標(biāo)題: Titlebook: Mathematical and Statistical Methods for Actuarial Sciences and Finance; MAF 2018 Marco Corazza,María Durbán,Marilena Sibillo Book 2018 Spr [打印本頁] 作者: gratuity 時(shí)間: 2025-3-21 16:21
書目名稱Mathematical and Statistical Methods for Actuarial Sciences and Finance影響因子(影響力)
書目名稱Mathematical and Statistical Methods for Actuarial Sciences and Finance影響因子(影響力)學(xué)科排名
書目名稱Mathematical and Statistical Methods for Actuarial Sciences and Finance網(wǎng)絡(luò)公開度
書目名稱Mathematical and Statistical Methods for Actuarial Sciences and Finance網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Mathematical and Statistical Methods for Actuarial Sciences and Finance被引頻次
書目名稱Mathematical and Statistical Methods for Actuarial Sciences and Finance被引頻次學(xué)科排名
書目名稱Mathematical and Statistical Methods for Actuarial Sciences and Finance年度引用
書目名稱Mathematical and Statistical Methods for Actuarial Sciences and Finance年度引用學(xué)科排名
書目名稱Mathematical and Statistical Methods for Actuarial Sciences and Finance讀者反饋
書目名稱Mathematical and Statistical Methods for Actuarial Sciences and Finance讀者反饋學(xué)科排名
作者: grounded 時(shí)間: 2025-3-21 20:16 作者: oncologist 時(shí)間: 2025-3-22 01:56
Integration of Non-financial Criteria in Equity Investment,sible investment provide profitability and social commitment together. In this contribution we discuss the main issues that arise when integrating socially responsible criteria into a financial decision problem.作者: 不感興趣 時(shí)間: 2025-3-22 07:36
ians, researchers, Ph.D. students and professionals.The interaction between mathematicians, statisticians and econometricians working in actuarial sciences and finance is producing numerous meaningful scientific results. This volume introduces new ideas, in the form of four-page papers, presented at作者: 無動(dòng)于衷 時(shí)間: 2025-3-22 09:25 作者: QUAIL 時(shí)間: 2025-3-22 13:59 作者: 切碎 時(shí)間: 2025-3-22 20:58
Improving Lee-Carter Forecasting: Methodology and Some Results,rocess. A new LC model is derived, called mLC. We apply the results over a fixed prediction span and with respect to the mortality data relating to the Italian females aged 18 and 65, chosen as examples of the model application. Through the backtesting procedure within a static framework, the model mLC proves itself to outperform the LC model.作者: nonplus 時(shí)間: 2025-3-22 22:21 作者: FRONT 時(shí)間: 2025-3-23 04:17
The Effect of Rating Contingent Guidelines and Regulation Around Credit Rating News,hresholds or not. We analyze corporate bond data from the TRACE dataset to test our main hypothesis and find a clear response around the announcement date consistent with portfolio adjustments made by institutions in their fulfillment of investment requirements for riskier assets.作者: 噴出 時(shí)間: 2025-3-23 06:48 作者: 安慰 時(shí)間: 2025-3-23 11:09
Combining Multivariate Volatility Models,s, dealing with all these modeling options is not always straightforward. A possible solution is the combination of volatility forecasts. The aim of this work is to present a forecast combination strategy in which the combined models are selected by the Model Confidence Set (MCS) procedure, implemented under two economic loss functions (LFs).作者: subordinate 時(shí)間: 2025-3-23 17:12
Bayesian Factorization Machines for Risk Management and Robust Decision Making,d for recommendation systems, but later used also for regression, are a good choice for incorporating interaction terms into the model, since they can effectively exploit the sparse nature of typical datasets found in econometrics.作者: grovel 時(shí)間: 2025-3-23 19:24 作者: BABY 時(shí)間: 2025-3-23 23:42 作者: CHYME 時(shí)間: 2025-3-24 06:00 作者: insurrection 時(shí)間: 2025-3-24 08:08
Book 2018scientific results. This volume introduces new ideas, in the form of four-page papers, presented at the international conference Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF), held at Universidad Carlos III de Madrid (Spain), 4th-6th April 2018. ..The book covers a wi作者: 稱贊 時(shí)間: 2025-3-24 13:52
Francesco Bartolucci,Alessandro Cardinali,Fulvia Pennonin from the biological systems to the industrial processes. Volume 6 covers nitrogen-fixing actinorhizal symbioses, which occur between soil actinomycetes of the genus Frankia and a diverse group of dicotyledonous plants, collectively called actinorhizal plants. These symbioses play vital roles in na作者: Default 時(shí)間: 2025-3-24 15:25
Francesco Battaglia,Domenico Cucina,Manuel Rizzon from the biological systems to the industrial processes. Volume 6 covers nitrogen-fixing actinorhizal symbioses, which occur between soil actinomycetes of the genus Frankia and a diverse group of dicotyledonous plants, collectively called actinorhizal plants. These symbioses play vital roles in na作者: cumulative 時(shí)間: 2025-3-24 21:57 作者: 愚蠢人 時(shí)間: 2025-3-25 00:51 作者: perimenopause 時(shí)間: 2025-3-25 03:48
Inference in a Non-Homogeneous Vasicek Type Model,e deterministic time-dependent functions. The stochastic inference based on discrete sampling in time is established using a methodology based on the moments of the stochastic process. In order to evaluate the goodness of the proposed methodology a simulation study is discussed.作者: HUMP 時(shí)間: 2025-3-25 11:01 作者: 鄙視讀作 時(shí)間: 2025-3-25 12:29 作者: 格子架 時(shí)間: 2025-3-25 17:11
Combining Multivariate Volatility Models,adaily returns. Examples of the former are the Multivariate GARCH (MGARCH) models while models fitted to Realized Covariance (RC) matrices are examples of the latter. A second option, strictly related to the RC matrices, is given by the identification of the frequency at which the intradaily returns作者: 慌張 時(shí)間: 2025-3-25 23:26
Automatic Detection and Imputation of Outliers in Electricity Price Time Series,reme prices. The present study relates to a method for automatically determining and replacing outliers. The core of our method is the construction of a reference time series through the rolling decomposition into trend-cycle and seasonal components of the original time series. Deviations of residua作者: DEAWL 時(shí)間: 2025-3-26 02:37
Bayesian Factorization Machines for Risk Management and Robust Decision Making, the past, can be made with more confidence than others, that correspond to more innovative strategies. Selecting a few relevant features of the predicted probability distribution leads to a . problem, and the Pareto front contains the most interesting media plans. Using expected return and standard作者: LAIR 時(shí)間: 2025-3-26 07:34 作者: 謙虛的人 時(shí)間: 2025-3-26 11:35
The Bank Tailored Integrated Rating,Mantovani et al., Int Res J Appl Finance IV:458–489, 2013 and Mantovani et al., J Bus Econ Finance 3:18–49, 2014 regarding the heterogeneity risk analysis in corporate firms), named bank tailored integrated rating (BTIR). The approach is inherently coherent with the challenging frontier of forecasti作者: 門閂 時(shí)間: 2025-3-26 15:57 作者: 拱形面包 時(shí)間: 2025-3-26 19:38 作者: V洗浴 時(shí)間: 2025-3-26 21:34
Classification Ratemaking via Quantile Regression and a Comparison with Generalized Linear Models,afety loading or risk margin. In actuarial practice, this process is known as classification ratemaking and is performed usually via Generalized Linear Model. The latter permits an estimate of individual pure premium and safety loading both; however, the goodness of the estimates are strongly relate作者: Iatrogenic 時(shí)間: 2025-3-27 03:14
An Empirical Analysis of the Lead Lag Relationship Between CDS and Stock Market,a rolling VAR framework. We find that the transmission channel between the credit and stock market exist. This phenomenon is time varying, it seems to be related with the economic cycle and in general, it’s more intense in US than in Europe.作者: 瘙癢 時(shí)間: 2025-3-27 07:28
Integration of Non-financial Criteria in Equity Investment,t industry. Investors are more careful in considering investments that comply with their ethical and moral values, as well as with social impact. Hence, the ethical and social responsibility of investments (SRI) is becoming more popular in the academic literature due to the fact that socially respon作者: Cougar 時(shí)間: 2025-3-27 12:19
A Generalized Moving Average Convergence/Divergence for Testing Semi-strong Market Efficiency,inancial markets. By assuming a martingale model with drift for prices, as well as for their transformed values, we propose a test statistic for the local drift and derive its main theoretical properties. The semi-strong market efficiency hypothesis is assessed through a bootstrap test. We conclude 作者: GLUE 時(shí)間: 2025-3-27 15:03
Periodic Autoregressive Models with Multiple Structural Changes by Genetic Algorithms,e series which in addition to trend display seasonality in mean, in autocorrelation and in variance. These type of series appears in many areas, including hydrology, meteorology, economics and finance. The seasonality is accounted for by subset . modelling, for which each season follows a possibly d作者: 信條 時(shí)間: 2025-3-27 19:55 作者: Multiple 時(shí)間: 2025-3-28 00:40
https://doi.org/10.1007/978-3-319-89824-7Insurance; Finance; Statistics; Mathematics; Econometrics作者: 輪流 時(shí)間: 2025-3-28 03:37
The Optimal Investment and Consumption for Financial Markets Generated by the Spread of Risky AssetWe consider a spread financial market. We construct the optimal consumption/investment strategy for the power utility function. We study the Hamilton–Jacobi–Bellman (HJB) equation by the Feynman–Kac (FK) representation. We study the numeric approximation and we establish the convergence rate.作者: PANT 時(shí)間: 2025-3-28 06:57 作者: STEER 時(shí)間: 2025-3-28 12:57
Marco Corazza,María Durbán,Marilena SibilloOffers selected peer-reviewed papers.Focuses on mathematical and statistical methods in actuarial sciences and finance.Intended for academicians, researchers, Ph.D. students and professionals作者: 良心 時(shí)間: 2025-3-28 15:01 作者: 遺忘 時(shí)間: 2025-3-28 21:21
Inference in a Non-Homogeneous Vasicek Type Model,e deterministic time-dependent functions. The stochastic inference based on discrete sampling in time is established using a methodology based on the moments of the stochastic process. In order to evaluate the goodness of the proposed methodology a simulation study is discussed.作者: 激勵(lì) 時(shí)間: 2025-3-28 23:09
Small Sample Analysis in Diffusion Processes: A Simulation Study,s, with a length between 20 and 100, typically values observed in finance and insurance contexts. We perform a simulation study in order to investigate which properties of the parameter estimators remain still valid.作者: Aboveboard 時(shí)間: 2025-3-29 06:05 作者: 仔細(xì)檢查 時(shí)間: 2025-3-29 08:02 作者: aphasia 時(shí)間: 2025-3-29 12:50 作者: SLUMP 時(shí)間: 2025-3-29 18:52 作者: 使堅(jiān)硬 時(shí)間: 2025-3-29 22:30 作者: 漂浮 時(shí)間: 2025-3-30 01:14
ing and soft-computing in finance; management in insurance business; models and methods for financial time series analysis, models for financial derivatives; multivariate techniques for financial marke978-3-030-07868-3978-3-319-89824-7作者: 河流 時(shí)間: 2025-3-30 06:35
Pilar Abad,Antonio Díaz,Ana Escribano,M. Dolores Robles作者: ARCHE 時(shí)間: 2025-3-30 08:35
Irene Albarrán-Lozano,Pablo J. Alonso-González,Aurea Grané作者: Fortuitous 時(shí)間: 2025-3-30 13:39 作者: FOIL 時(shí)間: 2025-3-30 16:53 作者: 哀悼 時(shí)間: 2025-3-31 00:39 作者: Buttress 時(shí)間: 2025-3-31 01:37
Daniela Arzu,Marcella Lucchetta,Guido Massimiliano Mantovani作者: 財(cái)主 時(shí)間: 2025-3-31 07:21
Fabio Baione,Davide Biancalana,Paolo De Angelis,Ivan Granito作者: FLAT 時(shí)間: 2025-3-31 09:40
Fabio Baione,Davide Biancalana,Paolo De Angelis,Ivan Granito作者: Aesthete 時(shí)間: 2025-3-31 16:37 作者: 和音 時(shí)間: 2025-3-31 21:23 作者: Cantankerous 時(shí)間: 2025-3-31 22:24 作者: TRACE 時(shí)間: 2025-4-1 05:55
Stationary Ceramic Component Considerations for Advanced Industrial Turbinesystems operating on coal-derived fuels (gaseous and liquid). These highly efficient combined cycle plants can be advantageously applied to base load or intermediate load duty. In addition, the combustion turbine systems alone can continue to serve peak load duty in the simple cycle mode.作者: frenzy 時(shí)間: 2025-4-1 06:12
Phosphorus Cycling in Tropical Forests Growing on Highly Weathered Soilsus on P inputs, transformations, and losses, and highlight aspects of the P cycle that are somewhat unique to this biome. In addition, we consider the implications of tropical P limitation at present and in the context of global change.作者: CEDE 時(shí)間: 2025-4-1 13:56 作者: Living-Will 時(shí)間: 2025-4-1 16:47
Huaiyu Mi,Paul Thomass and devices. Results suggest that enhancing accessibility in TV content and technology for visually impaired individuals is crucial to improving their television experience. A clearer awareness of features like audio description and contextual help is needed. Improving usability, especially with v作者: Cholagogue 時(shí)間: 2025-4-1 22:13 作者: fructose 時(shí)間: 2025-4-2 00:10 作者: 吹牛大王 時(shí)間: 2025-4-2 04:30 作者: avarice 時(shí)間: 2025-4-2 09:12
Conference proceedings 1988in 1915, when Shapley first noted their concentration on the sky. By 1917 Shapley had used the properties of the system of globular clusters to complete the Copernican revolution and locate the solar system, and its Earth-bound observers, far from the center of the Galaxy and the globular cluster di作者: 蕨類 時(shí)間: 2025-4-2 13:05
https://doi.org/10.1007/978-3-319-13383-6Carnap-Kuhn Connection; Comparison of Proto-Structure and Structure; Context of Justification; Discipli
