Probability Finance And Insurance Proceedings Of A Workshop

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Probability Finance And Insurance Proceedings Of A Workshop

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Author : Siu Pang Yung
language : en
Publisher: World Scientific
Release Date : 2004-06-28

Probability Finance And Insurance Proceedings Of A Workshop written by Siu Pang Yung and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-06-28 with Mathematics categories.

This workshop was the first of its kind in bringing together researchers in probability theory, stochastic processes, insurance and finance from mainland China, Taiwan, Hong Kong, Singapore, Australia and the United States. In particular, as China has joined the WTO, there is a growing demand for expertise in actuarial sciences and quantitative finance. The strong probability research and graduate education programs in many of China's universities can be enriched by their outreach in fields that are of growing importance to the country's expanding economy, and the workshop and its proceedings can be regarded as the first step in this direction.This book presents the most recent developments in probability, finance and actuarial sciences, especially in Chinese probability research. It focuses on the integration of probability theory with applications in finance and insurance. It also brings together academic researchers and those in industry and government. With contributions by leading authorities on probability theory — particularly limit theory and large derivations, valuation of credit derivatives, portfolio selection, dynamic protection and ruin theory — it is an essential source of ideas and information for graduate students and researchers in probability theory, mathematical finance and actuarial sciences, and thus every university should acquire a copy.The proceedings have been selected for coverage in:• Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)• Index to Social Sciences & Humanities Proceedings® (ISSHP® / ISI Proceedings)• Index to Social Sciences & Humanities Proceedings (ISSHP CDROM version / ISI Proceedings)• CC Proceedings — Engineering & Physical Sciences

Probability Finance And Insurance

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Author : T. L. Lai
language : en
Publisher: World Scientific
Release Date : 2004

Probability Finance And Insurance written by T. L. Lai and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Business & Economics categories.

This workshop was the first of its kind in bringing together researchers in probability theory, stochastic processes, insurance and finance from mainland China, Taiwan, Hong Kong, Singapore, Australia and the United States. In particular, as China has joined the WTO, there is a growing demand for expertise in actuarial sciences and quantitative finance. The strong probability research and graduate education programs in many of China's universities can be enriched by their outreach in fields that are of growing importance to the country's expanding economy, and the workshop and its proceedings can be regarded as the first step in this direction. This book presents the most recent developments in probability, finance and actuarial sciences, especially in Chinese probability research. It focuses on the integration of probability theory with applications in finance and insurance. It also brings together academic researchers and those in industry and government. With contributions by leading authorities on probability theory OCo particularly limit theory and large derivations, valuation of credit derivatives, portfolio selection, dynamic protection and ruin theory OCo it is an essential source of ideas and information for graduate students and researchers in probability theory, mathematical finance and actuarial sciences, and thus every university should acquire a copy. The proceedings have been selected for coverage in: . OCo Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings). OCo Index to Social Sciences & Humanities Proceedings- (ISSHP- / ISI Proceedings). OCo Index to Social Sciences & Humanities Proceedings (ISSHP CDROM version / ISI Proceedings). OCo CC Proceedings OCo Engineering & Physical Sciences. Contents: Limit Theorems for Moving Averages (T L Lai); On Large Deviations for Moving Average Processes (L Wu); Recent Progress on Self-Normalized Limit Theorems (Q-M Shao); Limit Theorems for Independent Self-Normalized Sums (B-Y Jing); Phase Changes in Random Recursive Structures and Algorithms (H-K Hwang); JohnsonOCoMehl Tessellations: Asymptotics and Inferences (S N Chiu); Rapid Simulation of Correlated Defaults and the Valuation of Basket Default Swaps (Z Zhang et al.); Dynamic Protection with Optimal Withdrawal (H U Gerber & E S W Shiu); Ruin Probability for a Model Under Markovian Switching Regime (H Yang & G Yin); and other papers. Readership: Researchers and graduate students in probability and statistics."

Closure Properties For Heavy Tailed And Related Distributions

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Author : Remigijus Leipus
language : en
Publisher: Springer Nature
Release Date : 2023-09-14

Closure Properties For Heavy Tailed And Related Distributions written by Remigijus Leipus and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-09-14 with Mathematics categories.

This book provides a compact and systematic overview of closure properties of heavy-tailed and related distributions, including closure under tail equivalence, convolution, finite mixing, maximum, minimum, convolution power and convolution roots, and product-convolution closure. It includes examples and counterexamples that give an insight into the theory and provides numerous references to technical details and proofs for a deeper study of the subject. The book will serve as a useful reference for graduate students, young researchers, and applied scientists.

Semi Markov Risk Models For Finance Insurance And Reliability

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Author : Jacques Janssen
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-05-15

Semi Markov Risk Models For Finance Insurance And Reliability written by Jacques Janssen and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-05-15 with Mathematics categories.

This book aims to give a complete and self-contained presentation of semi- Markov models with finitely many states, in view of solving real life problems of risk management in three main fields: Finance, Insurance and Reliability providing a useful complement to our first book (Janssen and Manca (2006)) which gives a theoretical presentation of semi-Markov theory. However, to help assure the book is self-contained, the first three chapters provide a summary of the basic tools on semi-Markov theory that the reader will need to understand our presentation. For more details, we refer the reader to our first book (Janssen and Manca (2006)) whose notations, definitions and results have been used in these four first chapters. Nowadays, the potential for theoretical models to be used on real-life problems is severely limited if there are no good computer programs to process the relevant data. We therefore systematically propose the basic algorithms so that effective numerical results can be obtained. Another important feature of this book is its presentation of both homogeneous and non-homogeneous models. It is well known that the fundamental structure of many real-life problems is n- homogeneous in time, and the application of homogeneous models to such problems gives, in the best case, only approximated results or, in the worst case, nonsense results.

Pattern Recognition Icpr International Workshops And Challenges

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Author : Alberto Del Bimbo
language : en
Publisher: Springer Nature
Release Date : 2021-02-20

Pattern Recognition Icpr International Workshops And Challenges written by Alberto Del Bimbo and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-02-20 with Computers categories.

This 8-volumes set constitutes the refereed of the 25th International Conference on Pattern Recognition Workshops, ICPR 2020, held virtually in Milan, Italy and rescheduled to January 10 - 11, 2021 due to Covid-19 pandemic. The 416 full papers presented in these 8 volumes were carefully reviewed and selected from about 700 submissions. The 46 workshops cover a wide range of areas including machine learning, pattern analysis, healthcare, human behavior, environment, surveillance, forensics and biometrics, robotics and egovision, cultural heritage and document analysis, retrieval, and women at ICPR2020.

Computational Methods In Financial Engineering

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Author : Erricos Kontoghiorghes
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-02-26

Computational Methods In Financial Engineering written by Erricos Kontoghiorghes and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-02-26 with Business & Economics categories.

Computational models and methods are central to the analysis of economic and financial decisions. Simulation and optimisation are widely used as tools of analysis, modelling and testing. The focus of this book is the development of computational methods and analytical models in financial engineering that rely on computation. The book contains eighteen chapters written by leading researchers in the area on portfolio optimization and option pricing; estimation and classification; banking; risk and macroeconomic modelling. It explores and brings together current research tools and will be of interest to researchers, analysts and practitioners in policy and investment decisions in economics and finance.

Annales Math Matiques Blaise Pascal

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Author :
language : en
Publisher:
Release Date : 2004

Annales Math Matiques Blaise Pascal written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Mathematics categories.

Ruin Probabilities 2nd Edition

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Author : Soren Asmussen
language : en
Publisher: World Scientific
Release Date : 2010-09-09

Ruin Probabilities 2nd Edition written by Soren Asmussen and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-09-09 with Mathematics categories.

The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramér-Lundberg approximation, exact solutions, other approximations (e.g., for heavy-tailed claim size distributions), finite horizon ruin probabilities, extensions of the classical compound Poisson model to allow for reserve-dependent premiums, Markov-modulation, periodicity, change of measure techniques, phase-type distributions as a computational vehicle and the connection to other applied probability areas, like queueing theory. In this substantially updated and extended second version, new topics include stochastic control, fluctuation theory for Levy processes, Gerber-Shiu functions and dependence.

General Mathematics

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Author :
language : en
Publisher:
Release Date : 2001

General Mathematics written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Mathematics categories.

Copulas And Dependence Models With Applications

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Author : Manuel Úbeda Flores
language : en
Publisher: Springer
Release Date : 2017-10-13

Copulas And Dependence Models With Applications written by Manuel Úbeda Flores and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-10-13 with Mathematics categories.

This book presents contributions and review articles on the theory of copulas and their applications. The authoritative and refereed contributions review the latest findings in the area with emphasis on “classical” topics like distributions with fixed marginals, measures of association, construction of copulas with given additional information, etc. The book celebrates the 75th birthday of Professor Roger B. Nelsen and his outstanding contribution to the development of copula theory. Most of the book’s contributions were presented at the conference “Copulas and Their Applications” held in his honor in Almería, Spain, July 3-5, 2017. The chapter 'When Gumbel met Galambos' is published open access under a CC BY 4.0 license.