2010

Mathematical and Statistical Methods for Actuarial Sciences and Finance

Editors:

ISBN: 978-88-470-1480-0 (Print) 978-88-470-1481-7 (Online)

Table of contents (31 chapters)

previous Page of 2
  1. Front Matter

    Pages I-XV

  2. No Access

    Book Chapter

    Pages 1-11

    Impact of interest rate risk on the Spanish banking sector

  3. No Access

    Book Chapter

    Pages 13-21

    Tracking error with minimum guarantee constraints

  4. No Access

    Book Chapter

    Pages 23-32

    Energy markets: crucial relationship between prices

  5. No Access

    Book Chapter

    Pages 33-42

    Tempered stable distributions and processes in finance: numerical analysis

  6. No Access

    Book Chapter

    Pages 43-51

    Transformation kernel estimation of insurance claim cost distributions

  7. No Access

    Book Chapter

    Pages 53-61

    What do distortion risk measures tell us on excess of loss reinsurance with reinstatements?

  8. No Access

    Book Chapter

    Pages 63-73

    Some classes of multivariate risk measures

  9. No Access

    Book Chapter

    Pages 75-83

    Assessing risk perception by means of ordinal models

  10. No Access

    Book Chapter

    Pages 85-92

    A financial analysis of surplus dynamics for deferred life schemes

  11. No Access

    Book Chapter

    Pages 93-102

    Checking financial markets via Benford’s law: the S&P 500 case

  12. No Access

    Book Chapter

    Pages 103-112

    Empirical likelihood based nonparametric testing for CAPM

  13. No Access

    Book Chapter

    Pages 113-122

    Lee-Carter error matrix simulation: heteroschedasticity impact on actuarial valuations

  14. No Access

    Book Chapter

    Pages 123-131

    Estimating the volatility term structure

  15. No Access

    Book Chapter

    Pages 133-142

    Exact and approximated option pricing in a stochastic volatility jump-diffusion model

  16. No Access

    Book Chapter

    Pages 143-152

    A skewed GARCH-type model for multivariate financial time series

  17. No Access

    Book Chapter

    Pages 153-162

    Financial time series and neural networks in a minority game context

  18. No Access

    Book Chapter

    Pages 163-172

    Robust estimation of style analysis coefficients

  19. No Access

    Book Chapter

    Pages 173-182

    Managing demographic risk in enhanced pensions

  20. No Access

    Book Chapter

    Pages 183-191

    Clustering mutual funds by return and risk levels

  21. No Access

    Book Chapter

    Pages 193-203

    Multivariate Variance Gamma and Gaussian Dependence: a study with copulas

previous Page of 2