Statistical Tools for Finance and Insurance (Paperback, 2)

I Finance: Models for heavy-tailed asset returns (Szymon Borak, Adam Misiorek, and Rafa l Weron).- Expected shortfall (Simon A. Broda and Marc S. Paolella).- Modelling conditional heteroscedasticity in nonstationary series (Pavel Cizek).- FX smile in the Heston model (Agnieszka Janek, Tino Kluge, Rafal Weron, and Uwe Wystup).- Pricing of Asian temperature risk (Fred Espen Benth, Wolfgang Karl Hardle, and Brenda Lopez Cabrera).- Variance swaps (Wolfgang Karl Hardle and Elena Silyakova).- Learning machines to help predict bankruptcy (Wolfgang Karl Hardle, Linda Hoffmann, and Rouslan Moro).- Distance matrix method for network structure analysis (Janusz Miskiewicz).- II Insurance : Building loss models (Krzysztof Burnecki, Joanna Janczura, and Rafal Weron).- Ruin probability in finite time (Krzysztof Burnecki and Marek Teuerle).- Property and casualty insurance pricing with GLMs (Jan Iwanik).- Pricing of catastrophe bonds (Krzysztof Burnecki, Grzegorz Kukla, and David Taylor).- Return distributions of equity-linked retirement plans (Nils Detering, Andreas Weber, and Uwe Wystup).- Index.