Statistical Tools for Finance and Insurance (Q4671205)
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scientific article; zbMATH DE number 2161244
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical Tools for Finance and Insurance |
scientific article; zbMATH DE number 2161244 |
Statements
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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