Statistical Methods and Applications in Insurance and Finance / Springer Proceedings in Mathematics & Statistics Bd.158 (PDF)

Name: Statistical Methods and Applications in Insurance and Finance / Springer Proceedings in Mathematics & Statistics Bd.158
Brand: Springer-Verlag GmbH
SKU: 75542491
Price: 98.99 EUR
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CIMPA School, Marrakech and Kelaat M'gouna, Morocco, April 2013 (Sprache: Englisch)

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This book is the outcome of the CIMPA School on Statistical Methods and Applications in Insurance and Finance, held in Marrakech and Kelaat M'gouna (Morocco) in April 2013. It presents two lectures and seven refereed papers from the school, offering the reader important insights into key topics. The first of the lectures, by Frederic Viens, addresses risk management via hedging in discrete and continuous time, while the second, by Boualem Djehiche, reviews statistical estimation methods applied to life and disability insurance. The refereed papers offer diverse perspectives and extensive discussions on subjects including optimal control, financial modeling using stochastic differential equations, pricing and hedging of financial derivatives, and sensitivity analysis. Each chapter of the volume includes a comprehensive bibliography to promote further research.

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Bibliographische Angaben

2016, 1st ed. 2016, 225 Seiten, Englisch
Herausgegeben: M'Hamed Eddahbi, El Hassan Essaky, Josep Vives
Verlag: Springer-Verlag GmbH
ISBN-10: 3319304178
ISBN-13: 9783319304175
Erscheinungsdatum: 08.04.2016

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Größe: 3.56 MB
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“The book will be equally attractive to graduate students, practitioners and researchers in the vast fields insurance and finance. … the book has a good collection of research work on important and interesting topics in insurance and finance. Researchers and professionals looking to learn more in insurance, finance and related areas would benefit from papers collected in this book. The content in most of these chapters has proved to be an enjoyable read … .” (S. Ejaz Ahmed, Technometrics, Vol. 58, November, 2016)

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