Statistical Tools for Finance and Insurance

Edited by Pavel Cizek (), Wolfgang Karl Härdle () and Rafał Weron ()

in Springer Books from Springer

Date: 2011
ISBN: 978-3-642-18062-0
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Chapters in this book:

Ch 1 Models for heavy-tailed asset returns

Szymon Borak, Adam Misiorek and Rafał Weron

Ch 2 Expected shortfall for distributions in finance

Simon A. Broda and Marc S. Paolella

Ch 3 Modelling conditional heteroscedasticity in nonstationary series

Pavel Čížek

Ch 4 FX smile in the Heston model

Agnieszka Janek, Tino Kluge, Rafał Weron and Uwe Wystup

Ch 5 Pricing of Asian temperature risk

Fred Espen Benth, Wolfgang Karl Härdle and Brenda Lopez Cabrera

Ch 6 Variance swaps

Wolfgang Karl Härdle and Elena Silyakova

Ch 7 Learning machines supporting bankruptcy prediction

Wolfgang Karl Härdle, Linda Hoffmann and Rouslan Moro

Ch 8 Distance matrix method for network structure analysis

Janusz Miśkiewicz

Ch 9 Building loss models

Krzysztof Burnecki, Joanna Janczura and Rafał Weron

Ch 10 Ruin probability in finite time

Krzysztof Burnecki and Marek Teuerle

Ch 11 Property and casualty insurance pricing with GLMs

Jan Iwanik

Ch 12 Pricing of catastrophe bonds

Krzysztof Burnecki, Grzegorz Kukla and David Taylor

Ch 13 Return distributions of equity-linked retirement plans

Nils Detering, Andreas Weber and Uwe Wystup

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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprbok:978-3-642-18062-0

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DOI: 10.1007/978-3-642-18062-0

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