Mathematical and Statistical Methods in Insurance and Finance
Editor
- Cira Perna(Università di Salerno)Marilena Sibillo(Università di Salerno)
Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-88-470-0704-8
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Luca GRILLI & Massimo Alfonso RUSSO & Roberto GISMONDI, 2012. "Methodological Proposals For A Qualitative Evaluation Of Italian Durum Wheat Varieties," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 7(2(20)/ Su), pages 103-122.
- Varsha S. Kulkarni, 2013. "Complexity, Chaos, and the Duffing-Oscillator Model: An Analysis of Inventory Fluctuations in Markets," Papers 1308.1616, arXiv.org.
- Jochen Papenbrock & Peter Schwendner, 2015. "Handling risk-on/risk-off dynamics with correlation regimes and correlation networks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 29(2), pages 125-147, May.
- Magdalena Homa, 2022. "The Impact of MT Strategies on Risk and Value Distribution of Unit-linked Insurance Portfolio," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 607-619.
Book Chapters
The following chapters of this book are listed in IDEAS- Alessandra Amendola & Marcella Niglio & Cosimo Vitale, 2008. "Least Squares Predictors for Threshold Models: Properties and Forecast Evaluation," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods in Insurance and Finance, pages 1-9, Springer.
- Laura Attardi & Domenico Vistocco, 2008. "Estimating Portfolio Conditional Returns Distribution Through Style Analysis Models," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods in Insurance and Finance, pages 11-17, Springer.
- Anna Rita Bacinello, 2008. "A Full Monte Carlo Approach to the Valuation of the Surrender Option Embedded in Life Insurance Contracts," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods in Insurance and Finance, pages 19-26, Springer.
- Diana Barro & Elio Canestrelli & Pierangelo Ciurlia, 2008. "Spatial Aggregation in Scenario Tree Reduction," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods in Insurance and Finance, pages 27-34, Springer.
- Sergio Bianchi & Augusto Pianese, 2008. "Scaling Laws in Stock Markets. An Analysis of Prices and Volumes," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods in Insurance and Finance, pages 35-42, Springer.
- Antonella Campana & Paola Ferretti, 2008. "Bounds for Concave Distortion Risk Measures for Sums of Risks," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods in Insurance and Finance, pages 43-51, Springer.
- Marta Cardin & Graziella Pacelli, 2008. "Characterization of Convex Premium Principles," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods in Insurance and Finance, pages 53-60, Springer.
- Rocco Roberto Cerchiara, 2008. "FFT, Extreme Value Theory and Simulation to Model Non-Life Insurance Claims Dependences," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods in Insurance and Finance, pages 61-65, Springer.
- Roy Cerqueti & Giulia Rotundo, 2008. "Dynamics of Financial Time Series in an Inhomogeneous Aggregation Framework," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods in Insurance and Finance, pages 67-74, Springer.
- Rosa Cocozza & Emilia Lorenzo & Abina Orlando & Marilena Sibillo, 2008. "A Liability Adequacy Test for Mathematical Provision," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods in Insurance and Finance, pages 75-81, Springer.
- Cinzia Colapinto & Davide Torre, 2008. "Iterated Function Systems, Iterated Multifunction Systems, and Applications," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods in Insurance and Finance, pages 83-90, Springer.
- Mariarosaria Coppola & Valeria D’Amato & Marilena Sibillo, 2008. "Remarks on Insured Loan Valuations," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods in Insurance and Finance, pages 91-98, Springer.
- Giovanni Luca & Giorgia Rivieccio & Paola Zuccolotto, 2008. "Exploring the Copula Approach for the Analysis of Financial Durations," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods in Insurance and Finance, pages 99-106, Springer.
- Marisa Faggini, 2008. "Analysis of Economic Fluctuations: A Contribution from Chaos Theory," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods in Insurance and Finance, pages 107-112, Springer.
- Matteo Fini & Davide Torre, 2008. "Generalized Influence Functions and Robustness Analysis," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods in Insurance and Finance, pages 113-120, Springer.
- Francesco Giordano & Maria Lucia Parrella, 2008. "Neural Networks for Bandwidth Selection in Non-Parametric Derivative Estimation," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods in Insurance and Finance, pages 121-129, Springer.
- Giuseppe Giordano & Maria Russolillo & Steven Haberman, 2008. "Comparing Mortality Trends via Lee-Carter Method in the Framework of Multidimensional Data Analysis," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods in Insurance and Finance, pages 131-138, Springer.
- Luca Grilli & Massimo Alfonso Russo, 2008. "Decision Making in Financial Markets Through Multivariate Ordering Procedure," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods in Insurance and Finance, pages 139-147, Springer.
- Susanna Levantesi & Massimiliano Menzietti, 2008. "A Biometric Risks Analysis in Long Term Care Insurance," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods in Insurance and Finance, pages 149-156, Springer.
- Francesco Lisi & Marco Corazza, 2008. "Clustering Financial Data for Mutual Fund Management," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods in Insurance and Finance, pages 157-164, Springer.
- Marco Minozzo & Silvia Centanni, 2008. "Modeling Ultra-High-Frequency Data: The S&P 500 Index Future," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods in Insurance and Finance, pages 165-172, Springer.
- Martina Nardon & Paolo Pianca, 2008. "Simulating a Generalized Gaussian Noise with Shape Parameter 1/2," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods in Insurance and Finance, pages 173-180, Springer.
- Albina Orlando & Massimiliano Politano, 2008. "Further Remarks on Risk Profiles for Life Insurance Participating Policies," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods in Insurance and Finance, pages 181-187, Springer.
- Edoardo Otranto & Alessandro Trudda, 2008. "Classifying Italian Pension Funds via GARCH Distance," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods in Insurance and Finance, pages 189-197, Springer.
- Massimo Salzano, 2008. "The Analysis of Extreme Events — Some Forecasting Approaches," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods in Insurance and Finance, pages 199-205, Springer.
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