Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF 2016
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- Artikel-Nr.: 10469219
Beschreibung
1 The effects of credit rating announcements on bond liquidity: An event study.- 2 The effect of credit rating events on the emerging CDS market.- 3 A generalised linear model approach to predict the result of research evaluation.- 4 Projecting dynamic life tables using Data Cloning.- 5 Markov switching GARCH models: Filtering, approximations and duality.- 6 A network approach to risk theory and portfolio selection.- 7 A PSO-based approach for improving simple trading systems.- 8 Provisions for outstanding claims with distance-based generalized linear models.- 9 Profitability vs. attractiveness within a performance analysis of a life annuity business.- 10 Uncertainty in historical Value-at-Risk: an alternative quantile-based risk measure.- 11 Modeling volatility risk premium.- 12 Covered call writing and framing: A cumulative prospect theory approach.- 13 Optimal portfolio selection for an investor with asymmetric attitude to gains and losses.
Eigenschaften
Breite: | 156 |
Gewicht: | 294 g |
Höhe: | 236 |
Länge: | 11 |
Seiten: | 169 |
Sprachen: | Englisch |
Autor: | Cira Perna, Florence Legros, Marco Corazza, Marilena Sibillo |
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