Statistical Tools for Finance and Insurance  
 

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

 
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