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SPIRES-BOOKS: FIND KEYWORD ACTUARIAL SCIENCES *END*INIT* use /tmp/qspiwww.webspi1/15513.18 QRY 131.225.70.96 . find keyword actuarial sciences ( in books using www Cover
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Call number:9783319517537:ONLINE Show nearby items on shelf
Title:Extended Abstracts Summer 2015 Strategic Behavior in Combinatorial Structures Quantitative Finance
Author(s):
Date:2017
Size:1 online resource (VI, 139 p. 5 illus., 3 illus. in color p.)
Contents:Part-I -- Foreword -- On the Push & Pull Protocol for Rumour Spreading -- Random Walks that Find Perfect Objects and the Lovasz Local Lemma -- Logit Dynamics with Concurrent Updates for Local Interaction Games -- Logit Dynamics with
Concurrent Updates for Local Interaction Games -- Carpooling in Social Networks -- Who to Trust for Truthful Facility Location? -- Metric and Spectral Properties of Dense Inhomogeneous Random Graphs -- On-Line List Colouring of Random
Graphs -- Approximation Algorithms for Computing Maximin Share Allocations -- An Alternate Proof of the Algorithmic Lovász Local Lemma -- Learning Game-Theoretic Equilibria via Query Protocols -- The Lower Tail: Poisson Approximation
Revisited -- Population Protocols for Majority in Arbitrary Networks -- The Asymptotic Value in Finite Stochastic Games -- Almost All 5-Regular Graphs Have a 3-Flow -- Part-II -- Foreword -- On the Short-Time Behaviour of the Implied
Volatility Skew for Spread Options and Applications -- An Alternative to CARMA Models via Iterations of Ornstein-Uhlenbeck Processes -- Euler-Poisson Schemes for Levy Processes -- On Time-Consistent Portfolios with Time-Inconsistent
Preferences -- A Generic Decomposition Formula for Pricing Vanilla Options under Stochastic Volatility Models -- A Highly Efficient Pricing Method for European-Style Options Based on Shannon Wavelets -- A New Pricing Measure in the
Barndor-Nielsen-Shephard Model for Commodity Markets
ISBN:9783319517537
Series:eBooks
Series:Springer eBooks
Series:Springer 2017 package
Keywords: Mathematics , Dynamics , Ergodic theory , Differential equations , Actuarial science , Convex geometry , Discrete geometry , Probabilities , Combinatorics , Mathematics , Combinatorics , Ordinary Differential Equations , Dynamical Systems and Ergodic Theory , Convex and Discrete Geometry , Probability Theory and Stochastic Processes , Actuarial Sciences
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Call number:0471150649:ONLINE Show nearby items on shelf
Title:Statistical Size Distributions in Economics and Actuarial Sciences
Author(s): Kleiber
Date:2003
Publisher:Wiley-Interscience
Size:1 online resource (353 p.)
ISBN:9780471150640
Series:eBooks
Series:Wiley Online Library
Series:Wiley 2016 package purchase
Keywords: Statistics
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Call number:SPRINGER-2016-9783319297767:ONLINE Show nearby items on shelf
Title:Modelling in Life Insurance – A Management Perspective
Author(s):
Date:2016
Size:1 online resource (38 p.)
Note:10.1007/978-3-319-29776-7
Contents:Paradigms in life insurance -- About market consistent valuation in insurance -- Cash flow projection models -- Economic scenario generators -- From internal to ORSA models -- Building a model: practical implementation -- Ex-ante model validation a nd back-testing -- The threat of model risk for insurance companies -- Meta-models and consistency issues -- Model feeding & Data Quality -- The role of models in management decision making -- Models and behaviour of stakeholders
ISBN:9783319297767
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Mathematics , Insurance , Economics, Mathematical , Actuarial science , Statistics , Mathematics , Quantitative Finance , Actuarial Sciences , Statistics for Business/Economics/Mathematical Finance/Insurance , Insurance
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Call number:SPRINGER-2016-9781493937837:ONLINE Show nearby items on shelf
Title:An Introduction to Mathematical Finance with Applications Understanding and Building Financial Intuition
Author(s): Arlie O Petters
Date:2016
Size:1 online resource (12 p.)
Note:10.1007/978-1-4939-3783-7
Contents:Preface -- 1. Preliminaries and Financial Markets -- 2. The Time Value of Money -- 3. Markowitz Portfolio Theory -- 4. Capital Market Theory and Portfolio Risk Measures -- 5. Binomial Trees and Security Pricing Modeling -- 6. Stochastic Calculus an d Geometric Brownian Motion Model -- 7. Derivatives: Forwards, Futures, Swaps and Options -- 8. The BSM Model and European Option Pricing -- Index.
ISBN:9781493937837
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Mathematics , Economics, Mathematical , Actuarial science , Mathematical models , Probabilities , Mathematics , Quantitative Finance , Mathematical Modeling and Industrial Mathematics , Probability Theory and Stochastic Processes , Actuarial Sciences
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Call number:SPRINGER-2014-9783642546167:ONLINE Show nearby items on shelf
Title:Modles et mthodes stochastiques [electronic resource] : Une introduction avec applications
Author(s): Pierre Del Moral
Christelle Verg
Date:2014
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:La thorie des probabilits et des processus stochastiques est sans aucun doute l'un des plus importants outils mathmatiques des sciences modernes. Le thorie des probabilit s'illustre dans de nombreux domaines issus de labiologie, de la physique, et de s sciences de l'ingnieur : dynamique des populations, traitement du signal et de l'image, chimie molculaire, conomtrie, sciences actuarielles, mathmatiques financires, ainsi qu'en analyse derisque. Le but de cet ouvrage est de parcourir les principaux mod les et mthodes stochastiques de cette thorie en pleine expansion. Ce voyage ne ncessite aucun bagage spcifique sur la thorie des processus stochastiques. Lesoutils d'analyses ncessaires une bonne comprhension sont donns au fur et mesure de leur construc tion, rvlant ainsi leur ncessit. La thorie des processus stochastiques est une extension naturelle de la thorie desystmes dynamiques des phnomnes alatoires. Elle contient des formalisation d'volutions de phnomnes alatoires rencontrs en physique, en biolo gique, en conomie, ou en sciences de l'ingnieur, mais aussi desalgorithmes d'exploration stochastique d'espaces de solutions complexes pour rsoudre des problmes d'estimation, d'optimisation et d'apprentissage statistique. Des techniques de rsolution avanc es en statistique baysienne, entraitement du signal, en analyse dvnements rares, en combinatoire numrative, en optimisation combinatoire, ainsi qu'en physique et chimie quantique sont exposes dans cet ouvrage. Stochastic Models andMethods Probabilitytheor y and stochastic process theory are undoubtedly among the most important mathematic tools for the modern sciences. Probability theory has applications in several fields, such as biology, physics and the engineering sciences:population dynamics, signal and image processing, molecular chemistry, econometrics, actuarial science, financial mathematics, a
ISBN:9783642546167
Series:eBooks
Series:SpringerLink
Series:Mathmatiques et Applications, 1154-483X : v75
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Algorithms , Distribution (Probability theory)
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Call number:SPRINGER-2014-9783319050140:ONLINE Show nearby items on shelf
Title:Mathematical and Statistical Methods for Actuarial Sciences and Finance [electronic resource]
Author(s): Cira Perna
Marilena Sibillo
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:The interaction between mathematicians and statisticians working in the actuarial and financial fields is producing numerous meaningful scientific results. This volume, comprising a series of four-page papers, gathers new ideasrelating to mathematica l and statistical methods in the actuarial sciences and finance. The book covers a variety of topics of interest from both theoretical and applied perspectives, including: actuarial models alternative testingapproaches behavioral finance clustering techni ques coherent and non-coherent risk measures credit-scoring approaches data envelopment analysis dynamic stochastic programming financial contagion models financial ratios
Contents:1 I. Albarrn, P. Alonso, A.Arribas
Gil and A. Gran: Can personal dependency paths help to estimate life expectancy free of dependency?
2 A. Amendola and V. Candila: Evaluation of volatility forecasts in a VaR framework
3 A. Amendola and M. Restaino: Optimal cut
off points for multiple causes of business failure models
4 R. Baragona, F. Battaglia and D. Cucina: Maximum empirical likelihood inference for outliers in autoregressive time series
5A. Basso and S. Funari: The role of fund size and returns to scale in the performance of mutual funds
6 M. Biancardi and G. Villani: A ro
ISBN:9783319050140
Series:eBooks
Series:SpringerLink
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Finance , Mathematical statistics
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Call number:SPRINGER-2014-9783319024998:ONLINE Show nearby items on shelf
Title:Mathematical and Statistical Methods for Actuarial Sciences and Finance [electronic resource]
Author(s): Marco Corazza
Claudio Pizzi
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:The interaction between mathematicians and statisticians has been shown to be an eective approach for dealing with actuarial, insurance and nancial problems, both from an academic perspective and from an operative one. Thecollection of original paper s presented in this volume pursues precisely this purpose. It covers a wide variety of subjects in actuarial, insurance and nance elds, all treated in the light of the successful cooperation betweenthe above two quantitative approaches. The papers publish ed in this volume present theoretical and methodological contributions and their applications to real contexts. With respect to the theoretical and methodological contributions,some of the considered areas of investigation are: actuarial models alternativ e testing approaches behavioral nance clustering techniques coherent and non-coherent risk measures credit scoring approaches data envelopmentanalysis dynamic stochastic programming nancial contagion models nancial ratios intelligent nancial trading syste ms mixture normality approaches Monte Carlo-based methods multicriteria methods nonlinear parameterestimation techniques nonlinear threshold models particle swarm optimization performance measures portfolio optimization pricing methods for structured and non-structured derivatives risk management skewed distribution analysis
Contents:Weak form efficiency of selected European stock markets: alternative testing approaches (G. Albano, M. La Rocca, C. Perna)
An empirical comparison of variable selection methods in competing risks model (A. Amendola, M. Restaino, L. Sensini)
A comparison between different numerical schemes for the valuation of unit
linked contracts embedding a surrender option (A.R. Bacinello, P. Millossovich, A. Montealegre)
Dynamic tracking error with shortfall control using stochastic programming (D. Barro, E. Canestrelli)
Firms volatility risk under microstructure noise (F. Barsotti, S. Sanfe
ISBN:9783319024998
Series:eBooks
Series:SpringerLink
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Finance , Economics Statistics
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Call number:SPRINGER-2013-9783642313929:ONLINE Show nearby items on shelf
Title:Financial Modeling, Actuarial Valuation and Solvency in Insurance [electronic resource]
Author(s): Mario V Wthrich
Michael Merz
Date:2013
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Risk management for financial institutions is one of the key topics the financial industry has to deal with. The present volume is a mathematically rigorous text on solvency modeling. Currently, there are many new developments inthis area in the fina ncial and insurance industry (Basel III and Solvency II), but none of these developments provides a fully consistent and comprehensive framework for the analysis of solvency questions. Merz and Wthrich combineideas from financial mathematics (no-arbitrage theory, equivalent martingale measure), actuarial sciences (insurance claims modeling, cash flow valuation) and economic theory (risk aversion, probability distortion) to provide a fullyconsistent framework. Within this framework they then study solvency questions in incomplete markets, analyze hedging risks, and study asset-and-liability management questions, as well as issues like the limited liability options,dividend to shareholder questions, the role of re-insurance, etc. This work embeds the solven cy discussion (and long-term liabilities) into a scientific framework and is intended for researchers as well as practitioners in thefinancial and actuarial industry, especially those in charge of internal risk management systems. Readers should have a go od background in probability theoryand statistics, and should be familiar with popular distributions,stochastic processes, martingales, etc
Note:Springer eBooks
Contents:1.Introduction
Part I: Financial Valuation Principles
2.State price deflators and stochastic discounting
3.spot rate models
4.Stochastic forward rate and yield curve modeling
5.Pricing of financial assets
Part II: Actuarial Valuation and Solvency
6.Actuarial and financial modeling
7.Valuation portfolio
8.Protected valuation portfolio
9.Solvency
10.Selected topics and examples
Part III: Appendix
11.Auxiliary considerations
References
Index
ISBN:9783642313929
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Finance, 1616-0533
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Finance , Economics Statistics
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Call number:SPRINGER-2012-9788847023420:ONLINE Show nearby items on shelf
Title:Mathematical and Statistical Methods for Actuarial Sciences and Finance [electronic resource]
Author(s): Cira Perna
Marilena Sibillo
Date:2012
Publisher:Milano : Springer Milan : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:The book develops the capabilities arising from the cooperation between mathematicians and statisticians working in insurance and finance fields. It gathers some of the papers presented at the conference MAF2010, held in Ravello(Amalfi coast), and su ccessively, after a reviewing process, worked out to this aim
Note:Springer eBooks
ISBN:9788847023420
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Finance , Statistics , Economics, Mathematical , Economics
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Call number:SPRINGER-2010-9788847014817:ONLINE Show nearby items on shelf
Title:Mathematical and Statistical Methods for Actuarial Sciences and Finance [electronic resource]
Author(s): Marco Corazza
Claudio Pizzi
Date:2010
Publisher:Milano : Springer Milan
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:The interaction between mathematicians and statisticians reveals to be an effective approach for dealing with actuarial, insurance and financial problems, both in an academic and in an operative perspective. The internationalconference MAF 2008, held at the University Ca Foscari of Venezia (Italy) in 2008, had precisely this purpose, and the collection here published gathers a selection of about the one hundred papers presented at the conference andsuccessively referred and reviewed to this aim. They cover a wide variety of subjects in actuarial, insurance and financial fields, all treated in light of the successful cooperation between the two quantitative approaches
Note:Springer eBooks
ISBN:9788847014817
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Finance , Mathematical statistics , Economics Statistics , Economics, Mathematical
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Call number:SPRINGER-2008-9781848000032:ONLINE Show nearby items on shelf
Title:Stochastic Control in Insurance [electronic resource]
Author(s): Hanspeter Schmidli
Date:2008
Publisher:London : Springer London
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Stochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations research and mathematical finance. In recent years, stochastic control techniques have been applied tonon-life insurance probl ems, and in life insurance the theory has been further developed. This book provides a systematic treatment of optimal control methods applied to problems from insurance and investment, complete with detailedproofs. The theory is discussed and illustrated by way of examples, using concrete simple optimisation problems that occur in the actuarial sciences. The problems come from non-life insurance as well as life and pension insurance andalso cover the famous Merton problem from mathematical finance. Where ver possible, the proofs are probabilistic but in some cases well-established analytical methods are used. The book is directed towards graduate students andresearchers in actuarial science and mathematical finance who want to learn stochastic control wit hin an insurance setting, but it will also appeal to applied probabilists interested in the insurance applications and to practitionerswho want to learn more about how the method works. Readers should be familiar with basic probability theory and have a w orking knowledge of Brownian motion, Markov processes, martingales and stochastic calculus. Some knowledge ofmeasure theory will also be useful for following the proofs
Note:Springer eBooks
Contents:Stochastic Control in Discrete Time
Stochastic Control in Continuous Time
Problems in Life Insurance
Asymptotics of Controlled Risk Processes
Appendices
Stochastic Processes and Martingales
Markov Processes and Generators
Change of Measure Techniques
Risk Theory
The Black
Scholes Model
Life Insurance
References
Index
List of Principal Notation
ISBN:9781848000032
Series:e-books
Series:SpringerLink (Online service)
Series:Probability and Its Applications, 1431-7028
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Mathematical optimization , Distribution (Probability theory) , Banks and banking
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Call number:SPRINGER-2008-9780387759593:ONLINE Show nearby items on shelf
Title:Time Series Analysis [electronic resource] : With Applications in R
Author(s): Jonathan D Cryer
Kung-Sik Chan
Date:2008
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Time Series Analysis With Applications in R, Second Edition, presents an accessible approach to understanding time series models and their applications. Although the emphasis is on time domain ARIMA models and their analysis, thenew edition devotes t wo chapters to the frequency domain and three to time series regression models, models for heteroscedasticity, and threshold models. All of the ideas and methods are illustrated with both real and simulated datasets. A unique feature of this edition is it s integration with the R computing environment. The tables and graphical displays are accompanied by the R commands used to produce them. An extensive R package, TSA, which contains many newor revised R functions and all of the data used in the book, acco mpanies the written text. Script files of R commands for each chapter are available for download. There is also an extensive appendix in the book that leads the readerthrough the use of R commands and the new R package to carry out the analyses. Jonathan Cryer is Professor Emeritus, University of Iowa, in the Department of Statistics and Actuarial Science. He is a Fellow of the American StatisticalAssociation and received a Collegiate Teaching Award from the University of Iowa College of Liberal Arts and Sciences. He is the author of Statistics for Business: Data Analysis and Modeling, Second Edition, (with Robert B. Miller),the Minitab Handbook, Fifth Edition, (with Barbara Ryan and Brian Joiner), the Electronic Companion to Statistics (with George Cobb) , Electronic Companion to Business Statistics (with George Cobb) and numerous research papers. Kung-SikChan is Professor, University of Iowa, in the Department of Statistics and Actuarial Science. He is a Fellow of the American Statistical Association and the Institute of the Mathematical Statistics, and an Elected Member of theInternational Statistical Institute. He received a Faculty Scholar Award from the University of Iowa in 1996. He is the author
Note:Springer eBooks
Contents:Introduction
Fundamental Concepts
Trends
Models for Stationary Time Series
Models for Nonstationary Time Series
Model Specification
Parameter Estimation
Model Diagnostics
Forecasting
Seasonal Models
Time Series Regression Models
Time Series Models of Heteroscedasticity
Introduction to Spectral Analysis
Estimating the Spectrum
Threshold Models
ISBN:9780387759593
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Texts in Statistics, 1431-875X
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematical statistics
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Call number:SPRINGER-2008-9780387094212:ONLINE Show nearby items on shelf
Title:Level Crossing Methods in Stochastic Models [electronic resource]
Author(s): Percy H Brill
Date:2008
Publisher:Boston, MA : Springer US : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Since its inception in 1974, the level crossing approach for analyzing a large class of stochastic models has become increasingly popular among researchers. This volume traces the evolution of level crossing theory for obtainingprobability distributi ons of state variables and demonstrates solution methods in a variety of stochastic models including: queues, inventories, dams, renewal models, counter models, pharmacokinetics, and the natural sciences. Resultsfor both steady-state and transient distrib utions are given, and numerous examples help the reader apply the method to solve problems faster, more easily, and more intuitively. The book includes introductory material for readers new tothe area, as well as advanced material for experienced users of the method, highlighting its usefulness for analyzing a broad class of models and illustrating its flexibility and adaptivity. The concepts, techniques, examples,applications and theoretical results in this book may suggest potentially new theory and new applications. The result is an essential resource for researchers, students, and professionals in operations research, management science,engineering, applied probability, statistics, actuarial science, mathematics, and the natural sciences
Note:Springer eBooks
Contents:Preface
Origin of level crossing method
Sample path and system point
M/G/1 queues and variants
M/M/C queues
G/M/c queues
Dams and inventories
Multi
dimensional models
Embedded level crossing methods
Level crossing estimation
Additional applications
References
Partial bibliography
Index
ISBN:9780387094212
Series:e-books
Series:SpringerLink (Online service)
Series:International Series in Operations Research & Management Science, 0884-8289 : v123
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Computer system performance , Distribution (Probability theory) , Industrial engineering , Business logistics
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Call number:SPRINGER-2006-9780387488097:ONLINE Show nearby items on shelf
Title:Restricted Parameter Space Estimation Problems [electronic resource] : Admissibility and Minimaxity Properties
Author(s): Constance Eeden
Date:2006
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This monograph contains a critical review of 50 years of results on questions of admissibility and minimaxity of estimators of parameters that are restricted to closed convex subsets of Rk . It presents results of approximately300 mostly-published pa pers on the subject, and points out relationships between them as well as open problems. The book does not touch on the subject of testing hypotheses for such parameter spaces. It does give an overview of knownalgorithms for computing maximum likelihood e stimators under order-restrictions. The book should be valuable as a reference for researchers and graduate students looking for what is known and unknown in the area of restrictedparameter-space-estimation. It assumes a good knowledge of decision theory. Constance van Eeden is Professeur mrite at the Universit de Montral, Honorary Professor at The University of British Columbia, and Professeureassocie at the Universit du Qubec Montral. She previously held appointments at the Centrum voor Wiskunde en Inf ormatica (19511960), Michigan State University (19601961), University of Minnesota (19611965), andUniversit de Montral (19651989). She was a General Editor of Statistical Theory and Method Abstracts (19902004) and Associate Editor of the Annals of Statist ics (19741977), The Canadian Journal of Statistics (19801994)and Annales des sciences mathmatiques du Qubec (19861998). She is a reviewer for Mathematical Reviews and a member of the Noether Award Committee. The Statistical Society of Canada awarded her t heir Gold Medal in 1990 and theDpartement de mathmatiques et de statistique at the Universit de Montral named their yearly prize for the best-finishing undergraduate student in actuarial studies or statistics, the Prix Constance-van-Eeden. She is a Fellow ofthe Institute of Mathematical Statistics and of the American Statistical Association, and an Elected Member of the International Statistical
Note:Springer eBooks
Contents:Introduction: Some History and Some Examples
A Statement of the Problem, The Notation and Some Definitions
(In)Admissibility and Dominators
Minimax Estimators and their Admissibility
Presence of Nuisance Parameters
The Linear Model
Other Properties
Existence of the Mles and Algorithms to Compute Them
ISBN:9780387488097
Series:e-books
Series:SpringerLink (Online service)
Series:Lecture Notes in Statistics, 0930-0325 : v188
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematical statistics
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Call number:SPRINGER-2004-9780387218243:ONLINE Show nearby items on shelf
Title:Statistical Analysis of Financial Data in S-Plus
Author(s): René A Carmona
Date:2004
Size:1 online resource (455 p.)
Note:10.1007/b97626
Contents:Data Exploration, Estimation and Simulation -- Univariate Exploratory Data Analysis -- Multivariate Data Exploration -- Regression -- Parametric Regression -- Local & Nonparametric Regression -- Time Series & State Space Models --
Time Series Models: AR, MA, ARMA, & All That -- Multivariate Time Series, Linear Systems and Kalman Filtering -- Nonlinear Time Series: Models and Simulation
ISBN:9780387218243
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Business , Business mathematics , Economics, Mathematical , Actuarial science , Computer mathematics , Statistics , Business and Management , Business Mathematics , Actuarial Sciences , Computational Mathematics and Numerical Analysis , Statistics for Business/Economics/Mathematical Finance/Insurance , Quantitative Finance
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Call number:SPRINGER-1999-9781461546016:ONLINE Show nearby items on shelf
Title:Practical Applications of Fuzzy Technologies
Author(s):
Date:1999
Size:1 online resource (667 p.)
Note:10.1007/978-1-4615-4601-6
Contents:I Engineering and Natural Sciences -- 1 Fuzzy Control in the Process Industry: Common Practice and Challenging Perspectives -- 2 Fuzzy Sets in Engineering Design -- 3 Supervision, Fault-Detection and Fault-Diagnosis Methods — Advanced
Methods and Applications -- 4 Quality Control and Maintenance -- 5 Using Fuzzy Logic for Mobile Robot Control -- 6 Civil Engineering (Including Earthquake Engineering) -- 7 Ecological Modeling and Data Analysis -- 8 Fuzzy Sets Approach
to Spatial Analysis -- 9 Chemistry and Chemical Engineering -- II Medicine -- 10 Fuzzy Logic and Possibility Theory in Biomedical Engineering -- 11 Approximate Reasoning in Computer-Aided Medical Decision Systems -- 12 Image Processing
in Medicine -- III Management -- 13 Strategic Planning -- 14 Decision and Planning in Research and Development -- 15 Production Planning and Scheduling — Fuzzy and Crisp Approaches -- 16 Fuzzy Sets Methodologies in Actuarial Science --
IV Behavioral, Cognitive and Social Sciences -- 17 Fuzzy Set Theory and Applications in Psychology -- 18 Fuzzy Sets in Human Factors and Ergonomics -- V Tools -- 19 Fuzzy System Development: Software Methodology and Design Tools
ISBN:9781461546016
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Series:The Handbooks of Fuzzy Sets Series: 6
Keywords: Mathematics , Operations research , Decision making , Artificial intelligence , Mathematical logic , Mechanical engineering , Electrical engineering , Mathematics , Mathematical Logic and Foundations , Operation Research/Decision Theory , Artificial Intelligence (incl. Robotics) , Mechanical Engineering , Electrical Engineering
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Call number:SPRINGER-1998-9781475748819:ONLINE Show nearby items on shelf
Title:Creating the Future with All Finance and Financial Conglomerates
Author(s): Lutgart van den Berghe
Date:1998
Size:1 online resource (223 p.)
Note:10.1007/978-1-4757-4881-9
Contents:Content -- 1. Setting the scenery -- 2. From bancassurance and assurfinance towards all finance — the concepts of unbundling and rebundling -- 3 Looking for the ratio behind the diversification strategies -- 4. The financial
conglomerates control board -- 5. Comparative analysis of diversification strategies with the help of the financial conglomerates control board -- 6. Research into the overall effect of the diversification strategies in the financial
services industry -- 7. The basic concept of creating the future: what strategic concepts and insights are useful or even necessary? -- 8. Case studies of stretch and leverage -- 9. Managing the risks involved: regulatory issues and
solutions -- 10. Managing the risks involved: regulatory issues and solutions -- 11. Synthesis and conclusions -- References
ISBN:9781475748819
Series:eBooks
Series:SpringerLink (Online service)
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Keywords: Mathematics , Finance , Actuarial science , Mathematics , Actuarial Sciences , Finance, general
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Call number:SPRINGER-1997-9783642334832:ONLINE Show nearby items on shelf
Title:Modelling Extremal Events for Insurance and Finance
Author(s): Paul Embrechts
Date:1997
Size:1 online resource (648 p.)
Note:10.1007/978-3-642-33483-2
Contents:Reader Guidelines -- Risk Theory -- Fluctuations of Sums -- Fluctuations of Maxima -- Fluctuations of Upper Order Statistics -- An Approach to Extremes via Point Processes -- Statistical Methods for Extremal Events -- Time Series
Analysis for Heavy-Tailed Processes -- Special Topics
ISBN:9783642334832
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Series:Applications of Mathematics, Stochastic Modelling and Applied Probability: 33
Keywords: Mathematics , Business mathematics , Finance , Economics, Mathematical , Actuarial science , Probabilities , Econometrics , Mathematics , Actuarial Sciences , Business Mathematics , Econometrics , Quantitative Finance , Probability Theory and Stochastic Processes , Finance, general
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Call number:SPRINGER-1997-9781475726169:ONLINE Show nearby items on shelf
Title:Life Insurance Theory Actuarial Perspectives
Author(s): F. Etienne De Vylder
Date:1997
Size:1 online resource (184 p.)
Note:10.1007/978-1-4757-2616-9
Contents:1. Financial Models -- 2. Mortality Models -- 3. Construction of Life Tables -- 4. Basic Concepts of Life Insurance Mathematics -- 5. Life Annuities (One Life) -- 6. Life Insurances (One Life) -- 7. Relations Between Life Annuities
and Life Insurances (One Life) -- 8. Decompositions of Time-Capitals (One Life) -- 9. Life Insurance Contracts (One Life) -- 10. Ruin Probability of a Life Insurance Company -- 11. Insurances on a Status (Several Lives) -- 12.
Decomposition of Time-Capitals (Several Lives) -- 13. Life Insurance Contracts (Several Lives) -- 14. Multiple Decrement Models -- 15. Variances (Several Lives) -- 16. Population Groups on a Graph -- Appendix A. Summation by Parts --
Appendix B. Linear Interpolations -- Appendix C. Probability Theory -- Appendix D. A Differential Equation -- Appendix E. Inversion of a Power Series -- Appendix F. Summary of Formulas -- References -- Notation Index
ISBN:9781475726169
Series:eBooks
Series:SpringerLink (Online service)
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Keywords: Mathematics , Business , Management science , Finance , Actuarial science , Economic theory , Mathematics , Actuarial Sciences , Business and Management, general , Finance, general , Economic Theory/Quantitative Economics/Mathematical Methods
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Call number:SPRINGER-1996-9789401153805:ONLINE Show nearby items on shelf
Title:Toward an Integrative Explanation of Corporate Financial Performance
Author(s): Noel Capon
Date:1996
Size:1 online resource (405 p.)
Note:10.1007/978-94-011-5380-5
Contents:I. What Determines Corporate Financial Performance? -- 1.1 The Mission of This Book: Integration -- 1.2 The Three Core Approaches -- 1.3 Why Do We Need Integration? -- 1.4 What Do We Mean by an Integrative or Holistic Explanation of
Performance? -- 1.5 The Plan of the Book -- II. What We Know (or Think We Know) About The Causes of Superior Financial Performance -- II.1 What People Expect: Theoretical Perspectives on Financial Performance -- II.2 Trends of
Integration among Theoretical Perspectives on Financial Performance -- II.3 What We Know Empirically about Firm Financial Performance -- II.4 Major Studies: Summary and Replication -- II.5 Summary -- III. An Epirical Examination of
Financial Performance: Distilling The Essential Causal Factors -- III.1 The Performance Function: A Framework for Integration -- III.2 Measuring Financial Performance -- III.3 What Correlates with Financial Performance? Empirical
Characteristics of “Good” Performing Firms -- III.4 Summary of the Causal Factors: From Variables to Scales -- III.5 Integrating with the Performance Function -- III.6 Using an Abbreviated Form of the Performance Function and Estimated
Scales to Predict and Track Performance of a Firm -- III.7 Profiles of Firms Based on the Causal Factors: A Performance Exploration -- III.8 Summary -- IV. Improving Financial Performance: Summary And Research Agenda -- IV.1 What We’ve
Done in Context of Research on Firm Performance -- IV.2 Our General Perspective Regarding Empirical Studies of Firm Performance: Good Performance Is a Complex Matter Requiring a Comprehensive Approach to Both Analysis and Measurement
-- IV.3 A Research Agenda for the Study of Corporate Financial Performance -- IV.4 To the Manager -- Appendices -- I. A Short Selected Background to the Building Blocks -- AI.l Environment -- AI.2 Strategy -- AI.3 Organization
Structure -- AI.4 Organizational Climate -- II. A brief description of the empirical study of 113 Major U.S. Manufacturing Firms -- AII.l Study Design -- AII.2 Data Collection -- III. An Empirical Test of in Search of Excellence --
AIII.1 Methodology -- AIII. 1.1 Strategy and Performance Measures -- AIII. 1.2 Measures of the Eight Peters and Waterman Principles -- AIII.2 Results -- AIII.2.1 Peters and Waterman Dimensions -- AIII.2.2 Strategic Dimensions -- AIII.3
Caveats -- IV. Conducting the Meta-Analysis -- AIV.l Methodology -- AIV. 1.1 Counting Methodology -- AIV. 1.2 ANCOVA Methodology -- AIV.2 The Financial Performance Literature -- AIV.2.1 Empirical Methodology in the Literature --
AIV.2.2 Levels of Analysis -- AIV.3 Results -- AIV.3.1 Counting Methodology -- AIV.3.2 ANCOVA Results -- AIV.4 Publication Bias -- V. Detailed Results of The Partial Replication of the “top 100 Plus” Studies -- VI. Survival in our
Sample of Fortune 500 Firms -- VII. Developing the Scales that Summarize Environment, Strategy and Organization -- AVII.1 Categorization of Resource Inputs into Subsystems -- AVII.1.1 Classification Procedure -- AVII. 1.2 Results of
the Classification Procedure -- AVII.2 Forming the Scales -- VIII. Detailed Statistical Results on how the Scales Relate to Financial Performance -- IX. Technical Characteristics of the Translog Performance Function -- AIX.l The
Performance Function -- AIX.2 Specific Characteristics of the Firm -- AIX.3 Specific Functional Form -- AIX.3.1 Technical Characteristics -- AIX.3.2 Choice of Form -- X. Toward Estimating Scale Values From Publicly Available Data --
AX.1 Gathering and Assessing the Data -- AX.2 Assembling the Data -- AX.2.1 Environmental Scales -- AX.2.2 Strategy Scales -- AX.2.3 Organization Structure Scales -- AX.2.4 Organizational Climate Scales -- AX.2.5 “Other
Performance”Scales -- AX.3 Using the Data -- XI Developing Firm Profiles by Cluster Analysis -- XII. Authors who have Studied the Underlying Concepts Summarized in our 34 Scales -- References -- 1. General References -- 2. References
for Hambrick’s 1980-1985 “Top 50” Strategy Studies -- 3. References for Our 1984-1993 “Top 50 Plus” Strategy Studies -- 4. References for the Meta-Analysis of Financial Performance Literature
ISBN:9789401153805
Series:eBooks
Series:SpringerLink (Online service)
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Keywords: Mathematics , Marketing , Management , Leadership , Finance , Actuarial science , Mathematics , Actuarial Sciences , Business Strategy/Leadership , Marketing , Finance, general , Management
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Call number:SPRINGER-1996-9789400918269:ONLINE Show nearby items on shelf
Title:Financial Risk and Derivatives A Special Issue of the Geneva Papers on Risk and Insurance Theory
Author(s):
Date:1996
Size:1 online resource (141 p.)
Note:10.1007/978-94-009-1826-9
Contents:Introductory Note -- The Term Structure of Interest Rates: Alternative Approaches and Their Implications for the Valuation of Contingent Claims -- Some Remarks on Modeling the Term Structure of Interest Rates -- Exotic Unit-Linked
Life Insurance Contracts -- Uniqueness of the Fair Premium for Equity-Linked Life Insurance Contracts -- Optimal Dynamic Hedging in Incomplete Futures Markets -- Fairly Priced Deposit Insurance, Incentive Compatible Regulations, and
Bank Asset Choices
ISBN:9789400918269
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Mathematics , Finance , Actuarial science , Microeconomics , Mathematics , Actuarial Sciences , Finance, general , Microeconomics
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Call number:SPRINGER-1993-9789401121927:ONLINE Show nearby items on shelf
Title:Making Decisions About Liability And Insurance A Special Issue of the Journal of Risk and Uncertainty
Author(s):
Date:1993
Size:1 online resource (139 p.)
Note:10.1007/978-94-011-2192-7
Contents:Making Decisions about Liability and Insurance: Editors’ Comments -- Intuitions about Penalties and Compensation in the Context of Tort Law -- Framing, Probability Distortions, and Insurance Decisions -- Transaction Analysis: A
Framework and an Application to Insurance Decisions -- Insurer Ambiguity and Market Failure -- Ambiguity and Risk Taking in Organizations -- Insurance for Low-Probability Hazards: A Bimodal Response to Unlikely Events -- The Risky
Business of Insurance Pricing
ISBN:9789401121927
Series:eBooks
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Keywords: Mathematics , Operations research , Decision making , Finance , Actuarial science , Microeconomics , Mathematics , Actuarial Sciences , Finance, general , Operation Research/Decision Theory , Microeconomics
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Call number:SPRINGER-1993-9789401121842:ONLINE Show nearby items on shelf
Title:Government Risk-Bearing Proceedings of a Conference Held at the Federal Reserve Bank of Cleveland, May 1991
Author(s):
Date:1993
Size:1 online resource (182 p.)
Note:10.1007/978-94-011-2184-2
Contents:1 Institutional Control and Large-scale, Long-term Hazards -- 2 Ambiguity and Government Risk-Bearing for Low-Probability Events -- 3 Public Insurance of Private Risks: Theory and Evidence from Agriculture -- 4 Government Risk-Bearing
in the Financial Sector of a Capitalist Economy -- 5 Perspectives on the Role of Government Risk-Bearing within the Financial Sector -- 6 Government Risk-Bearing: What Works and What Doesn’t -- 7 The PBGC: A Costly Lesson in the
Economics of Federal Insurance -- 8 Recent Federal Efforts to Measure and Control Government Risk-Bearing -- 9 Information and Incentives to Improve Government Risk-Bearing
ISBN:9789401121842
Series:eBooks
Series:SpringerLink (Online service)
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Keywords: Mathematics , Finance , Actuarial science , Microeconomics , Environmental economics , Mathematics , Actuarial Sciences , Finance, general , Microeconomics , Environmental Economics
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Call number:SPRINGER-1993-9781461393320:ONLINE Show nearby items on shelf
Title:Forecasting the Health of Elderly Populations
Author(s):
Date:1993
Size:1 online resource (371 p.)
Note:10.1007/978-1-4613-9332-0
Contents:One. Introduction -- 1 The Scientific and Policy Needs for Improved Health Forecasting Models for Elderly Populations -- Two. Methodological Issues -- 2 Actuarial and Demographic Forecasting Methods -- 3 Demographic Change in the
United States, 1970–2050 -- 4 Health Forecasting and Models of Aging -- Three. Forecasting Techniques for Specific Diseases -- 5 Cancer Forecasting: Cohort Models of Disease Progression and Mortality -- 6 The Effects of Risk Factors on
Male and Female Cardiovascular Risks in Middle and Late Age -- 7 Frailty and Forecasts of Active Life Expectancy in the United States -- 8 Risk Factors Affecting Multiple-Disease Efficacy and Effectiveness of Intervention Programs --
Four. Effects of Interventions on Health Costs -- 9 Estimates and Projections of Dementia-Related Service Expenditures -- 10 A Forecasting Model for the Assessment of Medical Technologies: End-Stage Renal Disease -- 11 Projections of
the Aged Supplementary Security Income Population: The Implications of Uncertainty -- 12 Evaluation of Long-Term Care: Estimation of Health Transitions in Frail Populations -- 13 Financing and Use of Long-Term Care for the Elderly --
Five. Longitudinal Research: Current Status and Future Outlook -- 14 Molecular Biological Approaches to Understanding Aging and Senescence -- 15 Biomedical Research and Changing Concepts of Disease and Aging: Implications for Long-Term
Health Forecasts for Elderly Populations
ISBN:9781461393320
Series:eBooks
Series:SpringerLink (Online service)
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Keywords: Mathematics , Probabilities , Statistics , Mathematics , Probability Theory and Stochastic Processes , Statistics for Life Sciences, Medicine, Health Sciences
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Call number:SPRINGER-1991-9789400921832:ONLINE Show nearby items on shelf
Title:Risk, Information and Insurance Essays in the Memory of Karl H. Borch
Author(s):
Date:1991
Size:1 online resource (274 p.)
Note:10.1007/978-94-009-2183-2
Contents:1 Introduction -- 2 Borch’s Theorem: A historical survey of applications -- I: Economics of Uncertainty -- 3 The role of securities and labor contracts in the optimal allocation of risk-bearing -- 4 Proportional risk aversion and
saving decisions under uncertainty -- II: Economics of Information -- 5 The welfare economics of moral hazard -- 6 Problems of equilibria in insurance markets with asymmetric information -- 7 Moral hazard and insurance market structure
-- 8 The effects of organizational form on capital structure: The case of stock and mutual property-liability insurance firms -- III: Economics of Insurance -- 9 Strategic growth and profit policy of insurance companies -- 10
(De)regulation of insurance markets -- 11 Price regulation and segmented insurance markets -- 12 The microstructure of the London insurance market -- 13 Do shares in other insurance companies reduce the solvency margin of an insurer?
-- Author Index -- Subjetc Index
ISBN:9789400921832
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Mathematics , Business , Management science , Finance , Actuarial science , Microeconomics , Mathematics , Actuarial Sciences , Finance, general , Business and Management, general , Microeconomics
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Call number:SPRINGER-1990-9781461209959:ONLINE Show nearby items on shelf
Title:Cost Analysis and Estimating Tools and Techniques
Author(s):
Date:1990
Size:1 online resource (306 p.)
Note:10.1007/978-1-4612-0995-9
Contents:I. Cost Estimating and Changing Technology -- Reestimating the Cost of Production in a Fuzzy Technological Environment -- Estimating and Explaining the Cost of High-Technology Systems -- II. Lot Sizing and Cost Control -- Allocated
Cost Structures to Control Equipment Usage “Bottlenecks” -- The Effects of Different Production Rate Measures and Cost Structures on Rate Adjustment Models -- Production Lot Sizing in a Class of Batch Process Flow Shops -- III.
Schedule Estimating -- Schedule Estimating Relationships for Air-Launched Missiles -- IV. Uncertainty in Cost Estimating -- A General Analytic Approach to System Cost Uncertainty Analysis -- The Incorporation of Uncertainty into
Investment Evaluations -- Economic Design of Fraction Defective Control Charts: Simplification of the Multiple Assignable Causes Situation -- VI. Warranties and Repair Parts Costing -- An Active Decision Support System for Warranty
Cost Estimation -- Parametric CERs for Replenishment Repair Parts -- VII. Test and Evaluation Issues -- Maintaining the Capital Stock at DoD Test and Evaluation Sites
ISBN:9781461209959
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Mathematics , Accounting , Bookkeeping , Production management , Actuarial science , Mathematical models , Mathematics , Mathematical Modeling and Industrial Mathematics , Actuarial Sciences , Accounting/Auditing , Operations Management
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