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Wavelets Method For Computing Finite Time Gerber Shiu Function
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Book Synopsis Weak Dependence: With Examples and Applications by : Jérome Dedecker
Download or read book Weak Dependence: With Examples and Applications written by Jérome Dedecker and published by Springer Science & Business Media. This book was released on 2007-07-29 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book develops Doukhan/Louhichi's 1999 idea to measure asymptotic independence of a random process. The authors, who helped develop this theory, propose examples of models fitting such conditions: stable Markov chains, dynamical systems or more complicated models, nonlinear, non-Markovian, and heteroskedastic models with infinite memory. Applications are still needed to develop a method of analysis for nonlinear times series, and this book provides a strong basis for additional studies.
Book Synopsis Foundations of Computational Mathematics by : Ronald A. DeVore
Download or read book Foundations of Computational Mathematics written by Ronald A. DeVore and published by Cambridge University Press. This book was released on 2001-05-17 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: Collection of papers by leading researchers in computational mathematics, suitable for graduate students and researchers.
Book Synopsis Ruin Probabilities by : S?ren Asmussen
Download or read book Ruin Probabilities written by S?ren Asmussen and published by World Scientific. This book was released on 2010 with total page 621 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramr?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.
Book Synopsis Risk, Ruin and Survival by : Ricardas Zitikis
Download or read book Risk, Ruin and Survival written by Ricardas Zitikis and published by MDPI. This book was released on 2020-04-02 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt: Developing techniques for assessing various risks and calculating probabilities of ruin and survival are exciting topics for mathematically-inclined academics. For practicing actuaries and financial engineers, the resulting insights have provided enormous opportunities but also created serious challenges to overcome, thus facilitating closer cooperation between industries and academic institutions. In this book, several renown researchers with extensive interdisciplinary research experiences share their thoughts that, in one way or another, contribute to the betterment of practice and theory of decision making under uncertainty. Behavioral, cultural, mathematical, and statistical aspects of risk assessment and modelling have been explored, and have been often illustrated using real and simulated data. Topics range from financial and insurance risks to security-type risks, from one-dimensional to multi- and even infinite-dimensional risks. The articles in the book were written with a broad audience in mind and should provide enjoyable reading for those with university level degrees and/or those who have studied for accreditation by various actuarial and financial societies.
Book Synopsis A Course in Credibility Theory and its Applications by : Hans Bühlmann
Download or read book A Course in Credibility Theory and its Applications written by Hans Bühlmann and published by Springer Science & Business Media. This book was released on 2005-11-13 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is ideal for practicing experts in particular actuaries in the field of property-casualty insurance, life insurance, reinsurance and insurance supervision, as well as teachers and students. It provides an exploration of Credibility Theory, covering most aspects of this topic from the simplest case to the most detailed dynamic model. The book closely examines the tasks an actuary encounters daily: estimation of loss ratios, claim frequencies and claim sizes.
Book Synopsis Mathematical Economics by : Vasily E. Tarasov
Download or read book Mathematical Economics written by Vasily E. Tarasov and published by MDPI. This book was released on 2020-06-03 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is devoted to the application of fractional calculus in economics to describe processes with memory and non-locality. Fractional calculus is a branch of mathematics that studies the properties of differential and integral operators that are characterized by real or complex orders. Fractional calculus methods are powerful tools for describing the processes and systems with memory and nonlocality. Recently, fractional integro-differential equations have been used to describe a wide class of economical processes with power law memory and spatial nonlocality. Generalizations of basic economic concepts and notions the economic processes with memory were proposed. New mathematical models with continuous time are proposed to describe economic dynamics with long memory. This book is a collection of articles reflecting the latest mathematical and conceptual developments in mathematical economics with memory and non-locality based on applications of fractional calculus.
Book Synopsis A Tutorial on Elliptic PDE Solvers and Their Parallelization by : Craig C. Douglas
Download or read book A Tutorial on Elliptic PDE Solvers and Their Parallelization written by Craig C. Douglas and published by SIAM. This book was released on 2003-01-01 with total page 153 pages. Available in PDF, EPUB and Kindle. Book excerpt: This compact yet thorough tutorial is the perfect introduction to the basic concepts of solving partial differential equations (PDEs) using parallel numerical methods. In just eight short chapters, the authors provide readers with enough basic knowledge of PDEs, discretization methods, solution techniques, parallel computers, parallel programming, and the run-time behavior of parallel algorithms to allow them to understand, develop, and implement parallel PDE solvers. Examples throughout the book are intentionally kept simple so that the parallelization strategies are not dominated by technical details.
Download or read book Scan Statistics written by Joseph Glaz and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: In many statistical applications, scientists have to analyze the occurrence of observed clusters of events in time or space. Scientists are especially interested in determining whether an observed cluster of events has occurred by chance if it is assumed that the events are distributed independently and uniformly over time or space. Scan statistics have relevant applications in many areas of science and technology including geology, geography, medicine, minefield detection, molecular biology, photography, quality control and reliability theory and radio-optics.
Book Synopsis Proceedings of International Joint Conference on Advances in Computational Intelligence by : Mohammad Shorif Uddin
Download or read book Proceedings of International Joint Conference on Advances in Computational Intelligence written by Mohammad Shorif Uddin and published by Springer Nature. This book was released on 2021-05-17 with total page 551 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gathers outstanding research papers presented at the International Joint Conference on Advances in Computational Intelligence (IJCACI 2020), organized by Daffodil International University (DIU) and Jahangirnagar University (JU) in Bangladesh and South Asian University (SAU) in India. These proceedings present novel contributions in the areas of computational intelligence and offer valuable reference material for advanced research. The topics covered include collective intelligence, soft computing, optimization, cloud computing, machine learning, intelligent software, robotics, data science, data security, big data analytics, and signal and natural language processing.
Book Synopsis Analytical and Numerical Methods for Volterra Equations by : Peter Linz
Download or read book Analytical and Numerical Methods for Volterra Equations written by Peter Linz and published by SIAM. This book was released on 1985-01-01 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents an aspect of activity in integral equations methods for the solution of Volterra equations for those who need to solve real-world problems. Since there are few known analytical methods leading to closed-form solutions, the emphasis is on numerical techniques. The major points of the analytical methods used to study the properties of the solution are presented in the first part of the book. These techniques are important for gaining insight into the qualitative behavior of the solutions and for designing effective numerical methods. The second part of the book is devoted entirely to numerical methods. The author has chosen the simplest possible setting for the discussion, the space of real functions of real variables. The text is supplemented by examples and exercises.
Book Synopsis Financial Modelling with Jump Processes by : Peter Tankov
Download or read book Financial Modelling with Jump Processes written by Peter Tankov and published by CRC Press. This book was released on 2003-12-30 with total page 552 pages. Available in PDF, EPUB and Kindle. Book excerpt: WINNER of a Riskbook.com Best of 2004 Book Award! During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for nonspecialists to understand, and the mathematic
Book Synopsis Sparse Solutions of Underdetermined Linear Systems and Their Applications by : Ming-Jun Lai
Download or read book Sparse Solutions of Underdetermined Linear Systems and Their Applications written by Ming-Jun Lai and published by SIAM. This book was released on 2021-06-25 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook presents a special solution to underdetermined linear systems where the number of nonzero entries in the solution is very small compared to the total number of entries. This is called a sparse solution. Since underdetermined linear systems can be very different, the authors explain how to compute a sparse solution using many approaches. Sparse Solutions of Underdetermined Linear Systems and Their Applications contains 64 algorithms for finding sparse solutions of underdetermined linear systems and their applications for matrix completion, graph clustering, and phase retrieval and provides a detailed explanation of these algorithms including derivations and convergence analysis. Exercises for each chapter help readers understand the material. This textbook is appropriate for graduate students in math and applied math, computer science, statistics, data science, and engineering. Advisors and postdoctoral scholars will also find the book interesting and useful.
Book Synopsis Essentials of Stochastic Finance by : Albert N. Shiryaev
Download or read book Essentials of Stochastic Finance written by Albert N. Shiryaev and published by World Scientific. This book was released on 1999 with total page 852 pages. Available in PDF, EPUB and Kindle. Book excerpt: Readership: Undergraduates and researchers in probability and statistics; applied, pure and financial mathematics; economics; chaos.
Book Synopsis The Numerical Solution of Integral Equations of the Second Kind by : Kendall E. Atkinson
Download or read book The Numerical Solution of Integral Equations of the Second Kind written by Kendall E. Atkinson and published by Cambridge University Press. This book was released on 1997-06-28 with total page 572 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an extensive introduction to the numerical solution of a large class of integral equations.
Book Synopsis Advancing Frontiers in Mycology & Mycotechnology by : Tulasi Satyanarayana
Download or read book Advancing Frontiers in Mycology & Mycotechnology written by Tulasi Satyanarayana and published by Springer. This book was released on 2020-11-01 with total page 675 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book provides an introduction to the basics of fungi, discussing various types ranging from edible mushrooms to Neurospora – a model system for genetics and epigenetics. After addressing the classification and biodiversity of fungi, and fungi in different ecological niches, it describes the latest applications of fungi, their role in sustainable environments and in alleviating stress in plants, as well as their role in causing plant and animal diseases. Further chapters explore the advances in fungal interactions research and their implications for various systems, and discuss plant-pathogen interactions. The book also features a section on bioprospecting, and is an extremely interesting and informative read for anybody involved in the field of mycology, microbiology and biotechnology teaching and research.
Book Synopsis Artificial Intelligence and Industrial Applications by : Tawfik Masrour
Download or read book Artificial Intelligence and Industrial Applications written by Tawfik Masrour and published by Springer Nature. This book was released on 2020-07-18 with total page 341 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gathers selected papers from Artificial Intelligence and Industrial Applications (A2IA’2020), the first installment of an annual international conference organized by ENSAM-Meknes at Moulay Ismail University, Morocco. The 29 papers presented here were carefully reviewed and selected from 141 submissions by an international scientific committee. They address various aspects of artificial intelligence such as digital twin, multiagent systems, deep learning, image processing and analysis, control, prediction, modeling, optimization and design, as well as AI applications in industry, health, energy, agriculture, and education. The book is intended for AI experts, offering them a valuable overview and global outlook for the future, and highlights a wealth of innovative ideas and recent, important advances in AI applications, both of a foundational and practical nature. It will also appeal to non-experts who are curious about this timely and important subject.
Book Synopsis The Heston Model and its Extensions in Matlab and C# by : Fabrice D. Rouah
Download or read book The Heston Model and its Extensions in Matlab and C# written by Fabrice D. Rouah and published by John Wiley & Sons. This book was released on 2013-08-01 with total page 437 pages. Available in PDF, EPUB and Kindle. Book excerpt: Tap into the power of the most popular stochastic volatility model for pricing equity derivatives Since its introduction in 1993, the Heston model has become a popular model for pricing equity derivatives, and the most popular stochastic volatility model in financial engineering. This vital resource provides a thorough derivation of the original model, and includes the most important extensions and refinements that have allowed the model to produce option prices that are more accurate and volatility surfaces that better reflect market conditions. The book's material is drawn from research papers and many of the models covered and the computer codes are unavailable from other sources. The book is light on theory and instead highlights the implementation of the models. All of the models found here have been coded in Matlab and C#. This reliable resource offers an understanding of how the original model was derived from Ricatti equations, and shows how to implement implied and local volatility, Fourier methods applied to the model, numerical integration schemes, parameter estimation, simulation schemes, American options, the Heston model with time-dependent parameters, finite difference methods for the Heston PDE, the Greeks, and the double Heston model. A groundbreaking book dedicated to the exploration of the Heston model—a popular model for pricing equity derivatives Includes a companion website, which explores the Heston model and its extensions all coded in Matlab and C# Written by Fabrice Douglas Rouah a quantitative analyst who specializes in financial modeling for derivatives for pricing and risk management Engaging and informative, this is the first book to deal exclusively with the Heston Model and includes code in Matlab and C# for pricing under the model, as well as code for parameter estimation, simulation, finite difference methods, American options, and more.
