Financial and actuarial statistics
Autres auteurs :
Shapiro,, Arnold F.
Collection :
Statistics: a series of textbooks and monographs.
Mention d'édition :1st ed.
Publié par :
CRC Press
([S.l.] )
Détails physiques : 352 p. 25 cm.
ISBN :0824742702 (hardcover); 9780824742706 (hardcover).
Sujet(s) :
Finance--Mathematical models
|
Finance--Statistical methods
|
Insurance--Mathematical models
|
Insurance--Statistical methods
Année : 2003
| Type de document | Site actuel | Cote | Statut | Date de retour prévue | Code à barres | Réservations |
|---|---|---|---|---|---|---|
| Livre | La bibliothèque des Sciences Juridiques, Economiques et de Gestion | 332.015 195 BOR (Parcourir l'étagère) | Disponible | 0000000019024 |
Total des réservations: 0
Based on a loss function approach, this comprehensive reference reviews the most recent advances in financial and actuarial modeling, providing a strong statistical background for advanced methods in pension plan structuring, risk estimation, and modeling of investment and options pricing. An authoritative tool supplying every conceptual model and technique required by the modern financial investigator, Financial and Actuarial Statistics offers an analysis of American options models, mortality adjustment factors for increased risk individuals, time trend regression adjustments for mortality tables, and simulation approaches for stochastic models.
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