Financial and actuarial statistics an introduction
Based on a loss function approach, this comprehensive reference reviews the most recent advances in financial and actuarial modeling, providing a strong statistical background for advanced methods in pension plan structuring, risk estimation, and modeling of investment and options pricing. An author...
| Otros Autores: | , |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
New York :
Marcel Dekker
2003.
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| Edición: | 2nd edition |
| Colección: | Statistics: A Series of Textbooks and Monographs
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627874806719 |
| Sumario: | Based on a loss function approach, this comprehensive reference reviews the most recent advances in financial and actuarial modeling, providing a strong statistical background for advanced methods in pension plan structuring, risk estimation, and modeling of investment and options pricing. An authoritative tool supplying every conceptual model and technique required by the modern financial investigator, Financial and Actuarial Statistics offers an analysis of American options models, mortality adjustment factors for increased risk individuals, time trend regression adjustments for mortality ta |
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| Notas: | Description based upon print version of record. |
| Descripción Física: | 1 online resource (xi, 383 p.) |
| Bibliografía: | Includes bibliographical references. |
| ISBN: | 9780429213526 9781135541057 9781280179143 9780203911242 |
