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＜電子ブック＞
Mathematical and Statistical Methods for Actuarial Sciences and Finance : MAF 2016 / edited by Marco Corazza, Florence Legros, Cira Perna, Marilena Sibillo

版	1st ed. 2017.
出版者	(Cham : Springer International Publishing : Imprint: Springer)
出版年	2017
大きさ	VIII, 169 p. 19 illus., 8 illus. in color : online resource
著者標目	Corazza, Marco editor Legros, Florence editor Perna, Cira editor Sibillo, Marilena editor SpringerLink (Online service)
件　名	LCSH:Actuarial science LCSH:Social sciences—Mathematics LCSH:Statistics  LCSH:Macroeconomics LCSH:Finance FREE:Actuarial Mathematics FREE:Mathematics in Business, Economics and Finance FREE:Statistics in Business, Management, Economics, Finance, Insurance FREE:Macroeconomics and Monetary Economics FREE:Financial Economics
一般注記	1 The effects of credit rating announcements on bond liquidity: An event study -- 2 The effect of credit rating events on the emerging CDS market -- 3 A generalised linear model approach to predict the result of research evaluation -- 4 Projecting dynamic life tables using Data Cloning -- 5 Markov switching GARCH models: Filtering, approximations and duality -- 6 A network approach to risk theory and portfolio selection -- 7 A PSO-based approach for improving simple trading systems -- 8 Provisions for outstanding claims with distance-based generalized linear models -- 9 Profitability vs. attractiveness within a performance analysis of a life annuity business -- 10 Uncertainty in historical Value-at-Risk: an alternative quantile-based risk measure -- 11 Modeling volatility risk premium -- 12 Covered call writing and framing: A cumulative prospect theory approach -- 13 Optimal portfolio selection for an investor with asymmetric attitude to gains and losses This volume gathers selected peer-reviewed papers presented at the international conference "MAF 2016 – Mathematical and Statistical Methods for Actuarial Sciences and Finance”, held in Paris (France) at the Université Paris-Dauphine from March 30 to April 1, 2016. The contributions highlight new ideas on mathematical and statistical methods in actuarial sciences and finance. The cooperation between mathematicians and statisticians working in insurance and finance is a very fruitful field, one that yields unique  theoretical models and practical applications, as well as new insights in the discussion of problems of national and international interest. This volume is addressed to academicians, researchers, Ph.D. students and professionals HTTP:URL=https://doi.org/10.1007/978-3-319-50234-2

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