Financial Models of Insurance Solvency, J. David Cummins; Richard A. Derrig
Автор: Meinrad Dreher Название: Treatises on Solvency II ISBN: 3662462893 ISBN-13(EAN): 9783662462898 Издательство: Springer Рейтинг: Цена: 130430.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The European system of insurance supervision under Solvency II constitutes a parallel to supervision of credit institutions under Basel III.
Автор: Ohlsson Название: Non-life insurance pricing with generalized linear models ISBN: 3642107907 ISBN-13(EAN): 9783642107900 Издательство: Springer Рейтинг: Цена: 41920.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book focuses on methods based on generalized linear models (GLMs) that have been found useful in actuarial practice and provides a set of tools for a tariff analysis. It presents the basic theory of GLMs as well as useful extensions.
Автор: Steland Название: Financial Statistics and Mathematical Finance: Methods, Models and Applications ISBN: 0470710586 ISBN-13(EAN): 9780470710586 Издательство: Wiley Рейтинг: Цена: 68110.00 T Наличие на складе: Поставка под заказ. Описание: *Provides an introduction to the basics of financial statistics and mathematical finance.
Автор: J. David Cummins; Joan Lamm-Tennant Название: Financial Management of Life Insurance Companies ISBN: 0792393546 ISBN-13(EAN): 9780792393542 Издательство: Springer Рейтинг: Цена: 158380.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Administered at the Wharton School of the University of Pennsylvania, the Huebner Foundation was established in 1941 to strengthen insurance education at the collegiate level by increasing the number of professors specializing in insurance and enriching the literature in the field.
Автор: J. David Cummins; Richard A. Derrig Название: Financial Models of Insurance Solvency ISBN: 9401076316 ISBN-13(EAN): 9789401076319 Издательство: Springer Рейтинг: Цена: 222670.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The First International Conference on Insurance Solvency was held at the Wharton School, University of Pennsylvania from June 18th through June 20th, 1986. The papers presented at the Conference are published in two volumes, this book and a companion volume, Classical Insurance Solvency Theory, J.
Автор: J. David Cummins; Richard A. Derrig Название: Classical Insurance Solvency Theory ISBN: 0898382726 ISBN-13(EAN): 9780898382723 Издательство: Springer Рейтинг: Цена: 158380.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Proceedings of the First International Conference on Insurence Solvency
Автор: J. David Cummins; Richard A. Derrig Название: Classical Insurance Solvency Theory ISBN: 940107707X ISBN-13(EAN): 9789401077071 Издательство: Springer Рейтинг: Цена: 135090.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Proceedings of the First International Conference on Insurence Solvency
Автор: Meinrad Dreher Название: Treatises on Solvency II ISBN: 3662515679 ISBN-13(EAN): 9783662515679 Издательство: Springer Рейтинг: Цена: 121110.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The European system of insurance supervision under Solvency II constitutes a parallel to supervision of credit institutions under Basel III.
Автор: Lai, Tze Leung Xing, Haipeng Название: Statistical models and methods for financial markets ISBN: 1441926682 ISBN-13(EAN): 9781441926685 Издательство: Springer Рейтинг: Цена: 68900.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The authors here present statistical methods and models of importance to quantitative finance and links finance theory to market practice via statistical modeling and decision making. They provide basic statistical background as well as in-depth applications.
Автор: J. David Cummins; Joan Lamm-Tennant Название: Financial Management of Life Insurance Companies ISBN: 9401049793 ISBN-13(EAN): 9789401049795 Издательство: Springer Рейтинг: Цена: 93160.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Administered at the Wharton School of the University of Pennsylvania, the Huebner Foundation was established in 1941 to strengthen insurance education at the collegiate level by increasing the number of professors specializing in insurance and enriching the literature in the field.
Автор: G. Ottaviani Название: Financial Risk in Insurance ISBN: 3540661433 ISBN-13(EAN): 9783540661436 Издательство: Springer Рейтинг: Цена: 51230.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Published with the contribution of the Italian insurance company, INA, this volume contains the invited contributions presented at the 3rd International AFIR Colloquium.
Finance and insurance companies are facing a wide range of parametric statistical problems. Statistical experiments generated by a sample of independent and identically distributed random variables are frequent and well understood, especially those consisting of probability measures of an exponential type. However, the aforementioned applications also offer non-classical experiments implying observation samples of independent but not identically distributed random variables or even dependent random variables.
Three examples of such experiments are treated in this book. First, the Generalized Linear Models are studied. They extend the standard regression model to non-Gaussian distributions. Statistical experiments with Markov chains are considered next. Finally, various statistical experiments generated by fractional Gaussian noise are also described.
In this book, asymptotic properties of several sequences of estimators are detailed. The notion of asymptotical efficiency is discussed for the different statistical experiments considered in order to give the proper sense of estimation risk. Eighty examples and computations with R software are given throughout the text.
Examines a range of statistical inference methods in the context of finance and insurance applications
Presents the LAN (local asymptotic normality) property of likelihoods
Combines the proofs of LAN property for different statistical experiments that appears in financial and insurance mathematics
Provides the proper description of such statistical experiments and invites readers to seek optimal estimators (performed in R) for such statistical experiments
Казахстан, 010000 г. Астана, проспект Туран 43/5, НП2 (офис 2) ТОО "Логобук" Тел:+7 707 857-29-98 ,+7(7172) 65-23-70 www.logobook.kz
