Téléchargez le livre : Statistical Methods and Applications in Insurance and Finance

Statistical Methods and Applications in Insurance and Finance

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

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Éditeur :

Springer


Collection :

Springer Proceedings in Mathematics & Statistics

Paru le : 2016-04-08



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Description


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. 
Pages
225 pages
Collection
Springer Proceedings in Mathematics & Statistics
Parution
2016-04-08
Marque
Springer
EAN papier
9783319304168
EAN EPUB
9783319304175
Informations sur l'ebook
Nombre pages copiables
2
Nombre pages imprimables
22
Taille du fichier
4547 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
94,94 €

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