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SPIRES-BOOKS: FIND KEYWORD ACTUARIAL SCIENCE *END*INIT* use /tmp/qspiwww.webspi1/11260.33 QRY 131.225.70.96 . find keyword actuarial science ( 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: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-2014-9781493909957:ONLINE Show nearby items on shelf
Title:Stochastic Optimization in Insurance [electronic resource] : A Dynamic Programming Approach
Author(s): Pablo Azcue
Nora Muler
Date:2014
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
Note:The main purpose of the book is to show how a viscosity approach can be used to tackle control problems in insurance. The problems covered are the maximization of survival probability as well as the maximization of dividends inthe classical collectiv e risk model. The authors consider the possibility of controlling the risk process by reinsurance as well as by investments. They show that optimal value functions are characterized as either the unique or thesmallest viscosity solution of the associated Hamilton-Jacobi-Bellman equation they also study the structure of the optimal strategies and show how to find them. The viscosity approach was widely used in control problems related tomathematical finance but until quite recently it was not used to solve control problems related to actuarial mathematical science. This book is designed to familiarize the reader on how to use this approach. The intended audience isgraduate students as well as researchers in this area
Contents:Stability Criteria for Insurance Companies
Reinsurance and Investment
Viscosity Solutions
Characterization of Value Functions
Optimal Strategies
Numerical Examples
References
Appendix A. Probability Theory and Stochastic Processes
Index
ISBN:9781493909957
Series:eBooks
Series:SpringerLink
Series:SpringerBriefs in Quantitative Finance, 2192-7006
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Finance , Distribution (Probability theory)
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Call number:SPRINGER-2014-9781447155683:ONLINE Show nearby items on shelf
Title:Risk Theory and Reinsurance [electronic resource]
Author(s): Griselda Deelstra
Guillaume Plantin
Date:2014
Publisher:London : Springer London : Imprint: Springer
Size:1 online resource
Note:Reinsurance is an important production factor of non-life insurance. The efficiency and the capacity of the reinsurance market directly regulate those of insurance markets. The purpose of this book is to provide a conciseintroduction to risk theory, as well as to its main application procedures to reinsurance. The first part of the book covers risk theory. It presents the most prevalent model of ruin theory, as well as a discussion on insurancepremium calculation principles and the mathematical tools that enable portfolios to be ordered according to their risk levels. The second part describes the institutional context of reinsurance. It first strives to clarify the legalnature of reinsurance transactions. It describes the structure of the reinsuranc e market and then the different legal and technical features of reinsurance contracts, known as reinsurance treaties by practitioners. The thirdpart creates a link between the theories presented in the first part and the practice described in the second o ne. Indeed, it sets out, mostly through examples, some methods for pricing and optimizing reinsurance. The authors' aim isto apply the formalism presented in the first part to the institutional framework given in the second part. It is reassuring to find such a relationship between approaches, seemingly abstract, and solutions adopted by practitioners.Risk Theory and Reinsurance is mainly aimed atgraduate students in actuarial science but will also be useful for practitioners wishing to revive their knowl edge of risk theory or to quickly learn about the main mechanisms ofreinsurance
Contents:Elements of Risk Theory
Reinsurance Market Practices
Optimal Reinsurance
ISBN:9781447155683
Series:eBooks
Series:SpringerLink
Series:EAA Series, 1869-6929
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics
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Call number:SPRINGER-2013-9781447149262:ONLINE Show nearby items on shelf
Title:Risk Measures and Attitudes [electronic resource]
Author(s): Francesca Biagini
Andreas Richter
Harris Schlesinger
Date:2013
Publisher:London : Springer London : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Risk has been described in the past by a simple measure, such as the variance, and risk attitude is often considered simply a degree of risk aversion. However, this viewpoint is usually not sufficient.Risk Measures andAttitudescollects contributions whichillustrate how modern approaches to both risk measures and risk attitudes are inevitably intertwined. The settings under which this is discussed includeportfolio choice, mitigating credit riskand comparing risky alternatives. This book will be a usef ul study aid for practitioners, students and researchers of actuarial science and risk management
Note:Springer eBooks
Contents:Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences
Multivariate Concave and Convex Stochastic Dominance
Reliable Quantification and Efficient Estimation of Credit Risk
Diffusion
based models for financial markets without martingale measures
ISBN:9781447149262
Series:e-books
Series:SpringerLink (Online service)
Series:EAA Series, 1869-6929
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Finance , Distribution (Probability theory)
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Call number:SPRINGER-2011-9781441917720:ONLINE Show nearby items on shelf
Title:Introduction to Modeling and Analysis of Stochastic Systems [electronic resource]
Author(s): V. G Kulkarni
Date:2011
Edition:2
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This is an introductory-level text on stochastic modeling. It is suited for undergraduate students in engineering, operations research, statistics, mathematics, actuarial science, business management, computer science, and publicpolicy. It employs a large number of examples to teach the students to use stochastic models of real-life systems to predict their performance, and use this analysis to design better systems. The book is devoted to the study ofimportant classes of stochastic processes: discre te and continuous time Markov processes, Poisson processes, renewal and regenerative processes, semi-Markov processes, queueing models, and diffusion processes. The book systematicallystudies the short-term and the long-term behavior, cost/reward models, and first passage times. All the material is illustrated with many examples, and case studies. The book provides a concise review of probability in the appendix.The book emphasizes numerical answers to the problems. A collection of MATLAB programs to acco mpany the this book can be downloaded from http://www.unc.edu/~vkulkarn/Maxim/maxim.zip. A graphical user interface to access the above filescan be downloaded from http://www.unc.edu/~vkulkarn/Maxim/maximgui.zip . The second edition incorporates several c hanges. First its title reflects the changes in content: the chapters on design and control have been removed. The booknow contains several case studies that teach the design principles. Two new chapters have been added. The new chapter on Poisson process es gives more attention to this important class of stochastic processes than the first edition did.The new chapter on Brownian motion reflects its increasing importance as an appropriate model for a variety of real-life situations, including finance. V. G . Kulkarni is Professor in the Department of Statistics and Operations Researchin the University of North Carolina, Chapel Hill. He has authored a graduate-level text Modeling and Analysis of Stochastic
Note:Springer eBooks
Contents:Introduction
Discrete
Time Markov Models
Poisson Processes
Continuous
Time Markov Models
Generalized Markov Models
Queueing Models
Brownian Motion
ISBN:9781441917720
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Texts in Statistics, 1431-875X
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Distribution (Probability theory)
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Call number:SPRINGER-2009-9780387781655:ONLINE Show nearby items on shelf
Title:Monte Carlo and Quasi-Monte Carlo Sampling [electronic resource]
Author(s): Christiane Lemieux
Date:2009
Edition:1
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:QuasiMonte Carlo methods have become an increasingly popular alternative to Monte Carlo methods over the last two decades. Their successful implementation on practical problems, especially in finance, has motivated thedevelopment of several new resea rch areas within this field to which practitioners and researchers from various disciplines currently contribute. This book presents essential tools for using quasiMonte Carlo sampling in practice.The first part of the book focuses on issues related to Mo nte Carlo methodsuniform and non-uniform random number generation, variance reduction techniquesbut the material is presented to prepare the readers for the next step,which is to replace the random sampling inherent to Monte Carlo by quasirandom sampling. The second part of the book deals with this next step. Several aspects of quasi-Monte Carlo methods are covered, including constructions,randomizations, the use of ANOVA decompositions, and the concept of effective dimension. The third part of the book i s devoted to applications in finance and more advanced statistical tools like Markov chain Monte Carlo and sequentialMonte Carlo, with a discussion of their quasiMonte Carlo counterpart. The prerequisites for reading this book are a basic knowledge of sta tistics and enough mathematical maturity to follow through the various techniques usedthroughout the book. This text is aimed at graduate students in statistics, management science, operations research, engineering, and applied mathematics. It should also be useful to practitioners who want to learn more about MonteCarlo and quasiMonte Carlo methods and researchers interested in an up-to-date guide to these methods. Christiane Lemieux is an Associate Professor and the Associate Chair for Actuarial Science in the Department of Statistics andActuarial Science at the University of Waterloo in Canada. She is an Associate of the Society of Actuaries and was the winner of a Young Researc
Note:Springer eBooks
Contents:The Monte Carlo Method
Sampling from Known Distributions
Pseudorandom Number Generators
Variance Reduction Techniques
QuasiMonte Carlo Constructions
Using QuasiMonte Carlo in Practice
Financial Applications
Beyond Numerical Integration
ISBN:9780387781655
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Series in Statistics, 0172-7397
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematical statistics
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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-2007-9780387713939:ONLINE Show nearby items on shelf
Title:Correlated Data Analysis: Modeling, Analytics, and Applications [electronic resource]
Author(s): Peter X.-K Song
Date:2007
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This book presents some recent developments in correlated data analysis. It utilizes the class of dispersion models as marginal components in the formulation of joint models for correlated data. This enables the book to handle abroader range of data types than those analyzed by traditional generalized linear models. One example is correlated angular data. This book provides a systematic treatment for the topic of estimating functions. Under this framework,both generalized estimating equations (GEE) a nd quadratic inference functions (QIF) are studied as special cases. In addition to marginal models and mixed-effects models, this book covers topics on joint regression analysis based onGaussian copulas and generalized state space models for longitudinal data from long time series. Various real-world data examples, numerical illustrations and software usage tips are presented throughout the book. This book has evolvedfrom lecture notes on longitudinal data analysis, and may be considered suitable as a te xtbook for a graduate course on correlated data analysis. This book is inclined more towards technical details regarding the underlying theory andmethodology used in software-based applications. Therefore, the book will serve as a useful reference for tho se who want theoretical explanations to puzzles arising from data analyses or deeper understanding of underlying theoryrelated to analyses. Peter Song is Professor of Statistics in the Department of Statistics and Actuarial Science at the University of Wa terloo. Professor Song has published various papers on the theory and modeling of correlated dataanalysis. He has held a visiting position at the University of Michigan School of Public Health (Ann Arbor, Michigan)
Note:Springer eBooks
Contents:Introduction and examples
Dispersion models
Inference functions
Modeling correlated data
Marginal generalized linear models
Vector generalized linear models
Mixed
effects models: likelihood
based inference
Mixed
effects models: Bayesian inference
Linear predictors
Generalized state space models
Generalized state space models for longitudinal binomial data
Generalized state space models for longitudinal count data
Missing data in longitudinal studies
ISBN:9780387713939
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Series in Statistics, 0172-7397
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematical statistics
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Call number:SPRINGER-2007-9780387489018:ONLINE Show nearby items on shelf
Title:Functional Equations and How to Solve Them [electronic resource]
Author(s): Christopher G Small
Date:2007
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This book covers topics in the theory and practice of functional equations. Special emphasis is given to methods for solving functional equations that appear in mathematics contests, such as the Putnam competition and theInternational Mathematical Ol ympiad. This book will be of particular interest to university students studying for the Putnam competition, and to high school students working to improve their skills on mathematics competitions at thenational and international level. Mathematics educat ors who train students for these competitions will find a wealth of material for training on functional equations problems. The book also provides a number of brief biographicalsketches of some of the mathematicians who pioneered the theory of functional equations. The work of Oresme, Cauchy, Babbage, and others, is explained within the context of the mathematical problems of interest at the time. ChristopherSmall is a Professor in the Department of Statistics and Actuarial Science at the University of Wa terloo. He has served as the co-coach on the Canadian team at the IMO (1997, 1998, 2000, 2001, and 2004), as well as the Waterloo Putnamteam for the William Lowell Putnam Competition (1986-2004). His previous books include Numerical Methods for Nonlinear Estimating Equations (Oxford 2003), The Statistical Theory of Shape (Springer 1996), Hilbert Space Methods inProbability and Statistical Inference (Wiley 1994). From the reviews: Functional Equations and How to Solve Them fills a need and is a valuable co ntribution to the literature of problem solving. - Henry Ricardo, MAA Reviews The mainpurpose and merits of the book...are the many solved, unsolved, partially solved problems and hints about several particular functional equations. - Janos Aczel, Zentral blatt
Note:Springer eBooks
Contents:Preface
An historical introduction
Functional equations with two variables
Functional equations with one variable
Miscellaneous methods for functional equations
Some closing heuristics
Appendix: Hamel bases
Hints and partial solutions to problems
Bibliography
Index
ISBN:9780387489018
Series:e-books
Series:SpringerLink (Online service)
Series:Problem Books in Mathematics, 0941-3502
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Functional equations , Numerical analysis
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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-2002-9789401707114:ONLINE Show nearby items on shelf
Title:An Introduction to Actuarial Mathematics
Author(s): A. K Gupta
Date:2002
Size:1 online resource (350 p.)
Note:10.1007/978-94-017-0711-4
Contents:1. Financial Mathematics -- 2. Mortality -- 3. Life Insurances and Annuities -- 4. Premiums -- 5. reserves -- Answers to Odd-Numbered Problems -- Appendix 1. Compound Interest Tables -- Appendix 2. Illustrative Mortality Table --
References -- Symbol Index
ISBN:9789401707114
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Series:Mathematical Modelling: Theory and Applications: 14
Keywords: Business , Management science , Operations research , Decision making , Statistics , Economic theory , Business and Management , Business and Management, general , Economic Theory/Quantitative Economics/Mathematical Methods , Statistics for Business/Economics/Mathematical Finance/Insurance , Operation Research/Decision Theory
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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-1999-9781461214564:ONLINE Show nearby items on shelf
Title:The Inverse Gaussian Distribution Statistical Theory and Applications
Author(s): V Seshadri
Date:1999
Size:1 online resource (347 p.)
Note:10.1007/978-1-4612-1456-4
Contents:I Statistical Theory -- 1. Distribution theory -- 2. Estimation -- 3. Significance tests -- 4. Sequential methods -- 5. Reliability & Survival analysis -- 6. Goodness-of-fit -- 7. Compound laws & mixtures -- II Applications -- A.
Actuarial science -- B. Analysis of reciprocals -- C. Demography -- D. Histomorphometry -- E. Electrical networks -- F. Hydrology -- G. Life tests -- H. Management science -- I. Meteorology -- J. Mental health -- ?. Physiology -- L.
Remote sensing -- M. Traffic noise intensity -- N. Market research -- ?. Regression -- P. Slug lengths in pipelines -- Q. Ecology -- R. Entomology -- S. Small area estimation -- T. CUSUM -- U. Plutonium Estimation -- References --
Author Index
ISBN:9781461214564
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Series:Lecture Notes in Statistics: 137
Keywords: Mathematics , Applied mathematics , Engineering mathematics , Mathematics , Applications of Mathematics
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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)
Series:Springer eBooks
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)
Series:Springer eBooks
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)
Series:Springer eBooks
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
Series:SpringerLink (Online service)
Series:Springer eBooks
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)
Series:Springer eBooks
Keywords: Mathematics , Finance , Actuarial science , Microeconomics , Environmental economics , Mathematics , Actuarial Sciences , Finance, general , Microeconomics , Environmental Economics
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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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Call number:SPRINGER-1984-9789400963542:ONLINE Show nearby items on shelf
Title:Premium Calculation in Insurance
Author(s):
Date:1984
Size:1 online resource (564 p.)
Note:10.1007/978-94-009-6354-2
Contents:Opening session -- Invited address -- Invited lecture: Some major issues in economics and insurance developments -- Main lectures -- Risk convolution calculations -- Risk sharing, incentives and moral hazard -- State-dependent
utility, the demand for insurance and the value of safety -- Separation of risk parameters -- Weighted Markov processes with an application to risk theory -- Practical models in credibility theory, including parameter estimation --
Rate making and the society’s sense of fairness -- The ímpact of reinsurance on the insurer’s risk -- Chains of reinsurance -- Net stop-loss ordering and related ordering -- Limit theorems for risk processes -- Semi-Markov models in
economics and insurance -- Loss distributions: estimation, large sample theory, and applications -- Rating of non proportional reinsurance treaties based on ordered claims -- Resistant line fitting in actuarial science -- Quantitative
models of pension costs -- Credibility: estimation of structural parameters -- Short communications -- Population and social security projections for Bangladesh -- Stability of premium principles under maximum entropy perturbations --
Practical rating of variable accident excess-loss premiums -- Motor premium rating -- The mean square error of a randomly discounted sequence of uncertain payments -- Operational time: a short and simple existence proof -- Simulation
in actuarial work. Some computational problems -- Bayesian sequential analysis of multivariate point processes -- The actuary in practice -- The influence of reinsurance limits on infinite time ruin probabilities -- Some Berry-Esseen
theorems for risk processes -- Some notes on the methods of calculation of life assurance premiums in the United Kingdom -- A stochastic model for investment variables in the United Kingdom -- Inflationary effects on pension plans:
wage and benefit patterns
ISBN:9789400963542
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Series:NATO ASI Series, Series C: Mathematical and Physical Sciences: 121
Keywords: Mathematics , Algebraic geometry , Mathematics , Algebraic Geometry
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