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Statistical Tools for Finance and Insurance Book

Statistical Tools for Finance and Insurance
Statistical Tools for Finance and Insurance, , Statistical Tools for Finance and Insurance has a rating of 3 stars
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Statistical Tools for Finance and Insurance, , Statistical Tools for Finance and Insurance
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  • Statistical Tools for Finance and Insurance
  • Written by author Pavel Cizek
  • Published by Springer-Verlag New York, LLC, March 2008
  • Statistical Tools in Finance and Insurance presents ready-to-use solutions, theoretical developments and method construction for many practical problems in quantitative finance and insurance. Written by practitioners and leading academics in the field, th
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Book Categories

Authors

1Stable distributions21
2Extreme value analysis and copulas45
3Tail dependence65
4Pricing of catastrophe bonds93
5Common functional IV analysis115
6Implied trinomial trees135
7Heston's model and the smile161
8FFT-based option pricing183
9Valuation of mortgage backed securities201
10Predicting bankruptcy with support vector machines225
11Modelling Indonesian money demand249
12Nonparametric productivity analysis271
13Loss distributions289
14Modeling of the risk process319
15Ruin probabilities in finite and infinite time341
16Stable diffusion approximation of the risk process381
17Risk model of good and bad periods395
18Premiums in the individual and collective risk models407
19Pure risk premiums under deductibles427
20Premiums, investments, and reinsurance453
21Working with the XQC491


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