Search Results for Actuarial science.SirsiDynix Enterprisehttps://tarama.pau.edu.tr/client/tr_TR/defaulttr/defaulttr/qu$003dActuarial$002bscience.$0026ps$003d300?2026-04-02T03:53:13ZRegression modeling with actuarial and financial applicationsent://SD_ILS/0/SD_ILS:466322026-04-02T03:53:13Z2026-04-02T03:53:13Zby Frees, Edward W., 1953-<br/>Format: Books<br/>Health Insurance Basic Actuarial Modelsent://SD_ILS/0/SD_ILS:781452026-04-02T03:53:13Z2026-04-02T03:53:13Zby Pitacco, Ermanno. author.<br/><a href="http://dx.doi.org/10.1007/978-3-319-12235-9">http://dx.doi.org/10.1007/978-3-319-12235-9</a><br/>Format: Electronic Resources<br/>Risk Theory and Reinsuranceent://SD_ILS/0/SD_ILS:709842026-04-02T03:53:13Z2026-04-02T03:53:13Zby Deelstra, Griselda. author.<br/><a href="http://dx.doi.org/10.1007/978-1-4471-5568-3">http://dx.doi.org/10.1007/978-1-4471-5568-3</a><br/>Format: Electronic Resources<br/>Gerber–Shiu Risk Theoryent://SD_ILS/0/SD_ILS:750622026-04-02T03:53:13Z2026-04-02T03:53:13Zby Kyprianou, Andreas E. author.<br/><a href="http://dx.doi.org/10.1007/978-3-319-02303-8">http://dx.doi.org/10.1007/978-3-319-02303-8</a><br/>Format: Electronic Resources<br/>Value-Oriented Risk Management of Insurance Companiesent://SD_ILS/0/SD_ILS:710292026-04-02T03:53:13Z2026-04-02T03:53:13Zby Kriele, Marcus. author.<br/><a href="http://dx.doi.org/10.1007/978-1-4471-6305-3">http://dx.doi.org/10.1007/978-1-4471-6305-3</a><br/>Format: Electronic Resources<br/>Türkiye’de kamu emeklilik sistemlerinin aktüeryal modellemesi : uzmanlık tezient://SD_ILS/0/SD_ILS:914112026-04-02T03:53:13Z2026-04-02T03:53:13Zby Erdem, Osman Nuri<br/>Format: Books<br/>Actuarial Sciences and Quantitative Finance ICASQF, Bogotá, Colombia, June 2014ent://SD_ILS/0/SD_ILS:798832026-04-02T03:53:13Z2026-04-02T03:53:13Zby Londoño, Jaime A. editor.<br/><a href="http://dx.doi.org/10.1007/978-3-319-18239-1">http://dx.doi.org/10.1007/978-3-319-18239-1</a><br/>Format: Electronic Resources<br/>Financial Modeling, Actuarial Valuation and Solvency in Insuranceent://SD_ILS/0/SD_ILS:817752026-04-02T03:53:13Z2026-04-02T03:53:13Zby Wüthrich, Mario V. author.<br/><a href="http://dx.doi.org/10.1007/978-3-642-31392-9">http://dx.doi.org/10.1007/978-3-642-31392-9</a><br/>Format: Electronic Resources<br/>German Covered Bonds Overview and Risk Analysis of Pfandbriefeent://SD_ILS/0/SD_ILS:751372026-04-02T03:53:13Z2026-04-02T03:53:13Zby Werner, Ralf. author.<br/><a href="http://dx.doi.org/10.1007/978-3-319-02553-7">http://dx.doi.org/10.1007/978-3-319-02553-7</a><br/>Format: Electronic Resources<br/>Mathematical and Statistical Methods for Actuarial Sciences and Financeent://SD_ILS/0/SD_ILS:758532026-04-02T03:53:13Z2026-04-02T03:53:13Zby Perna, Cira. editor.<br/><a href="http://dx.doi.org/10.1007/978-3-319-05014-0">http://dx.doi.org/10.1007/978-3-319-05014-0</a><br/>Format: Electronic Resources<br/>Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications BSDEs with Jumpsent://SD_ILS/0/SD_ILS:709082026-04-02T03:53:13Z2026-04-02T03:53:13Zby Delong, Łukasz. author.<br/><a href="http://dx.doi.org/10.1007/978-1-4471-5331-3">http://dx.doi.org/10.1007/978-1-4471-5331-3</a><br/>Format: Electronic Resources<br/>Risk Measures and Attitudesent://SD_ILS/0/SD_ILS:707822026-04-02T03:53:13Z2026-04-02T03:53:13Zby Biagini, Francesca. editor.<br/><a href="http://dx.doi.org/10.1007/978-1-4471-4926-2">http://dx.doi.org/10.1007/978-1-4471-4926-2</a><br/>Format: Electronic Resources<br/>Innovations in Quantitative Risk Management TU München, September 2013ent://SD_ILS/0/SD_ILS:771502026-04-02T03:53:13Z2026-04-02T03:53:13Zby Glau, Kathrin. editor.<br/><a href="http://dx.doi.org/10.1007/978-3-319-09114-3">http://dx.doi.org/10.1007/978-3-319-09114-3</a><br/>Format: Electronic Resources<br/>Mathematical and Statistical Methods for Actuarial Sciences and Financeent://SD_ILS/0/SD_ILS:751202026-04-02T03:53:13Z2026-04-02T03:53:13Zby Corazza, Marco. editor.<br/><a href="http://dx.doi.org/10.1007/978-3-319-02499-8">http://dx.doi.org/10.1007/978-3-319-02499-8</a><br/>Format: Electronic Resources<br/>Modern Problems in Insurance Mathematicsent://SD_ILS/0/SD_ILS:763672026-04-02T03:53:13Z2026-04-02T03:53:13Zby Silvestrov, Dmitrii. editor.<br/><a href="http://dx.doi.org/10.1007/978-3-319-06653-0">http://dx.doi.org/10.1007/978-3-319-06653-0</a><br/>Format: Electronic Resources<br/>Mathematical Risk Analysis Dependence, Risk Bounds, Optimal Allocations and Portfoliosent://SD_ILS/0/SD_ILS:820892026-04-02T03:53:13Z2026-04-02T03:53:13Zby Rüschendorf, Ludger. author.<br/><a href="http://dx.doi.org/10.1007/978-3-642-33590-7">http://dx.doi.org/10.1007/978-3-642-33590-7</a><br/>Format: Electronic Resources<br/>Modern Stochastics and Applicationsent://SD_ILS/0/SD_ILS:753822026-04-02T03:53:13Z2026-04-02T03:53:13Zby Korolyuk, Volodymyr. editor.<br/><a href="http://dx.doi.org/10.1007/978-3-319-03512-3">http://dx.doi.org/10.1007/978-3-319-03512-3</a><br/>Format: Electronic Resources<br/>Contributions to Sampling Statisticsent://SD_ILS/0/SD_ILS:759502026-04-02T03:53:13Z2026-04-02T03:53:13Zby Mecatti, Fulvia. editor.<br/><a href="http://dx.doi.org/10.1007/978-3-319-05320-2">http://dx.doi.org/10.1007/978-3-319-05320-2</a><br/>Format: Electronic Resources<br/>Stochastic Optimization in Insurance A Dynamic Programming Approachent://SD_ILS/0/SD_ILS:736212026-04-02T03:53:13Z2026-04-02T03:53:13Zby Azcue, Pablo. author.<br/><a href="http://dx.doi.org/10.1007/978-1-4939-0995-7">http://dx.doi.org/10.1007/978-1-4939-0995-7</a><br/>Format: Electronic Resources<br/>Modèles et méthodes stochastiques Une introduction avec applicationsent://SD_ILS/0/SD_ILS:843482026-04-02T03:53:13Z2026-04-02T03:53:13Zby Del Moral, Pierre. author.<br/><a href="http://dx.doi.org/10.1007/978-3-642-54616-7">http://dx.doi.org/10.1007/978-3-642-54616-7</a><br/>Format: Electronic Resources<br/>Hidden Markov Models in Finance Further Developments and Applications, Volume IIent://SD_ILS/0/SD_ILS:733472026-04-02T03:53:13Z2026-04-02T03:53:13Zby Mamon, Rogemar S. editor.<br/><a href="http://dx.doi.org/10.1007/978-1-4899-7442-6">http://dx.doi.org/10.1007/978-1-4899-7442-6</a><br/>Format: Electronic Resources<br/>Freaks of Fortune : The Emerging World of Capitalism and Risk in Americaent://SD_ILS/0/SD_ILS:663232026-04-02T03:53:13Z2026-04-02T03:53:13Zby Levy, Jonathan, author.<br/><a href="http://dx.doi.org/10.4159/harvard.9780674067202">http://dx.doi.org/10.4159/harvard.9780674067202</a>
Cover <a href="http://www.degruyter.com/doc/cover/9780674067202.jpg">http://www.degruyter.com/doc/cover/9780674067202.jpg</a><br/>Format: Electronic Resources<br/>