金融および保険統計学入門<br>Financial and Actuarial Statistics : An Introduction (Statistics: a Series of Textbooks and Monogrphs)

金融および保険統計学入門
Financial and Actuarial Statistics : An Introduction (Statistics: a Series of Textbooks and Monogrphs)

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  • 製本 Hardcover:ハードカバー版／ページ数 352 p.
  • 言語 ENG
  • 商品コード 9780824742706
  • DDC分類 332.015195

基本説明

Provides a strong statistical background for advanced methods in pension plan structuring, risk estimation, and modeling of investment and options pricing. Offers an analysis of American options models, mortality adjustment factors for increased-risk individuals, and more.

Full Description


Based on a loss function approach, this comprehensive reference reviews the most recent advances in financial and actuarial modeling, providing a strong statistical background for advanced methods in pension plan structuring, risk estimation, and modeling of investment and options pricing. An authoritative tool supplying every conceptual model and technique required by the modern financial investigator, Financial and Actuarial Statistics offers an analysis of American options models, mortality adjustment factors for increased risk individuals, time trend regression adjustments for mortality tables, and simulation approaches for stochastic models.

Contents

Statistical ConceptsFinancial Computational ModelsDeterministic Status ModelsFuture Lifetime Random VariableFuture Lifetime Models and TablesStochastic Status ModelsScenario and Simulation TestingFurther Statistical ConsiderationsAppendix: Standard Normal TablesReferencesIndex