Statistical tools for finance and insurance
Author(s)
Bibliographic Information
Statistical tools for finance and insurance
Springer, c2005
Available at 17 libraries
  Aomori
  Iwate
  Miyagi
  Akita
  Yamagata
  Fukushima
  Ibaraki
  Tochigi
  Gunma
  Saitama
  Chiba
  Tokyo
  Kanagawa
  Niigata
  Toyama
  Ishikawa
  Fukui
  Yamanashi
  Nagano
  Gifu
  Shizuoka
  Aichi
  Mie
  Shiga
  Kyoto
  Osaka
  Hyogo
  Nara
  Wakayama
  Tottori
  Shimane
  Okayama
  Hiroshima
  Yamaguchi
  Tokushima
  Kagawa
  Ehime
  Kochi
  Fukuoka
  Saga
  Nagasaki
  Kumamoto
  Oita
  Miyazaki
  Kagoshima
  Okinawa
  Korea
  China
  Thailand
  United Kingdom
  Germany
  Switzerland
  France
  Belgium
  Netherlands
  Sweden
  Norway
  United States of America
Note
Includes bibliographical references and index
Description and Table of Contents
Description
Written in an accessible and engaging style, this self-instructional book makes a good use of extensive examples and full explanations. The electronic edition, allowing the reader to run, modify, and enhance all quantlets on the spot, can be downloaded at no cost via the attached license registration card.
Table of Contents
Finance: Stable Distributions in Finance (Sz. Borak, W. Hardle, R. Weron).- Tail Dependence (R. Schmidt).- Fuzzy Identification Model (N.A. Achsani, H. Sofyan).- Implied Trinomial Tress (K. Komrad).- Nonparametric Productivity Analysis (W.Hardle, S-O. Jeong).- The Exact LR Test of the Scale in the Gamma Family (M. Stehlik).- Pricing of Catastrophe (CAT) Bonds (K. Burnecki, D. Taylor).- Extreme Value Theory - Modeling and Financial Applications (K. Jajuga, D. Papla).- Long Memory for VOLA Surfaces (R. Deo, W. Hardle).- Correlated Asset Risks and Option Pricing (W. Hardle). Insurance: Loss Distributions (K. Burnecki, G. Kukla, R. Weron).- Visualization of the Risk Process (P. Mista, R. Weron).- Approximation of Ruin Probability (K. Burnecki, P. Mista, A. Weron).- Deductibles (K. Burnecki, J. Nowicka-Zagrajek, A. Weron).- Net Premiums (K. Brunecki, J. Nowicka-Zagrajek).- Premium Calculation in the Collective Risk Model Framework under Different Models of Dependent Claims (W. Otto).- Stable Levy Motion Approximation in Collective Risk Theory (H. Furrer, Z. Michna, A. Weron).- Diffusion Approximation in Risk Theory (Z. Michna).
by "Nielsen BookData"