Titlebook: Mathematical and Statistical Methods for Actuarial Sciences and Finance; Cira Perna,Marilena Sibillo Book 2012 Springer-Verlag Italia Srl.

在前面

Marta Cardin,Miguel Couceirooth symbionts plus their ecological role and use.Discusses tNitrogen-fixing Actinorhizal Symbioses This book is part of a seven-volume series that was launched in 2004 and covers all aspects of nitrogen fixation from the biological systems to the industrial processes. Volume 6 covers nitrogen-fixing

永久

s.The book aims at providing state of the art research in deThe 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 coa

defeatist

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Population dynamics in a spatial Solow model with a convex-concave production function,n is discussed. The analysis is focused on an S-shaped production function, which allows the existence of saddle points and poverty traps. The evolution of this system over time, and its convergence to the steady state is described mainly through numerical simulations.

偉大

Conditional performance attribution for equity portfolio,ose the extra-return into the three above-mentioned PA components while controlling for Tracking Error Volatility and the turnover of each MDM portfolio. The ability of such portfolios to overperform the benchmark in a single period is also investigated.

推測

Capital requirements for aggregate risks in long term living products: A stochastic approach, each considered risk factor and then we compute the Global Solvency Capital Requirement. Numerical applications analyzing the effect of the choice of different scenarios on the Global SCR quantification are proposed.

Spinous-Process

Valuation of portfolio loss derivatives in an infectious model, successive applications of the so-called Waring’s formula. The major advantage of this algorithm is that it can be applied for a large portfolio. We then examine the calibration of model parameters on CDX.NA.IG tranche quotes during the crisis.

終止

Internal risk control by solvency measures,y measures as the surplus index and the ruin probability to the specific financial and demographic scenario. The indexes are studied in different loading factor assumptions and several numerical applications illustrate the model setup.

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