Statistical Tools for Finance and Insurance

Pavel Čížek (), Rafał Weron and Wolfgang Härdle ()
Additional contact information
Pavel Čížek: Tilburg University, Dept. of Econometrics & OR
Wolfgang Härdle: Humboldt-Universität zu Berlin, CASE — Center for Applied Statistics and Economics, Institut für Statistik und Ökonometrie

in Springer Books from Springer

Date: 2005
ISBN: 978-3-540-27395-0
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Chapters in this book:

Ch 1 Stable Distributions

Szymon Borak, Wolfgang Härdle and Rafał Weron

Ch 2 Extreme Value Analysis and Copulas

Krzysztof Jajuga and Daniel Papla

Ch 3 Tail Dependence

Rafael Schmidt

Ch 4 Pricing of Catastrophe Bonds

Krzysztof Burnecki, Grzegorz Kukla and David Taylor

Ch 5 Common Functional Implied Volatility Analysis

Michal Benko and Wolfgang Härdle

Ch 6 Implied Trinomial Trees

Pavel Čížek and Karel Komorád

Ch 7 Heston's Model and the Smile

Rafał Weron and Uwe Wystup

Ch 8 FFT-based Option Pricing

Szymon Borak, Kai Detlefsen and Wolfgang Härdle

Ch 9 Valuation of Mortgage Backed Securities: from Optimality to Reality

Nicolas Gaussel and Julien Tamine

Ch 10 Predicting Bankruptcy with Support Vector Machines

Wolfgang Härdle, Rouslan Moro and Dorothea Schäfer

Ch 11 Econometric and Fuzzy Modelling of Indonesian Money Demand

Noer Azam Achsani, Oliver Holtemöller and Hizir Sofyan

Ch 12 Nonparametric Productivity Analysis

Wolfgang Härdle and Seok-Oh Jeong

Ch 13 Loss Distributions

Krzysztof Burnecki, Adam Misiorek and Rafał Weron

Ch 14 Modeling of the Risk Process

Krzysztof Burnecki and Rafał Weron

Ch 15 Ruin Probabilities in Finite and Infinite Time

Krzysztof Burnecki, Paweł Miśta and Aleksander Weron

Ch 16 Stable Diffusion Approximation of the Risk Process

Hansjörg Furrer, Zbigniew Michna and Aleksander Weron

Ch 17 Risk Model of Good and Bad Periods

Zbigniew Michna

Ch 18 Premiums in the Individual and Collective Risk Models

Jan Iwanik and Joanna Nowicka-Zagrajek

Ch 19 Pure Risk Premiums under Deductibles

Krzysztof Burnecki, Joanna Nowicka-Zagrajek and Agnieszka Wyłomańska

Ch 20 Premiums, Investments, and Reinsurance

Paweł Miśta and Wojciech Otto

Ch 21 Working with the XQC

Szymon Borak, Wolfgang Härdle and Heiko Lehmann

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DOI: 10.1007/b139025

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