No. 4 (2006): Vol. 18 Number 4

  1. Introduction to the Proceedings of the workshop: "Statistics for Banking and Insurance" (M. Montinaro) Market Abuse Detection: a Methodology Based on Financial Time Series (E.Barucci, C.Bianchi, F. Casciari, E. Squillantini) Copulas and Dependence Models in Credit Risk: Diffusions versus Jump (E. Luciano) Stochastic Volatility Models in Investment Choices (C. Corvasce) Banking and Insurance Groups: Tighter Ties Ahead? (R. S. Masera) Model Error Analysis Methods (F. Corielli) Stochastic Mortality in Life Insurance (A. Olivieri, E. Pitacco) Solvency II Project and Risk Capital Modelling for the Underwriting Risk of Property & Casualty Insurers (N. Savelli) On Some of De Finetti’s Unknown and Unsung Contributions to Statistics (E. Regazzini)
Published: 2019-12-06