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Mathematical Methods in Risk Theory
  • Language: en
  • Pages: 210

Mathematical Methods in Risk Theory

  • Type: Book
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  • Published: 2014-10-08
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  • Publisher: Springer

From the reviews: "The huge literature in risk theory has been carefully selected and supplemented by personal contributions of the author, many of which appear here for the first time. The result is a systematic and very readable book, which takes into account the most recent developments of the field. It will be of great interest to the actuary as well as to the statistician . . ." -- Math. Reviews Vol. 43

Mathematical Methods in Risk Theory
  • Language: en
  • Pages: 218

Mathematical Methods in Risk Theory

From the reviews: "The huge literature in risk theory has been carefully selected and supplemented by personal contributions of the author, many of which appear here for the first time. The result is a systematic and very readable book, which takes into account the most recent developments of the field. It will be of great interest to the actuary as well as to the statistician . . ." -- Math. Reviews Vol. 43

Market-Consistent Actuarial Valuation
  • Language: en
  • Pages: 164

Market-Consistent Actuarial Valuation

It is a challenging task to read the balance sheet of an insurance company. This derives from the fact that different positions are often measured by different yardsticks. Assets, for example, are mostly valued at market prices whereas liabilities are often measured by established actuarial methods. However, there is a general agreement that the balance sheet of an insurance company should be measured in a consistent way. Market-Consistent Actuarial Valuation presents powerful methods to measure liabilities and assets in a consistent way. The mathematical framework that leads to market-consistent values for insurance liabilities is explained in detail by the authors. Topics covered are stochastic discounting with deflators, valuation portfolio in life and non-life insurance, probability distortions, asset and liability management, financial risks, insurance technical risks, and solvency.

A Course in Credibility Theory and its Applications
  • Language: en
  • Pages: 346

A Course in Credibility Theory and its Applications

This book is ideal for practicing experts in particular actuaries in the field of property-casualty insurance, life insurance, reinsurance and insurance supervision, as well as teachers and students. It provides an exploration of Credibility Theory, covering most aspects of this topic from the simplest case to the most detailed dynamic model. The book closely examines the tasks an actuary encounters daily: estimation of loss ratios, claim frequencies and claim sizes.

Market-Consistent Actuarial Valuation
  • Language: en
  • Pages: 126

Market-Consistent Actuarial Valuation

Presents powerful methods to measure liabilities and assets in the same way. The mathematical framework that leads to market-consistent values for insurance liabilities is explained in detail by the authors.

A Course in Credibility Theory and its Applications
  • Language: en
  • Pages: 360

A Course in Credibility Theory and its Applications

This book is ideal for practicing experts in particular actuaries in the field of property-casualty insurance, life insurance, reinsurance and insurance supervision, as well as teachers and students. It provides an exploration of Credibility Theory, covering most aspects of this topic from the simplest case to the most detailed dynamic model. The book closely examines the tasks an actuary encounters daily: estimation of loss ratios, claim frequencies and claim sizes.

La teoria che non voleva morire
  • Language: en
  • Pages: 430

La teoria che non voleva morire

  • Type: Book
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  • Published: 2022-03-08T00:00:00+01:00
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  • Publisher: FrancoAngeli

46.11

An Introduction to High-Frequency Finance
  • Language: en
  • Pages: 411

An Introduction to High-Frequency Finance

  • Type: Book
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  • Published: 2001-05-29
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  • Publisher: Elsevier

Liquid markets generate hundreds or thousands of ticks (the minimum change in price a security can have, either up or down) every business day. Data vendors such as Reuters transmit more than 275,000 prices per day for foreign exchange spot rates alone. Thus, high-frequency data can be a fundamental object of study, as traders make decisions by observing high-frequency or tick-by-tick data. Yet most studies published in financial literature deal with low frequency, regularly spaced data. For a variety of reasons, high-frequency data are becoming a way for understanding market microstructure. This book discusses the best mathematical models and tools for dealing with such vast amounts of data.This book provides a framework for the analysis, modeling, and inference of high frequency financial time series. With particular emphasis on foreign exchange markets, as well as currency, interest rate, and bond futures markets, this unified view of high frequency time series methods investigates the price formation process and concludes by reviewing techniques for constructing systematic trading models for financial assets.

Lists of Swiss Emigrants in the Eighteenth Century to the American Colonies
  • Language: en
  • Pages: 180

Lists of Swiss Emigrants in the Eighteenth Century to the American Colonies

  • Type: Book
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  • Published: 1920
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  • Publisher: Unknown

Auswanderung.

Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability, Volume I
  • Language: en
  • Pages: 773

Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability, Volume I

This title is part of UC Press's Voices Revived program, which commemorates University of California Press’s mission to seek out and cultivate the brightest minds and give them voice, reach, and impact. Drawing on a backlist dating to 1893, Voices Revived makes high-quality, peer-reviewed scholarship accessible once again using print-on-demand technology. This title was originally published in 1972.