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Statistical Methods and Applications in Insurance and Finance

Name: Statistical Methods and Applications in Insurance and Finance
Brand: Springer International Publishing AG
SKU: 19415650
Price: 102.97 EUR
Availability: InStock
Author: M'HAMED EDDAHBI
ISBN: 9783319808048

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

M'HAMED EDDAHBI

Jazyk

Angličtina

Kniha Brožovaná

Libristo kód: 19415650

Nakladateľstvo Springer International Publishing AG, apríl 2018

This book is the outcome of the CIMPA School on Statistical Methods and Applications in Insurance an... Celý popis

Libristo kód: 19415650

249 b

102.97 €

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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.