Mathematical and Statistical Methods for Actuarial Sciences and Finance MAF 2016
This volume gathers selected peer-reviewed papers presented at the international conference "MAF 2016 – Mathematical and Statistical Methods for Actuarial Sciences and Finance”, held in Paris (France) at the Université Paris-Dauphine from March 30 to April 1, 2016. The contributions highlight n...
| Other Authors: | , , , |
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| Format: | eBook |
| Language: | English |
| Published: |
Cham
Springer International Publishing
2017, 2017
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| Edition: | 1st ed. 2017 |
| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- 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