Statistical Methods and Applications in Insurance and Finance

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Synopsis
This book is theoutcome of the CIMPA School on Statistical Methods and Applications inInsurance and Finance, held in Marrakech and Kelaat M'gouna (Morocco) in April2013. It presents two lectures and seven refereed papers from the school,offering the reader important insights into key topics. The first of thelectures, by Frederic Viens, addresses risk management via hedging in discreteand continuous time, while the second, by Boualem Djehiche, reviews statisticalestimation methods applied to life and disability insurance. The refereed papersoffer diverse perspectives and extensive discussions on subjects includingoptimal control, financial modeling using stochastic differential equations,pricing and hedging of financial derivatives, and sensitivity analysis. Eachchapter of the volume includes a comprehensive bibliography to promote furtherresearch.
Copyright:
2016

Book Details

Book Quality:
Publisher Quality
ISBN-13:
9783319304175
Publisher:
Springer International Publishing, Cham
Date of Addition:
Copyrighted By:
Springer
Adult content:
No
Language:
English
Has Image Descriptions:
No
Categories:
Nonfiction, Business and Finance
Submitted By:
Bookshare Staff
Usage Restrictions:
This is a copyrighted book.

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