Mathematical and Statistical Methods for Actuarial Sciences and Finance
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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 ◽

Cited By ~ 1

Author(s):

Simona Boffelli ◽

Giovanni Urga

Keyword(s):

Government Bond ◽

Bond Spreads

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

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

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 ◽

Premium Risk

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 ◽

Cited By ~ 4

Author(s):

Stefania Capecchi ◽

Domenico Piccolo

Keyword(s):

Latent Components

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 ◽

Cited By ~ 1

Author(s):

Abdou Kélani ◽

François Quittard-Pinon

Keyword(s):

Variable Annuities

Stochastic Mortality Models. Application to CR Mortality Data

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-05014-0_26 ◽

2014 ◽

pp. 113-116

Author(s):

Ján Gogola

Keyword(s):

Mortality Data ◽

Stochastic Mortality ◽

Stochastic Mortality Models ◽

Mortality Models

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 ◽

Cited By ~ 2

Author(s):

Marina Resta

Keyword(s):

Data Mining ◽

Frequent Pattern

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 ◽

Heston Model

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 ◽

Cited By ~ 1

Author(s):

Riccardo Donati ◽

Marco Corazza

Keyword(s):

Risk Measure

Mathematical and Statistical Methods for Actuarial Sciences and FinanceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

Evaluating Correlations in European Government Bond Spreads

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

Empirical Evidences on Predictive Accuracy of Survival Models

The Estimation of Standard Deviation of Premium Risk Under Solvency 2

Modelling the Latent Components of Personal Happiness

Pricing and Hedging Variable Annuities

Stochastic Mortality Models. Application to CR Mortality Data

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

A Statistical Test for the Heston Model

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

Mathematical and Statistical Methods for Actuarial Sciences and Finance
Latest Publications