標(biāo)題: Titlebook: Mathematical and Statistical Methods for Actuarial Sciences and Finance; Marco Corazza,Claudio Pizzi Book 2014 Springer International Publ [打印本頁] 作者: 淺吟低唱 時間: 2025-3-21 16:38
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作者: Suggestions 時間: 2025-3-21 20:38 作者: 反抗者 時間: 2025-3-22 01:10
Emilia Di Lorenzo,Albina Orlando,Marilena SibilloI/17e and II/17f, which appeared at the end of 1987, are concerned with radicals centered on heteroatoms with Z > 7 and selected anion radicals. Subvolumes II/17d1 (presented herewith) and II/17d2 (early in 1989) treat nitroxide radicals.978-3-540-39261-3Series ISSN 1615-1844 Series E-ISSN 1616-9522 作者: Supplement 時間: 2025-3-22 07:36 作者: 馬具 時間: 2025-3-22 08:44 作者: oxidize 時間: 2025-3-22 14:43
Asmerilda Hitaj,Francesco Martinelli,Giovanni ZambrunoI/17e and II/17f, which appeared at the end of 1987, are concerned with radicals centered on heteroatoms with Z > 7 and selected anion radicals. Subvolumes II/17d1 (presented herewith) and II/17d2 (early in 1989) treat nitroxide radicals.978-3-540-39261-3Series ISSN 1615-1844 Series E-ISSN 1616-9522 作者: majestic 時間: 2025-3-22 19:33 作者: 飾帶 時間: 2025-3-22 22:30 作者: Barrister 時間: 2025-3-23 01:23 作者: 紅腫 時間: 2025-3-23 09:12
Alessandra Amendola,Marialuisa Restaino,Luca Sensini作者: Buttress 時間: 2025-3-23 10:06
Anna Rita Bacinello,Pietro Millossovich,Alvaro Montealegre作者: 學(xué)術(shù)討論會 時間: 2025-3-23 16:59 作者: Aggressive 時間: 2025-3-23 20:42
Bifactorial Pricing Models: Light and Shadows in Correlation Role,and the question of the correlation contribution in pricing framework. The procedure accounts for two sources of risk (the stock price and the spot interest rate) and, by means of an empirical evaluation tries to asses the relative contribution of the correlation component. The final target is to ev作者: AWE 時間: 2025-3-23 23:14
Portfolio Allocation Using Omega Function: An Empirical Analysis,ega Ratio is used) and the impact of different preferences for moments and comoments (when a higher-moments approach is used) on portfolio allocation. Our empirical analysis is based on a portfolio composed of 12 Hedge fund indexes.作者: 帶來的感覺 時間: 2025-3-24 04:41
Book 2014; data envelopment analysis; dynamic stochastic programming; ?nancial contagion models; ?nancial ratios; intelligent ?nancial trading systems; mixture normality approaches; Monte Carlo-based methods; multicriteria methods; nonlinear parameter estimation techniques; nonlinear threshold models; partic作者: 斷斷續(xù)續(xù) 時間: 2025-3-24 08:01 作者: Barrister 時間: 2025-3-24 11:04 作者: etiquette 時間: 2025-3-24 15:25
Mathematical and Statistical Methods for Actuarial Sciences and Finance978-3-319-02499-8作者: 無王時期, 時間: 2025-3-24 22:25
Giovanni De Luca,Paola Zuccolottoand II/9a-d on magnetic properties of free radicals, published in 1965 and 1977 - 1980, which covered the literature up to 1975. Due to the continuing rapid development of the field and the inclusion of new subjects, the supplement covering the period 1975 - 1985 had to be split into subvolumes whic作者: Infraction 時間: 2025-3-25 00:04
Pierre Devolder,Gabriella Piscopoand II/9a-d on magnetic properties of free radicals, published in 1965 and 1977 - 1980, which covered the literature up to 1975. Due to the continuing rapid development of the field and the inclusion of new subjects, the supplement covering the period 1975 - 1985 had to be split into subvolumes whic作者: MAIZE 時間: 2025-3-25 03:19
Emilia Di Lorenzo,Albina Orlando,Marilena Sibilloand II/9a-d on magnetic properties of free radicals, published in 1965 and 1977 - 1980, which covered the literature up to 1975. Due to the continuing rapid development of the field and the inclusion of new subjects, the supplement covering the period 1975 - 1985 had to be split into subvolumes whic作者: ostensible 時間: 2025-3-25 08:39
Cinzia Franceschini,Nicola Loperfidoand II/9a-d on magnetic properties of free radicals, published in 1965 and 1977 - 1980, which covered the literature up to 1975. Due to the continuing rapid development of the field and the inclusion of new subjects, the supplement covering the period 1975 - 1985 had to be split into subvolumes whic作者: 破布 時間: 2025-3-25 14:20
Francesco Giordano,Maria Lucia Parrellaand II/9a-d on magnetic properties of free radicals, published in 1965 and 1977 - 1980, which covered the literature up to 1975. Due to the continuing rapid development of the field and the inclusion of new subjects, the supplement covering the period 1975 - 1985 had to be split into subvolumes whic作者: cushion 時間: 2025-3-25 18:08 作者: Nucleate 時間: 2025-3-25 22:06 作者: instill 時間: 2025-3-26 01:37 作者: Adornment 時間: 2025-3-26 05:21
Weak Form Efficiency of Selected European Stock Markets: Alternative Testing Approaches,tical applications. The present paper investigates the weak form efficiency of some selected European markets: AEX, CAC40, DAX, FTSE100, FTSEMIB, IBEX35. In order to keep into account nonlinear structures usually found in returns time series data, a non parametric test based on neural network models作者: prediabetes 時間: 2025-3-26 08:45 作者: pulse-pressure 時間: 2025-3-26 13:30
A Comparison Between Different Numerical Schemes for the Valuation of Unit-Linked Contracts Embeddilement two different algorithms based on the Least Squares Monte Carlo method (LSMC), an algorithm based on the Partial Differential Equation Approach (PDE) and another based on Binomial Trees. We introduce a unifying way to define and solve the valuation problem in order to include the case of cont作者: 向外供接觸 時間: 2025-3-26 17:55 作者: Foolproof 時間: 2025-3-26 22:49
,Firm’s Volatility Risk Under Microstructure Noise,idea proposed in [20] we use high-frequency equity prices in order to estimate the volatility risk component of a firm within a structural credit risk modeling approach. Differently from [20] we consider a more general framework by introducing market microstructure noise as a direct effect of using 作者: 色情 時間: 2025-3-27 04:02
Socially Responsible Mutual Funds: An Efficiency Comparison Among the European Countries,ean countries with three different data envelopment analysis (DEA) models. Secondly, with a series of statistical tests we compare the performance of SRI and non SRI mutual funds in the various countries, to determine if SRI mutual funds have to sacrifice something in terms of financial performance;作者: Callus 時間: 2025-3-27 06:23
Fitting Financial Returns Distributions: A Mixture Normality Approach,e series returns. In this paper we propose the use of mixtures of truncated normal distributions in modelling returns. An optimization algorithm has been developed to obtain the best fit by using the minimum distance approach. Empirical results show evidence of the capability of the method to fit re作者: 膝蓋 時間: 2025-3-27 10:21 作者: 傀儡 時間: 2025-3-27 14:20
Bifactorial Pricing Models: Light and Shadows in Correlation Role,[5] model. Distinguished in this field are models allowing for stochastic interest rates, as suggested for the first time by Merton [20]. Afterwards, many stochastic interest rate models to evaluate the price of hybrid securities have been proposed in literature. Most of these are equilibrium pricin作者: 純樸 時間: 2025-3-27 21:32 作者: abnegate 時間: 2025-3-27 23:06
Particle Swarm Optimization for Preference Disaggregation in Multicriteria Credit Scoring Problems,determine the values of the parameters that characterize the preference model of the decision maker, we adopt Particle Swarm Optimization, which is a biologically-inspired heuristics based on swarm intelligence. We test the ability of PSO to find the optimal values of the parameters on a real data s作者: 率直 時間: 2025-3-28 04:16
Time Series Clustering on Lower Tail Dependence for Portfolio Selection,l returns in groups being homogeneous in the sense that their joint bivariate distributions exhibit high association in the lower tail. The dissimilarity measure used for such clustering is based on tail dependence coefficients estimated using copula functions. We carry out the clustering using an a作者: 不公開 時間: 2025-3-28 10:07 作者: 真實的人 時間: 2025-3-28 13:00 作者: 萬花筒 時間: 2025-3-28 17:17 作者: ungainly 時間: 2025-3-28 22:11
On the RODEO Method for Variable Selection,EO and can be used to select the relevant covariates of a sparse regression model. A drawback of the RODEO is that it fails to isolate some relevant covariates, in particular those which have linear effects on the model, and for such reason it is suggested to use the RODEO on the residuals of a LASS作者: 大溝 時間: 2025-3-29 00:32
Portfolio Allocation Using Omega Function: An Empirical Analysis,xt of portfolio selection. Therefore different models have been proposed. On one side the Markowitz model has been extended to higher moments and on the other side, starting from Sharpe ratio, a great attention has been addressed to the correct choice of the risk (or joint risk-performance) indicato作者: MAL 時間: 2025-3-29 07:08 作者: synovial-joint 時間: 2025-3-29 10:12
Solvency Analysis of Defined Benefit Pension Schemes,e characterized by a long term aspect and a limited need of liquidity. In this perspective, the purpose of this paper is to combine the three major risks affecting a DB plan (market, inflation and longevity risks) and to look at their effect on the solvency of the pension fund.作者: 賭博 時間: 2025-3-29 12:58
Investment Rankings via an Objective Measure of Riskiness: A Case Study,titude expressed by his utility function. We will briefly recall and discuss some theoretical properties, and we will give proof of our results by ranking 30 largest-growth mutual funds; finally, we will compare the results with those of other indexes.作者: 抱狗不敢前 時間: 2025-3-29 19:19
ontains theoretical and applicative perspectives.Includes su.The interaction between mathematicians and statisticians has been shown to be an e?ective approach for dealing with actuarial, insurance and ?nancial problems, both from an academic perspective and from an operative one. The collection of 作者: Substance-Abuse 時間: 2025-3-29 22:47 作者: 生命層 時間: 2025-3-30 03:56 作者: BINGE 時間: 2025-3-30 07:36 作者: 袋鼠 時間: 2025-3-30 08:12 作者: CRASS 時間: 2025-3-30 13:49 作者: FIN 時間: 2025-3-30 20:32 作者: Collar 時間: 2025-3-30 21:18
A Comparison Between Different Numerical Schemes for the Valuation of Unit-Linked Contracts Embeddiracts with premiums paid continuously over time, along with that of single premium contracts, usually considered in the literature. Finally, we analyse the impact on the fair premiums of the main parameters of the model.作者: Recessive 時間: 2025-3-31 04:31 作者: 有限 時間: 2025-3-31 05:34 作者: OATH 時間: 2025-3-31 10:49 作者: ADOPT 時間: 2025-3-31 16:55 作者: Angioplasty 時間: 2025-3-31 17:38
On the RODEO Method for Variable Selection,O. Here we propose a test which can be integrated to the RODEO procedure in order to fill this gap and complete the final step of the variable selection procedure. A two-stage procedure is therefore proposed. The results of a simulation study show a good performance of the new procedure.作者: FIN 時間: 2025-4-1 00:48
978-3-319-37898-5Springer International Publishing Switzerland 2014作者: Certainty 時間: 2025-4-1 04:46
Marco Corazza,Claudio PizziContains both mathematical and statistical issues.Presents the most advanced research results in actuarial sciences, insurance and finance.Contains theoretical and applicative perspectives.Includes su作者: 反饋 時間: 2025-4-1 07:13 作者: 小步舞 時間: 2025-4-1 11:01 作者: ALE 時間: 2025-4-1 17:21
Dynamic Strategies for Defined Benefit Pension Plans Risk Management,r which has to minimize a default probability and to maximize the expected surplus. Its management strategy is based on the possibility of change the risk level (i.e. the volatility of random returns) of the investment at an optimum time.作者: 可行 時間: 2025-4-1 21:00 作者: Ingenuity 時間: 2025-4-1 22:39
Stochastic Actuarial Valuations in Double-Indexed Pension Annuity Assessment,verse deviations of the demographic and financial bases. The Authors deepen the interactions between the risk due the random fluctuations of the dynamic of the capital returns and the risk due to the systematic random fluctuations of the lifetime evolutionary trend.作者: 一回合 時間: 2025-4-2 03:23
ms has arisen. The migration of nanoparticles from packaging materials into food, and the health hazards linked with it, are also major concerns. Hence, it is imperative to understand the toxicity, bioaccumulation, and long-term implications of engineered nanomaterials to the environment and public
