Mathematical and Statistical Methods in Insurance and Finance

Perna, Cira; Sibillo, Marilena

Mathematical and Statistical Methods in Insurance and Finance

Edited by Cira Perna and Marilena Sibillo

Date: 2008
ISBN: 978-88-470-0704-8
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Citations: View citations in EconPapers (4)

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Chapters in this book:

Least Squares Predictors for Threshold Models: Properties and Forecast Evaluation: Alessandra Amendola, Marcella Niglio and Cosimo Vitale
Estimating Portfolio Conditional Returns Distribution Through Style Analysis Models: Laura Attardi and Domenico Vistocco
A Full Monte Carlo Approach to the Valuation of the Surrender Option Embedded in Life Insurance Contracts: Anna Rita Bacinello
Spatial Aggregation in Scenario Tree Reduction: Diana Barro, Elio Canestrelli and Pierangelo Ciurlia
Scaling Laws in Stock Markets. An Analysis of Prices and Volumes: Sergio Bianchi and Augusto Pianese
Bounds for Concave Distortion Risk Measures for Sums of Risks: Antonella Campana and Paola Ferretti
Characterization of Convex Premium Principles: Marta Cardin and Graziella Pacelli
FFT, Extreme Value Theory and Simulation to Model Non-Life Insurance Claims Dependences: Rocco Roberto Cerchiara
Dynamics of Financial Time Series in an Inhomogeneous Aggregation Framework: Roy Cerqueti and Giulia Rotundo
A Liability Adequacy Test for Mathematical Provision: Rosa Cocozza, Emilia Di Lorenzo, Abina Orlando and Marilena Sibillo
Iterated Function Systems, Iterated Multifunction Systems, and Applications: Cinzia Colapinto and Davide Torre
Remarks on Insured Loan Valuations: Mariarosaria Coppola, Valeria D’Amato and Marilena Sibillo
Exploring the Copula Approach for the Analysis of Financial Durations: Giovanni Luca, Giorgia Rivieccio and Paola Zuccolotto
Analysis of Economic Fluctuations: A Contribution from Chaos Theory: Marisa Faggini
Generalized Influence Functions and Robustness Analysis: Matteo Fini and Davide Torre
Neural Networks for Bandwidth Selection in Non-Parametric Derivative Estimation: Francesco Giordano and Maria Lucia Parrella
Comparing Mortality Trends via Lee-Carter Method in the Framework of Multidimensional Data Analysis: Giuseppe Giordano, Maria Russolillo and Steven Haberman
Decision Making in Financial Markets Through Multivariate Ordering Procedure: Luca Grilli and Massimo Alfonso Russo
A Biometric Risks Analysis in Long Term Care Insurance: Susanna Levantesi and Massimiliano Menzietti
Clustering Financial Data for Mutual Fund Management: Francesco Lisi and Marco Corazza
Modeling Ultra-High-Frequency Data: The S&P 500 Index Future: Marco Minozzo and Silvia Centanni
Simulating a Generalized Gaussian Noise with Shape Parameter 1/2: Martina Nardon and Paolo Pianca
Further Remarks on Risk Profiles for Life Insurance Participating Policies: Albina Orlando and Massimiliano Politano
Classifying Italian Pension Funds via GARCH Distance: Edoardo Otranto and Alessandro Trudda
The Analysis of Extreme Events — Some Forecasting Approaches: Massimo Salzano

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DOI: 10.1007/978-88-470-0704-8

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