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

機(jī)密

Initial premium, aggregate claims and distortion risk measures in , reinsurance with reinstatementsr example with reference to the limit on the payment of each claim. Comonotonic exchangeability shows the way forward to a more general definition of the initial premium: some properties characterizing the proposed premium are presented.

大笑

An ordinal approach to risk measurement,to this general setting, and used to provide axiomatic characterizations. Moreover, a notion of quantile of a lattice-valued random variable is proposed, which is shown to retain several desirable properties of its real-valued counterpart.

Mendicant

statisticians working in insurance and finance fields. It gathers some of the papers presented at the conference MAF2010, held in Ravello (Amalfi coast), and successively, after a reviewing process, worked out to this aim.978-88-470-5580-3978-88-470-2342-0

龍卷風(fēng)

On hyperbolic iterated distortions for the adjustment of survival functions,tortions to any target law, and give initial values and a particular methodology for the parameters estimation. Numerical figures illustrate the adaptation of these distortions to several actuarial fields.

Fresco

機(jī)制

On the estimation in continuous limit of GARCH processes,,1) processes. In particular the properties of the involved estimators are discussed under suitable assumptions on the parameters of the model. Moreover, in order to estimate the variance of the involved statistics a bootstrap technique is proposed. Simulations on the model are also performed under different choices of the frequency data.