Coverart for item
The Resource Statistical tools for finance and insurance, [edited by] Pavel Čižek, Wolfgang Härdle, Rafał Weron

Statistical tools for finance and insurance, [edited by] Pavel Čižek, Wolfgang Härdle, Rafał Weron

Label
Statistical tools for finance and insurance
Title
Statistical tools for finance and insurance
Statement of responsibility
[edited by] Pavel Čižek, Wolfgang Härdle, Rafał Weron
Contributor
Subject
Genre
Language
eng
Summary
"Statistical Tools for Finance and Insurance presents ready-to-use solutions, theoretical developments and method construction for many practical problems in quantitative finance and insurance. Written by practitioners and leading academics in the field this book offers a unique combination of topics from which every market analyst and risk manager will benefit."--Jacket
Is part of
Cataloging source
COO
Dewey number
332.01/5195
Illustrations
illustrations
Index
index present
Language note
English
LC call number
HG176.5
LC item number
.S725 2005
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
NLM call number
Online Book
http://library.link/vocab/relatedWorkOrContributorDate
1973-
http://library.link/vocab/relatedWorkOrContributorName
  • Čižek, Pavel
  • Härdle, Wolfgang
  • Weron, Rafał
http://library.link/vocab/subjectName
  • Finance
  • Insurance
  • Insurance
  • BUSINESS & ECONOMICS
  • Finance
  • Insurance
  • Finance
  • Insurance
  • Financiering
  • Statistische methoden
  • Statistiek
  • Verzekeringswezen
  • Prime d'assurance
  • Risque (Assurance)
  • Modèle mathématique
  • Assurance
  • Finances
Label
Statistical tools for finance and insurance, [edited by] Pavel Čižek, Wolfgang Härdle, Rafał Weron
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Finance: Stable Distributions in Finance -- Tail Dependence -- Fuzzy Identification Model -- Implied Trinomial Tress -- Nonparametric Productivity Analysis -- The Exact LR Test of the Scale in the Gamma Family -- Pricing of Catastrophe (CAT) Bonds -- Extreme Value Theory -- Modeling and Financial Applications -- Long Memory for VOLA Surfaces -- Correlated Asset Risks and Option Pricing. Insurance: Loss Distributions -- Visualization of the Risk Process -- Approximation of Ruin Probability -- Deductibles -- Net Premiums -- Premium Calculation in the Collective Risk Model Framework under Different Models of Dependent Claims -- Stable Levy Motion Approximation in Collective Risk Theory -- Diffusion Approximation in Risk Theory
Control code
62767187
Dimensions
unknown
Extent
1 online resource (517 pages)
Form of item
online
Isbn
9786610306084
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/b139025
Other physical details
illustrations
http://library.link/vocab/ext/overdrive/overdriveId
978-3-540-22189-0
Specific material designation
remote
System control number
(OCoLC)62767187
Label
Statistical tools for finance and insurance, [edited by] Pavel Čižek, Wolfgang Härdle, Rafał Weron
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Finance: Stable Distributions in Finance -- Tail Dependence -- Fuzzy Identification Model -- Implied Trinomial Tress -- Nonparametric Productivity Analysis -- The Exact LR Test of the Scale in the Gamma Family -- Pricing of Catastrophe (CAT) Bonds -- Extreme Value Theory -- Modeling and Financial Applications -- Long Memory for VOLA Surfaces -- Correlated Asset Risks and Option Pricing. Insurance: Loss Distributions -- Visualization of the Risk Process -- Approximation of Ruin Probability -- Deductibles -- Net Premiums -- Premium Calculation in the Collective Risk Model Framework under Different Models of Dependent Claims -- Stable Levy Motion Approximation in Collective Risk Theory -- Diffusion Approximation in Risk Theory
Control code
62767187
Dimensions
unknown
Extent
1 online resource (517 pages)
Form of item
online
Isbn
9786610306084
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/b139025
Other physical details
illustrations
http://library.link/vocab/ext/overdrive/overdriveId
978-3-540-22189-0
Specific material designation
remote
System control number
(OCoLC)62767187

Library Locations

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      38.944491 -92.326012
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