Financial and actuarial statistics : an introduction
著者
書誌事項
Financial and actuarial statistics : an introduction
（Statistics : textbooks and monographs, v. 167）
M. Dekker, c2003
- タイトル別名
-
Financial and actuarial statistics
大学図書館所蔵 件 / 全19件
-
該当する所蔵館はありません
- すべての絞り込み条件を解除する
注記
Bibliography: p. 319-324
Includes index
内容説明・目次
内容説明
Based on a loss function approach, this comprehensive reference reviews the most recent advances in financial and actuarial modeling, providing a strong statistical background for advanced methods in pension plan structuring, risk estimation, and modeling of investment and options pricing. An authoritative tool supplying every conceptual model and technique required by the modern financial investigator, Financial and Actuarial Statistics offers an analysis of American options models, mortality adjustment factors for increased risk individuals, time trend regression adjustments for mortality tables, and simulation approaches for stochastic models.
目次
Statistical ConceptsFinancial Computational ModelsDeterministic Status ModelsFuture Lifetime Random VariableFuture Lifetime Models and TablesStochastic Status ModelsScenario and Simulation TestingFurther Statistical ConsiderationsAppendix: Standard Normal TablesReferencesIndex
「Nielsen BookData」 より