Springer imprint: 58640 books
by
Language: English
Release Date: October 26, 2016
Language: English
Release Date: October 26, 2016
This handbook presents the basic aspects of actuarial loss reserving. Besides the traditional methods, it also includes a description of more recent ones and a discussion of certain problems occurring in actuarial practice, like inflation, scarce data, large claims, slow loss development, the use...
Theory of Stochastic Processes
With Applications to Financial Mathematics and Risk Theory
Language: English
Release Date: July 10, 2010
Providing the necessary materials within a theoretical framework, this volume presents stochastic principles and processes, and related areas. Over 1000 exercises illustrate the concepts discussed, including modern approaches to sample paths and optimal stopping.
by
Language: English
Release Date: December 28, 2017
Language: English
Release Date: December 28, 2017
This volume gathers selected peer-reviewed papers presented at the international conference "MAF 2016 – Mathematical and Statistical Methods for Actuarial Sciences and Finance”, held in Paris (France) at the Université Paris-Dauphine from March 30 to April 1, 2016.
*The contributions...
Actuarial Sciences and Quantitative Finance
ICASQF2016, Cartagena, Colombia, June 2016
Language: English
Release Date: October 24, 2017
Developed from the Second International Congress on Actuarial Science and Quantitative Finance, this volume showcases the latest progress in all theoretical and empirical aspects of actuarial science and quantitative finance. Held at the Universidad de Cartagena in Cartegena, Colombia in June 2016,...
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Language: English
Release Date: May 2, 2016
Language: English
Release Date: May 2, 2016
Focusing on life insurance and pensions, this book addresses various aspects of modelling in modern insurance: insurance liabilities; asset-liability management; securitization, hedging, and investment strategies. With contributions from internationally renowned academics in actuarial science, finance,...
Multiple Decrement Models in Insurance
An Introduction Using R
Language: English
Release Date: July 3, 2012
The book will serve as a guide to many actuarial concepts and statistical techniques in multiple decrement models and their application in calculation of premiums and reserves in life insurance products with riders and in pension and employee benefit plans as in these schemes, the benefit paid...
Actuarial Sciences and Quantitative Finance
ICASQF, Bogotá, Colombia, June 2014
Language: English
Release Date: August 1, 2015
Featuring contributions from industry and academia, this volume includes chapters covering a diverse range of theoretical and empirical aspects of actuarial science and quantitative finance, including portfolio management, derivative valuation, risk theory and the economics of insurance. Developed...
by
Language: English
Release Date: August 6, 2014
Language: English
Release Date: August 6, 2014
The interaction between mathematicians and statisticians has been shown to be an effective approach for dealing with actuarial, insurance and financial problems, both from an academic perspective and from an operative one. The collection of original papers presented in this volume pursues precisely...
Statistical Methods and Applications in Insurance and Finance
CIMPA School, Marrakech and Kelaat M’gouna, Morocco, April 2013
Language: English
Release Date: April 8, 2016
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...
Introduction to Statistics
Using Interactive MM*Stat Elements
Language: English
Release Date: December 25, 2015
This book covers all the topics found in introductory descriptive statistics courses, including simple linear regression and time series analysis, the fundamentals of inferential statistics (probability theory, random sampling and estimation theory), and inferential statistics itself (confidence intervals,...
by Mario V. Wüthrich
Language: English
Release Date: October 22, 2016
Language: English
Release Date: October 22, 2016
This is the third edition of this well-received textbook, presenting powerful methods for measuring insurance liabilities and assets in a consistent way, with detailed mathematical frameworks that lead to market-consistent values for liabilities.
Topics covered are stochastic discounting with...
by
Language: English
Release Date: June 25, 2011
Language: English
Release Date: June 25, 2011
The bulk of this volume deals with the four main aspects of risk management: market risk, credit risk, risk management - in macro-economy as well as within companies. It presents a number of approaches and case studies directed at applying risk management to diverse business environments. Included...
The Basel II Risk Parameters
Estimation, Validation, Stress Testing - with Applications to Loan Risk Management
Language: English
Release Date: March 31, 2011
The estimation and the validation of the Basel II risk parameters PD (default probability), LGD (loss given fault), and EAD (exposure at default) is an important problem in banking practice. These parameters are used on the one hand as inputs to credit portfolio models and in loan pricing frameworks,...
Fixed Income Analytics
Bonds in High and Low Interest Rate Environments
Language: English
Release Date: October 14, 2017
This book analyses and discusses bonds and bond portfolios. Different yields and duration measures are investigated. The transition from a single bond to a bond portfolio leads to the equation for the internal rate of return. Its solution is analyzed and compared to different approaches proposed in...