Statistical Methods and Applications in Insurance and Finance

Name: Statistical Methods and Applications in Insurance and Finance
Brand: Springer International Publishing AG
SKU: 9783319808048
Price: 99.76 EUR
Availability: InStock

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

Autor: M'HAMED EDDAHBI

Jazyk:

Väzba: Brožovaná

Vydavateľ: Springer International Publishing AG

Dostupnosť: Skladom u dodávateľa

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99.76 €

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

Informácie o knihe

Autor

M'HAMED EDDAHBI

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

2018

Stránok

225

EAN

9783319808048

ISBN

9783319808048

Enbook ID

19415650

Vydavateľ

Springer International Publishing AG

Hmotnosť

3693

Rozmery

155 x 235 x 14

Kompletný popis

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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Statistical Methods and Applications in Insurance and Finance

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

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