Statistical Methods and Applications in Insurance and Finance: CIMPA School, Marrakech and Kelaat M’gouna, Morocco, April 2013 (1st ed. 2016) (Springer Proceedings in Mathematics & Statistics #158)

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Synopsis
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.
Copyright:
2016

Book Details

Book Quality:
Publisher Quality
ISBN-13:
9783319304175
Related ISBNs:
9783319304168
Publisher:
Springer International Publishing
Date of Addition:
Copyrighted By:
Springer International Publishing, Cham
Adult content:
No
Language:
English
Has Image Descriptions:
No
Categories:
Nonfiction, Business and Finance, Mathematics and Statistics
Submitted By:
Bookshare Staff
Usage Restrictions:
This is a copyrighted book.
Edited by:
M'hamed Eddahbi
Edited by:
El Hassan Essaky
Edited by:
Josep Vives

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