Titlebook: Mathematical and Statistical Methods for Actuarial Sciences and Finance; MAF 2018 Marco Corazza,María Durbán,Marilena Sibillo Book 2018 Spr

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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.

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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.

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漂浮

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

河流

Pilar Abad,Antonio Díaz,Ana Escribano,M. Dolores Robles