Statistical Methods and Applications in Insurance and Finance

CIMPA School, Marrakech and Kelaat M’gouna, Morocco, April 2013

Business & Finance, Economics, Statistics, Nonfiction, Science & Nature, Mathematics, Applied
Cover of the book Statistical Methods and Applications in Insurance and Finance by , Springer International Publishing
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: ISBN: 9783319304175
Publisher: Springer International Publishing Publication: April 8, 2016
Imprint: Springer Language: English
Author:
ISBN: 9783319304175
Publisher: Springer International Publishing
Publication: April 8, 2016
Imprint: Springer
Language: English

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. 

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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. 

More books from Springer International Publishing

Cover of the book Cybersecurity Investments by
Cover of the book Diagnosis and Treatment of Fungal Infections by
Cover of the book Chinese Market Gardening in Australia and New Zealand by
Cover of the book Energy and the Financial System by
Cover of the book Accelerated Economic Growth in West Africa by
Cover of the book Biophysical Effects of Cold Atmospheric Plasma on Glial Tumor Cells by
Cover of the book Nonlinear Dynamics: Materials, Theory and Experiments by
Cover of the book Healthcare Reform in China by
Cover of the book Diffused Religion by
Cover of the book Forensic Interviews Regarding Child Sexual Abuse by
Cover of the book Modelling and Simulation for Autonomous Systems by
Cover of the book Macroeconomic Theory by
Cover of the book The Land/Ocean Interactions in the Coastal Zone of West and Central Africa by
Cover of the book Invitations to Tender for Facility Management Services by
Cover of the book Theory is History by
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy