Titlebook: Mathematical and Statistical Methods for Insurance and Finance; Cira Perna,Marilena Sibillo Conference proceedings 2008 Springer-Verlag Mi

干涉

Spatial Aggregation in Scenario Tree Reduction, solution, we discuss methods that allow progressive reductions of a given scenario tree by means of spatial aggregation. In this process it is important to take into account the choice of proper aggregation criteria in order to try to preserve all the relevant information.

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Bounds for Concave Distortion Risk Measures for Sums of Risks,d lower bounds for risk measures of sums of risks are presented in the case of concave distortion functions. Finally, the attention is devoted to the analysis of the gap between risk measures of upper and lower bounds, with the aim of optimizing it.

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FFT, Extreme Value Theory and Simulation to Model Non-Life Insurance Claims Dependences,ional FFT is used to model not only aggregate losses, but dependence between its basic components too. Finally, Monte Carlo simulation describes large claims behaviour. Collective Risk Model has been developed using Matlab software.

Atrium

Dynamics of Financial Time Series in an Inhomogeneous Aggregation Framework,in property of this model is the functional relation between its parameters at the micro and macro level. This allows an immediate calibration of the model to the long memory degree of the time series under examination, therefore opening the way to understanding the emergence of stylized facts of the market through opinion aggregation.

宽度

Remarks on Insured Loan Valuations,table and discounting process. A numerical application is proposed, for comparing the reserve fair values referred to two insured loans based on an amortization schedule, the first calculated at a fixed rate and the second, the alternative offered in the market, at a variable rate.

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大喘气

Alessandra Amendola,Marcella Niglio,Cosimo Vitalean beings, to sustain us from having to go and be in poverty,” resonates strongly with core tenets of the Universal Declaration of Human Rights. Among those rights enshrined in the 1948 UN document are the rights to food, housing, health care, “to security in the event of unemployment, sickness, dis

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Laura Attardi,Domenico Vistocco in the field.This book is a tribute to early pioneers and later innovators in applications of surgical principles for biliary stone disease. It is written as a challenge to all surgeons applying these principles to approach the biliary system with the safest and most appropriate technical support.

角斗士

Anna Rita Bacinelloallenge to all surgeons applying these principles to approach the biliary system with the safest and most appropriate technical support. This book is also written as a challenge to all those involved in the training of future generations of surgeons in the hope that critical standards in biliary sur