| Record ID | marc_loc_2016/BooksAll.2016.part41.utf8:128509919:2724 |
| Source | Library of Congress |
| Download Link | /show-records/marc_loc_2016/BooksAll.2016.part41.utf8:128509919:2724?format=raw |
LEADER: 02724cam a2200373 i 4500
001 2013945795
003 DLC
005 20141010093052.0
008 130719t20142014sz a b 001 0 eng d
010 $a 2013945795
020 $a3319050133
020 $a9783319050133
020 $a9783319024981
020 $a3319024981
035 $a(OCoLC)ocn869346252
040 $aYDXCP$beng$cYDXCP$erda$dGSU$dBTCTA$dOCLCO$dDLC
042 $alccopycat
050 00 $aHG8781$b.M39 2014
082 04 $a368.01$223
245 00 $aMathematical and statistical methods for actuarial sciences and finance /$cMarco Corazza, Claudio Pizzi, editors.
264 1 $aCham :$bSpringer,$c[2014]
264 4 $c©2014
300 $aix, 313 pages :$billustrations ;$c25 cm.
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
338 $avolume$bnc$2rdacarrier
504 $aIncludes bibliographical references and indexes.
520 $aThe 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.
650 0 $aInsurance$xMathematics$vCongresses.
650 0 $aFinance$xMathematical models$vCongresses.
700 1 $aCorazza, Marco,$d1962-,$eeditor.
700 1 $aPizzi, Claudio,$d1944-,$eeditor.
856 41 $3Table of contents only$uhttp://www.loc.gov/catdir/enhancements/fy1501/2013945795-t.html
856 42 $3Publisher description$uhttp://www.loc.gov/catdir/enhancements/fy1501/2013945795-d.html