Contributors
Preface
Part I
Finance
1
Stable Distributions
2
Extreme Value Analysis and Copulas
3
Tail Dependence
4
Pricing of Catastrophe Bonds
5
Common Functional IV Analysis
6
Implied Trinomial Trees
7
Heston's Model and the Smile
8
FFT-based Option Pricing
9
Valuation of Mortgage Backed Securities
10
Predicting Bankruptcy with Support Vector Machines
11
Modelling Indonesian Money Demand
12
Nonparametric Productivity Analysis
Part II
Insurance
13
Loss Distributions
14
Modeling of the Risk Process
15
Ruin Probabilities in Finite and Infinite Time
16
Stable Diffusion Approximation of the Risk Process
17
Risk Model of Good and Bad Periods
18
Premiums in the Individual and Collective Risk Models
19
Pure Risk Premiums under Deductibles
20
Premiums, Investments, and Reinsurance
Part III
General
21
Working with the XQC
Index