Mathematical and Statistical Methods for Actuarial Sciences and Finance
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Published By Springer International Publishing

9783319502335, 9783319502342

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Optimal Portfolio Selection for an Investor with Asymmetric Attitude to Gains and Losses

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-50234-2_13 ◽

2017 ◽

pp. 157-169

Author(s):

Sergei Sidorov ◽

Andrew Khomchenko ◽

Sergei Mironov

Keyword(s):

Portfolio Selection ◽

Optimal Portfolio ◽

Optimal Portfolio Selection ◽

Selection For ◽

Gains And Losses ◽

Asymmetric Attitude

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Modeling Variance Risk Premium

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-50234-2_11 ◽

2017 ◽

pp. 129-141

Author(s):

Kossi Gnameho ◽

Juho Kanniainen ◽

Ye Yue

Keyword(s):

Risk Premium ◽

Variance Risk Premium ◽

Variance Risk

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The Effects of Credit Rating Announcements on Bond Liquidity: An Event Study

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-50234-2_1 ◽

2017 ◽

pp. 1-15

Author(s):

Pilar Abad ◽

Antonio Diaz ◽

Ana Escribano ◽

M. Dolores Robles

Keyword(s):

Event Study ◽

Credit Rating ◽

Bond Liquidity

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The Effect of Credit Rating Events on the Emerging CDS Market

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-50234-2_2 ◽

2017 ◽

pp. 17-28

Author(s):

Laura Ballester ◽

Ana González-Urteaga

Keyword(s):

Credit Rating

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Markov Switching GARCH Models: Filtering, Approximations and Duality

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-50234-2_5 ◽

2017 ◽

pp. 59-72 ◽

Cited By ~ 1

Author(s):

Monica Billio ◽

Maddalena Cavicchioli

Keyword(s):

Markov Switching ◽

Garch Models

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Projecting Dynamic Life Tables Using Data Cloning

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-50234-2_4 ◽

2017 ◽

pp. 43-57

Author(s):

Andrés Benchimol ◽

Irene Albarrán ◽

Juan Miguel Marín ◽

Pablo Alonso-González

Keyword(s):

Life Tables ◽

Data Cloning ◽

Dynamic Life Tables ◽

Using Data

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Profitability vs. Attractiveness Within a Performance Analysis of a Life Annuity Business

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-50234-2_9 ◽

2017 ◽

pp. 109-118

Author(s):

Emilia Di Lorenzo ◽

Albina Orlando ◽

Marilena Sibillo

Keyword(s):

Performance Analysis ◽

Life Annuity ◽

A Performance

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An Evolutionary Approach to Improve a Simple Trading System

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-50234-2_7 ◽

2017 ◽

pp. 83-95

Author(s):

Marco Corazza ◽

Francesca Parpinel ◽

Claudio Pizzi

Keyword(s):

Evolutionary Approach ◽

Trading System

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A Network Approach to Risk Theory and Portfolio Selection

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-50234-2_6 ◽

2017 ◽

pp. 73-82

Author(s):

Roy Cerqueti ◽

Claudio Lupi

Keyword(s):

Portfolio Selection ◽

Risk Theory ◽

Network Approach

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Covered Call Writing and Framing: A Cumulative Prospect Theory Approach

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-50234-2_12 ◽

2017 ◽

pp. 143-155

Author(s):

Martina Nardon ◽

Paolo Pianca

Keyword(s):

Prospect Theory ◽

Cumulative Prospect Theory ◽

Theory Approach ◽

Covered Call

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Mathematical and Statistical Methods for Actuarial Sciences and FinanceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

Optimal Portfolio Selection for an Investor with Asymmetric Attitude to Gains and Losses

Modeling Variance Risk Premium

The Effects of Credit Rating Announcements on Bond Liquidity: An Event Study

The Effect of Credit Rating Events on the Emerging CDS Market

Markov Switching GARCH Models: Filtering, Approximations and Duality

Projecting Dynamic Life Tables Using Data Cloning

Profitability vs. Attractiveness Within a Performance Analysis of a Life Annuity Business

An Evolutionary Approach to Improve a Simple Trading System

A Network Approach to Risk Theory and Portfolio Selection

Covered Call Writing and Framing: A Cumulative Prospect Theory Approach

Mathematical and Statistical Methods for Actuarial Sciences and Finance
Latest Publications