Mathematical and Statistical Methods for Actuarial Sciences and Finance
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42

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3

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Published By Springer International Publishing

9783319050133, 9783319050140

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Evaluating Correlations in European Government Bond Spreads

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-05014-0_8 ◽

2014 ◽

pp. 35-39 ◽

Author(s):

Simona Boffelli ◽

Giovanni Urga

Keyword(s):

Government Bond ◽

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A Robustness Analysis of Least-Squares Monte Carlo for R&D Real Options Valuation

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-05014-0_6 ◽

2014 ◽

pp. 27-30

Author(s):

Marta Biancardi ◽

Giovanni Villani

Keyword(s):

Monte Carlo ◽

Real Options ◽

Least Squares ◽

Robustness Analysis ◽

Least Squares Monte Carlo ◽

Real Options Valuation ◽

Options Valuation

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Empirical Evidences on Predictive Accuracy of Survival Models

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-05014-0_20 ◽

2014 ◽

pp. 87-90

Author(s):

Emilia Di Lorenzo ◽

Michele La Rocca ◽

Albina Orlando ◽

Cira Perna ◽

Marilena Sibillo

Keyword(s):

Predictive Accuracy ◽

Survival Models

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The Estimation of Standard Deviation of Premium Risk Under Solvency 2

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-05014-0_14 ◽

2014 ◽

pp. 61-64

Author(s):

Rocco Roberto Cerchiara ◽

Vittorio Magatti

Keyword(s):

Standard Deviation ◽

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Modelling the Latent Components of Personal Happiness

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-05014-0_11 ◽

2014 ◽

pp. 49-52 ◽

Author(s):

Stefania Capecchi ◽

Domenico Piccolo

Keyword(s):

Latent Components

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Pricing and Hedging Variable Annuities

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-05014-0_28 ◽

2014 ◽

pp. 121-124 ◽

Author(s):

Abdou Kélani ◽

François Quittard-Pinon

Keyword(s):

Variable Annuities

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On a Data Mining Framework for the Identification of Frequent Pattern Trends

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-05014-0_39 ◽

2014 ◽

pp. 173-176 ◽

Author(s):

Marina Resta

Keyword(s):

Data Mining ◽

Frequent Pattern

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A Statistical Test for the Heston Model

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-05014-0_24 ◽

2014 ◽

pp. 105-108

Author(s):

Gianna Figà-Talamanca

Keyword(s):

Statistical Test ◽

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RedES™, a Risk Measure in a Pareto-Lévy Stable Framework with Clustering

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-05014-0_21 ◽

2014 ◽

pp. 91-94 ◽

Author(s):

Riccardo Donati ◽

Marco Corazza

Keyword(s):

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Alternative Assessments of the Longevity Trends

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-05014-0_17 ◽

2014 ◽

pp. 73-76

Author(s):

Valeria D’Amato ◽

Steven Haberman ◽

Gabriella Piscopo ◽

Maria Russolillo

Keyword(s):

Alternative Assessments

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