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Revision as of 14:27, 12 February 2024

scientific article; zbMATH DE number 2161244
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Statistical Tools for Finance and Insurance
scientific article; zbMATH DE number 2161244

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    Statistical Tools for Finance and Insurance (English)
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    25 April 2005
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    stable distributions
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    extreme value analysis
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    copulas
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    tail dependence
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    pricing of catastrophe bonds
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    common functional IV analysis
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    implied trinomial trees
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    Heston's model and the smile
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    FFT-based option pricing
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    valuation of mortgage backed securities
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    predicting bankruptcy with support vector machines
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    modelling Indonesian money demand
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    nonparametric productivity analysis
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    loss distributions
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    modeling of the risk process
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    ruin probabilities in finite and infinite time
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    stable diffusion approximation of the risk process
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    risk model of good and bad periods
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    premiums in the individual and collective risk models
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    pure risk premiums under deductibles
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    premiums
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    investments
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    reinsurance
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