Advances in Stochastic Modelling and Data Analysis [Paperback]

Advances in Stochastic Modelling and Data Analysis presents the most recent developments in the field, together with their applications, mainly in the areas of insurance, finance, forecasting and marketing. In addition, the possible interactions between data analysis, artificial intelligence, decision support systems and multicriteria analysis are examined by top researchers.
Audience: A wide readership drawn from theoretical and applied mathematicians, such as operations researchers, management scientists, statisticians, computer scientists, bankers, marketing managers, forecasters, and scientific societies such as EURO and TIMS.
Advances in Stochastic Modelling and Data Analysis presents the most recent developments in the field, together with their applications, mainly in the areas of insurance, finance, forecasting and marketing. In addition, the possible interactions between data analysis, artificial intelligence, decision support systems and multicriteria analysis are examined by top researchers.
Audience: A wide readership drawn from theoretical and applied mathematicians, such as operations researchers, management scientists, statisticians, computer scientists, bankers, marketing managers, forecasters, and scientific societies such as EURO and TIMS.
Preface. I: Stochastic Modelling in Finance Insurance and Economics. A Dynamic Stochastic ALM Model for Insurance Companies; J. Janssen. Expected Optimal Exercise Time of a Perpetual American Option: A Closed Form Solution; R. Yaksick. Immunization and the Optimal Structure of the Balance Sheet; Y. Machnes. Recursive Filtering for the Uhlenbeck Random Field: An Application to Image Restoring; M. D. Ruiz-Medina, M. Valderrama. Forecasting the Electricity Consumption by Applying Stochastic Modelling Techniques: The Case of Greece; A. Giovanis, C. H. Skiadas. l#O