Tous les ebooks de Matthias Scherer en PDF et EPUB


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Télécharger le livre :  A Multivariate Claim Count Model for Applications in Insurance
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A Multivariate Claim Count Model for Applications in Insurance


Matthias Scherer , Daniela Anna Selch


This monograph presents a time-dynamic model for multivariate claim counts in actuarial applications. Inspired by real-world claim arrivals, the model balances interesting stylized facts (such as dependence across the components, over-dispersion and the clustering of...

Parution : 2018-08-31
Format(s) : PDF, ePub
Éditeur : Springer
Collection : Springer Actuarial
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Télécharger le livre :  Innovations in Derivatives Markets
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Innovations in Derivatives Markets


Kathrin Glau , Zorana Grbac , Matthias Scherer , Rudi Zagst


This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, written by leading researchers in the field as well as experienced authors from the financial industry, present the state of the art in:•...

Parution : 2016-12-02
Format(s) : PDF, ePub
Éditeur : Springer
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Télécharger le livre :  Innovations in Quantitative Risk Management
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Innovations in Quantitative Risk Management


Kathrin Glau , Matthias Scherer , Rudi Zagst


Quantitative models are omnipresent –but often controversially discussed– in todays risk management practice. New regulations, innovative ?nancial products, and advances in valuation techniques provide a continuous ?ow of challenging problems for ?nancial engineers and...

Parution : 2015-01-09
Format(s) : PDF, ePub
Éditeur : Springer
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