Statistical Tools for Finance and Insurance
Publication year: 2005
ISBN: 978-3-540-27395-0
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Statistical Tools in Finance and Insurance presents ready-to-use solutions, theoretical developments and method construction for many practical problems in quantitative finance and insurance. Written by practitioners and leading academics in the field of quantitative finance and insurance, this book offers a unique combination of topics from which every market analyst and risk manager will benefit.
Subject: Mathematics and Statistics, Catastrophe Bonds, Compound Risk Model, Extreme Value Theory, Fuzzy Identification Model, Loss distributions, Option Pricing, Reinsurance, Ruin Probability, Stable Distributions, Support Vector Machine, Tail Dependence, VOL, algorithms, calculus, modeling
