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Mathematical and statistical methods for actuarial sciences and finance

The interaction between mathematicians and statisticians working in the actuarial and financial fields is producing numerous meaningful scientific results. This volume, comprising a series of four-page papers, gathers new ideas relating to mathematical and statistical methods in the actuarial scienc...

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Detalles Bibliográficos
Autores principales: Perna, Cira, Sibillo, Marilena
Lenguaje:eng
Publicado: Springer 2014
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-319-05014-0
http://cds.cern.ch/record/1693445
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author Perna, Cira
Sibillo, Marilena
author_facet Perna, Cira
Sibillo, Marilena
author_sort Perna, Cira
collection CERN
description The interaction between mathematicians and statisticians working in the actuarial and financial fields is producing numerous meaningful scientific results. This volume, comprising a series of four-page papers, gathers new ideas relating to mathematical and statistical methods in the actuarial sciences and finance. The book covers a variety of topics of interest from both theoretical and applied perspectives, including: actuarial models; alternative testing approaches; behavioral finance; clustering techniques; coherent and non-coherent risk measures; credit-scoring approaches; data envelopment analysis; dynamic stochastic programming; financial contagion models; financial ratios; intelligent financial trading systems; mixture normality approaches; Monte Carlo-based methodologies; multicriteria methods; nonlinear parameter estimation techniques; nonlinear threshold models; particle swarm optimization; performance measures; portfolio optimization; pricing methods for structured and non-structured derivatives; risk management; skewed distribution analysis; solvency analysis; stochastic actuarial valuation methods; variable selection models; and time series analysis tools. This book will be of value for academics, PhD students, practitioners, professionals, and researchers. It will also be of interest to other readers with some quantitative background knowledge.
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spelling cern-16934452021-04-21T21:04:36Zdoi:10.1007/978-3-319-05014-0http://cds.cern.ch/record/1693445engPerna, CiraSibillo, MarilenaMathematical and statistical methods for actuarial sciences and financeMathematical Physics and MathematicsThe interaction between mathematicians and statisticians working in the actuarial and financial fields is producing numerous meaningful scientific results. This volume, comprising a series of four-page papers, gathers new ideas relating to mathematical and statistical methods in the actuarial sciences and finance. The book covers a variety of topics of interest from both theoretical and applied perspectives, including: actuarial models; alternative testing approaches; behavioral finance; clustering techniques; coherent and non-coherent risk measures; credit-scoring approaches; data envelopment analysis; dynamic stochastic programming; financial contagion models; financial ratios; intelligent financial trading systems; mixture normality approaches; Monte Carlo-based methodologies; multicriteria methods; nonlinear parameter estimation techniques; nonlinear threshold models; particle swarm optimization; performance measures; portfolio optimization; pricing methods for structured and non-structured derivatives; risk management; skewed distribution analysis; solvency analysis; stochastic actuarial valuation methods; variable selection models; and time series analysis tools. This book will be of value for academics, PhD students, practitioners, professionals, and researchers. It will also be of interest to other readers with some quantitative background knowledge.Springeroai:cds.cern.ch:16934452014
spellingShingle Mathematical Physics and Mathematics
Perna, Cira
Sibillo, Marilena
Mathematical and statistical methods for actuarial sciences and finance
title Mathematical and statistical methods for actuarial sciences and finance
title_full Mathematical and statistical methods for actuarial sciences and finance
title_fullStr Mathematical and statistical methods for actuarial sciences and finance
title_full_unstemmed Mathematical and statistical methods for actuarial sciences and finance
title_short Mathematical and statistical methods for actuarial sciences and finance
title_sort mathematical and statistical methods for actuarial sciences and finance
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-3-319-05014-0
http://cds.cern.ch/record/1693445
work_keys_str_mv AT pernacira mathematicalandstatisticalmethodsforactuarialsciencesandfinance
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