages: English
• ISBNs: 9783319502342; 3319502344; 3319502336; 9783319502335
• Related ISBNs: 9783319502335
• Notes: Note: Includes bibliographical references.; Note: Online resource; title from PDF title page (SpringerLink, viewed January 12, 2018).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.