rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Mathematical and Statistical Methods for Actuarial Sciences and Finance
    sub title: MAF 2016
  name:
    name part: Corazza, Marco.
    role:
      role term: editor.
  name:
    name part: Legros, Florence.
    role:
      role term: editor.
  name:
    name part: Perna, Cira.
    role:
      role term: editor.
  name:
    name part: Sibillo, Marilena.
    role:
      role term: editor.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: gw
    date issued: 2017
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: VIII, 169 p. 19 illus., 8 illus. in color. online resource.
  abstract: This volume gathers selected peer-reviewed papers presented at the international conference "MAF 2016 – Mathematical and Statistical Methods for Actuarial Sciences and Finance”, held in Paris (France) at the Université Paris-Dauphine from March 30 to April 1, 2016. The contributions highlight new ideas on mathematical and statistical methods in actuarial sciences and finance. The cooperation between mathematicians and statisticians working in insurance and finance is a very fruitful field, one that yields unique theoretical models and practical applications, as well as new insights in the discussion of problems of national and international interest. This volume is addressed to academicians, researchers, Ph.D. students and professionals.
  table of contents: 1 The effects of credit rating announcements on bond liquidity: An event study -- 2 The effect of credit rating events on the emerging CDS market -- 3 A generalised linear model approach to predict the result of research evaluation -- 4 Projecting dynamic life tables using Data Cloning -- 5 Markov switching GARCH models: Filtering, approximations and duality -- 6 A network approach to risk theory and portfolio selection -- 7 A PSO-based approach for improving simple trading systems -- 8 Provisions for outstanding claims with distance-based generalized linear models -- 9 Profitability vs. attractiveness within a performance analysis of a life annuity business -- 10 Uncertainty in historical Value-at-Risk: an alternative quantile-based risk measure -- 11 Modeling volatility risk premium -- 12 Covered call writing and framing: A cumulative prospect theory approach -- 13 Optimal portfolio selection for an investor with asymmetric attitude to gains and losses.
  note: edited by Marco Corazza, Florence Legros, Cira Perna, Marilena Sibillo.
  subject:
    topic: Mathematics
  subject:
    topic: Finance
  subject:
    topic: Economics, Mathematical
  subject:
    topic: Actuarial science
  subject:
    topic: Statistics
  subject:
    topic: Macroeconomics
  subject:
    topic: Mathematics
  subject:
    topic: Actuarial Sciences
  subject:
    topic: Quantitative Finance
  subject:
    topic: Statistics for Business/Economics/Mathematical Finance/Insurance
  subject:
    topic: Macroeconomics/Monetary Economics//Financial Economics
  subject:
    topic: Finance, general
  classification: HG8779-8793
  classification: 368.01
  related item:
    title info:
      title: Springer eBooks
  identifier: 9783319502342
  identifier: http://dx.doi.org/10.1007/978-3-319-50234-2
  record info:
    record creation date: 171229
    record change date: 20171229081227.0
    record identifier: 978-3-319-50234-2