Encyclopedia of Quantitative Finance, IV Volume Set

Subject Index

1933 to 1959 efficient market’s empirical research 2:542-3

1960’s efficient market’s theoretical studies 2:543

1998 crisis 3:1092-6

2000 market crash 1:219-20

2007 financial crisis 1:226

abatement costs 2:558

ABS see asset-backed securities

absence of arbitrage 4:1574-5

absence of autocorrelations 4:1779

absence of normality 3:1372-3

absolute error criterion 4:1700

absolutely continuous time changes 4:1814-5

absolutely summable linear filters 1:115

abstraction dynamics 1:348-9

ABX indices 1:1-4

acceptance sets 1:357

accretion at coupon rate 1:180

accrual notes 1:388

accumulated claims 1:4-6

see also Cramér–Lundberg estimates

approximations 1:5

compound models 1:4-5

heavy tails in insurance 2:874

Panjer recursion 1:5-6

recursion 1:5-6

reinsurance 4:1541

accuracy

continuous distortion risk 4:1567

discrete distortion risk 4:1567

quadrature methods 3:1445-6, 1449-50

active collateralized debt obligations 3:1113-5

active indices 2:879

actuarial methods

see also actuarial premium principles

accumulated claims 1:4-6

catastrophe bonds 1:253-4

copulas in insurance 1:379-82

Cramér’s theorem 1:407-9

Cramér–Lundberg estimates 1:404-7

creditability theory 1:414-20

Esscher transforms 2:589-92

evolutionary creditability 1:418-9

Gerber–Shiu function 2:841-2

heavy tails in insurance 2:873-5

hierarchical credibility 1:416-7

insurance derivatives 2:948-52

insurance risk models 2:952-6

large deviations 3:1009-16

life insurance 3:1042-56

multidimensional credibility 1:417

phase-type ...