標(biāo)題: Titlebook: Mathematical and Statistical Methods for Actuarial Sciences and Finance; Cira Perna,Marilena Sibillo Book 2012 Springer-Verlag Italia Srl. [打印本頁(yè)] 作者: 喝水 時(shí)間: 2025-3-21 18:10
書(shū)目名稱Mathematical and Statistical Methods for Actuarial Sciences and Finance影響因子(影響力)
書(shū)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(shū)目名稱Mathematical and Statistical Methods for Actuarial Sciences and Finance網(wǎng)絡(luò)公開(kāi)度
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書(shū)目名稱Mathematical and Statistical Methods for Actuarial Sciences and Finance讀者反饋
書(shū)目名稱Mathematical and Statistical Methods for Actuarial Sciences and Finance讀者反饋學(xué)科排名
作者: 浮夸 時(shí)間: 2025-3-21 22:54
Piecewise linear dynamic systems for own risk solvency assessment, Dynamic Systems under an ORSA process. A dynamic control policy is defined to specify the relationship between solvency ratio and safety loading, and so to model the underwriting cycle. Under some simplifying assumptions, the corresponding dynamic equation for the solvency ratio assumes the form of作者: 舉止粗野的人 時(shí)間: 2025-3-22 03:04 作者: MELON 時(shí)間: 2025-3-22 05:47 作者: Enteropathic 時(shí)間: 2025-3-22 09:28
Measuring mortality heterogeneity in pension annuities,e, there are several papers which have considered the modelling and forecasting of population mortality using the Lee-Carter framework. In this paper, we propose an extended version of the model under consideration, in order to capture the phenomenon of the heterogeneity in mortality trend, by using作者: CANT 時(shí)間: 2025-3-22 16:34
Giuseppina Albano,Francesco Giordano,Cira Pernaad considered this endosymbiont as an obligate symbiotic bacterium and used its ability to form root nodules and its morphological characteristics within root-nodule cells as discriminative criteria to distingu978-90-481-6895-8978-1-4020-3547-0作者: HUMP 時(shí)間: 2025-3-22 17:09
Alessandra Amendola,Marialuisa Restaino,Luca Sensiniad considered this endosymbiont as an obligate symbiotic bacterium and used its ability to form root nodules and its morphological characteristics within root-nodule cells as discriminative criteria to distingu978-90-481-6895-8978-1-4020-3547-0作者: 氣候 時(shí)間: 2025-3-22 21:37
Alexis Bienvenüe,Didier Rullièread considered this endosymbiont as an obligate symbiotic bacterium and used its ability to form root nodules and its morphological characteristics within root-nodule cells as discriminative criteria to distingu978-90-481-6895-8978-1-4020-3547-0作者: 蚊帳 時(shí)間: 2025-3-23 03:31
Antonella Campana,Paola Ferrettiad considered this endosymbiont as an obligate symbiotic bacterium and used its ability to form root nodules and its morphological characteristics within root-nodule cells as discriminative criteria to distingu978-90-481-6895-8978-1-4020-3547-0作者: Creditee 時(shí)間: 2025-3-23 07:53
Marta Cardin,Miguel Couceiroad considered this endosymbiont as an obligate symbiotic bacterium and used its ability to form root nodules and its morphological characteristics within root-nodule cells as discriminative criteria to distingu978-90-481-6895-8978-1-4020-3547-0作者: Control-Group 時(shí)間: 2025-3-23 12:47 作者: 不透明性 時(shí)間: 2025-3-23 14:31 作者: 跳脫衣舞的人 時(shí)間: 2025-3-23 20:47 作者: 茁壯成長(zhǎng) 時(shí)間: 2025-3-24 00:58
Mathematical and Statistical Methods for Actuarial Sciences and Finance作者: Employee 時(shí)間: 2025-3-24 05:43 作者: sphincter 時(shí)間: 2025-3-24 07:46 作者: 高歌 時(shí)間: 2025-3-24 13:40 作者: Fecal-Impaction 時(shí)間: 2025-3-24 16:53
Fabio Bellini,Carlo Sgarrain 1978. Very early on, the initial attempts to characterize the bacterium taxonomically had considered this endosymbiont as an obligate symbiotic bacterium and used its ability to form root nodules and its morphological characteristics within root-nodule cells as discriminative criteria to distingu作者: 形容詞 時(shí)間: 2025-3-24 21:02
Stefano Bonini,Giuliana Caivanoin 1978. Very early on, the initial attempts to characterize the bacterium taxonomically had considered this endosymbiont as an obligate symbiotic bacterium and used its ability to form root nodules and its morphological characteristics within root-nodule cells as discriminative criteria to distingu作者: 角斗士 時(shí)間: 2025-3-24 23:13 作者: CANON 時(shí)間: 2025-3-25 06:25
Vincenzo Capasso,Herb E. Kunze,Davide La Torrein 1978. Very early on, the initial attempts to characterize the bacterium taxonomically had considered this endosymbiont as an obligate symbiotic bacterium and used its ability to form root nodules and its morphological characteristics within root-nodule cells as discriminative criteria to distingu作者: 神刊 時(shí)間: 2025-3-25 08:05 作者: 最高峰 時(shí)間: 2025-3-25 14:25
Variable selection in forecasting models for default risk,on the comparison of different statistical methods addressing several issues such as the structure of the data-base, the sampling procedure and the selection of financial predictors by means of different variable selection techniques. The analysis is carried out on a data-set of accounting ratios cr作者: hermetic 時(shí)間: 2025-3-25 16:52
,Capital structure with firm’s net cash payouts, dividend . paid to equity holders and studying its effect on corporate debt and optimal capital structure. Varying the parameter . affects not only the level of endogenous bankruptcy, which is decreased, but modifies the magnitude of a change on the endogenous failure level as a consequence of an i作者: MIME 時(shí)間: 2025-3-25 23:39
Convex ordering of Esscher and minimal entropy martingale measures for discrete time models,he pricing kernel..We show that the minimal entropy martingale measure (MEMM) and the Esscher martingale measure are comparable in the convex order, and which one is dominating depends on the sign of the risk premium on the underlying. If it is positive, then the MEMM gives a lower price to each con作者: 苦惱 時(shí)間: 2025-3-26 01:13 作者: excrete 時(shí)間: 2025-3-26 05:53 作者: BLAND 時(shí)間: 2025-3-26 08:31 作者: Crumple 時(shí)間: 2025-3-26 15:59 作者: Compatriot 時(shí)間: 2025-3-26 16:52 作者: Apogee 時(shí)間: 2025-3-27 00:44
An ordinal approach to risk measurement,underlying universes, and make use of lattice functions to formalize the notion of risk measure. Several properties of risk measures are translated into this general setting, and used to provide axiomatic characterizations. Moreover, a notion of quantile of a lattice-valued random variable is propos作者: BANAL 時(shí)間: 2025-3-27 01:39
Piecewise linear dynamic systems for own risk solvency assessment,. Considering also the advices in CEIOPS Consultation Paper 56, a natural extension of this procedure is to employ IRM in Own Risk Solvency Assessment (ORSA) also in a long time horizon. Under an ORSA, insurance companies will have to understand how their strategic choices affect the solvency ratio.作者: 改變立場(chǎng) 時(shí)間: 2025-3-27 08:37 作者: Debrief 時(shí)間: 2025-3-27 13:31 作者: 騎師 時(shí)間: 2025-3-27 14:23
Capital requirements for aggregate risks in long term living products: A stochastic approach,en stochastic interest and mortality rates are considered. We propose a computationally tractable approach that yields an estimate for the required solvency capital when mortality and interest rates are forecasted by means of diffusion processes. To this aim we determine the capital requirements for作者: Pepsin 時(shí)間: 2025-3-27 19:02 作者: debacle 時(shí)間: 2025-3-28 00:27 作者: BACLE 時(shí)間: 2025-3-28 05:02
Valuation of portfolio loss derivatives in an infectious model, other defaulting firms (a domino effect being also possible). The spontaneous default without external influence and the infections are described by conditionally independent Bernoulli-type random variables. We provide a recursive algorithm for the computation of the loss distribution that involves作者: Handedness 時(shí)間: 2025-3-28 09:20
Internal risk control by solvency measures,chastic interest rate dynamics and the survival evolution in time. This specific aspect is investigated basing the survival death rates on Poisson Lee Carter model approached according to the Iterative Procedure and two simulated approaches on the Poisson Lee Carter: the Standard Procedure and the S作者: Bouquet 時(shí)間: 2025-3-28 11:17 作者: frozen-shoulder 時(shí)間: 2025-3-28 16:46 作者: arbovirus 時(shí)間: 2025-3-28 21:53
Giuseppina Albano,Francesco Giordano,Cira Pernaoth symbionts plus their ecological role and use.Discusses tNitrogen-fixing Actinorhizal Symbioses This book is part of a seven-volume series that was launched in 2004 and covers all aspects of nitrogen fixation from the biological systems to the industrial processes. Volume 6 covers nitrogen-fixing作者: myelography 時(shí)間: 2025-3-29 01:07
Alessandra Amendola,Marialuisa Restaino,Luca Sensinioth symbionts plus their ecological role and use.Discusses tNitrogen-fixing Actinorhizal Symbioses This book is part of a seven-volume series that was launched in 2004 and covers all aspects of nitrogen fixation from the biological systems to the industrial processes. Volume 6 covers nitrogen-fixing作者: 優(yōu)雅 時(shí)間: 2025-3-29 03:39 作者: NOTCH 時(shí)間: 2025-3-29 07:54
Fabio Bellini,Carlo Sgarran 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: Extricate 時(shí)間: 2025-3-29 14:06
Alexis Bienvenüe,Didier Rullièreoth symbionts plus their ecological role and use.Discusses tNitrogen-fixing Actinorhizal Symbioses This book is part of a seven-volume series that was launched in 2004 and covers all aspects of nitrogen fixation from the biological systems to the industrial processes. Volume 6 covers nitrogen-fixing作者: 打擊 時(shí)間: 2025-3-29 19:21 作者: 走路左晃右晃 時(shí)間: 2025-3-29 22:09
Antonella Campana,Paola Ferrettioth symbionts plus their ecological role and use.Discusses tNitrogen-fixing Actinorhizal Symbioses This book is part of a seven-volume series that was launched in 2004 and covers all aspects of nitrogen fixation from the biological systems to the industrial processes. Volume 6 covers nitrogen-fixing作者: parasite 時(shí)間: 2025-3-30 01:07
Vincenzo Capasso,Ralf Engbers,Davide La Torren 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: prodrome 時(shí)間: 2025-3-30 04:35
Vincenzo Capasso,Herb E. Kunze,Davide La Torren 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: 在前面 時(shí)間: 2025-3-30 09:46
Marta Cardin,Miguel Couceirooth symbionts plus their ecological role and use.Discusses tNitrogen-fixing Actinorhizal Symbioses This book is part of a seven-volume series that was launched in 2004 and covers all aspects of nitrogen fixation from the biological systems to the industrial processes. Volume 6 covers nitrogen-fixing作者: 永久 時(shí)間: 2025-3-30 12:44
s.The book aims at providing state of the art research in deThe book develops the capabilities arising from the cooperation between mathematicians and statisticians working in insurance and finance fields. It gathers some of the papers presented at the conference MAF2010, held in Ravello (Amalfi coa作者: defeatist 時(shí)間: 2025-3-30 16:57 作者: Meditate 時(shí)間: 2025-3-31 00:09 作者: gregarious 時(shí)間: 2025-3-31 02:06
Population dynamics in a spatial Solow model with a convex-concave production function,n is discussed. The analysis is focused on an S-shaped production function, which allows the existence of saddle points and poverty traps. The evolution of this system over time, and its convergence to the steady state is described mainly through numerical simulations.作者: 偉大 時(shí)間: 2025-3-31 06:38
Conditional performance attribution for equity portfolio,ose the extra-return into the three above-mentioned PA components while controlling for Tracking Error Volatility and the turnover of each MDM portfolio. The ability of such portfolios to overperform the benchmark in a single period is also investigated.作者: 推測(cè) 時(shí)間: 2025-3-31 12:46
Capital requirements for aggregate risks in long term living products: A stochastic approach, each considered risk factor and then we compute the Global Solvency Capital Requirement. Numerical applications analyzing the effect of the choice of different scenarios on the Global SCR quantification are proposed.作者: Spinous-Process 時(shí)間: 2025-3-31 15:44
Valuation of portfolio loss derivatives in an infectious model, successive applications of the so-called Waring’s formula. The major advantage of this algorithm is that it can be applied for a large portfolio. We then examine the calibration of model parameters on CDX.NA.IG tranche quotes during the crisis.作者: 終止 時(shí)間: 2025-3-31 17:54
Internal risk control by solvency measures,y measures as the surplus index and the ruin probability to the specific financial and demographic scenario. The indexes are studied in different loading factor assumptions and several numerical applications illustrate the model setup.作者: 流動(dòng)性 時(shí)間: 2025-3-31 22:19 作者: 機(jī)密 時(shí)間: 2025-4-1 03:49
Initial premium, aggregate claims and distortion risk measures in , reinsurance with reinstatementsr example with reference to the limit on the payment of each claim. Comonotonic exchangeability shows the way forward to a more general definition of the initial premium: some properties characterizing the proposed premium are presented.作者: 大笑 時(shí)間: 2025-4-1 09:44
An ordinal approach to risk measurement,to this general setting, and used to provide axiomatic characterizations. Moreover, a notion of quantile of a lattice-valued random variable is proposed, which is shown to retain several desirable properties of its real-valued counterpart.作者: Mendicant 時(shí)間: 2025-4-1 13:08
statisticians working in insurance and finance fields. It gathers some of the papers presented at the conference MAF2010, held in Ravello (Amalfi coast), and successively, after a reviewing process, worked out to this aim.978-88-470-5580-3978-88-470-2342-0作者: 龍卷風(fēng) 時(shí)間: 2025-4-1 18:03
On hyperbolic iterated distortions for the adjustment of survival functions,tortions to any target law, and give initial values and a particular methodology for the parameters estimation. Numerical figures illustrate the adaptation of these distortions to several actuarial fields.作者: Fresco 時(shí)間: 2025-4-1 18:45 作者: 機(jī)制 時(shí)間: 2025-4-1 23:33
On the estimation in continuous limit of GARCH processes,,1) processes. In particular the properties of the involved estimators are discussed under suitable assumptions on the parameters of the model. Moreover, in order to estimate the variance of the involved statistics a bootstrap technique is proposed. Simulations on the model are also performed under different choices of the frequency data.
