The interaction between mathematicians and statisticians reveals to be an effective approach to the analysis of insurance and financial problems, in particular in an operative perspective. The Maf2006 conference, held at the University of Salerno in 2006, had precisely this purpose and the collection published here gathers some of the papers presented at the conference and successively worked out to this aim. They cover a wide variety of subjects in insurance and financial fields.The stock asset selection from each of the 5 groups is based on a variant of a well known tool of technical analysis, called ... and Ia t = 100(It/I0), with It value of the chosen benchmark at time t (in this case It is the Euro stoxx 50 financial index ).
|Title||:||Mathematical and Statistical Methods for Insurance and Finance|
|Author||:||Cira Perna, Marilena Sibillo|
|Publisher||:||Springer Science & Business Media - 2007-12-12|