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Titlebook: Risk Management for Pension Funds; A Continuous Time Ap Francesco Menoncin Textbook 2021 Springer Nature Switzerland AG 2021 Asset Pricing.

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发表于 2025-3-21 16:26:37 | 显示全部楼层 |阅读模式
书目名称Risk Management for Pension Funds
副标题A Continuous Time Ap
编辑Francesco Menoncin
视频video
概述Provides a complete and consistent presentation of financial and actuarial risk.All theoretical models are coupled with numerical methods (R codes provided).Introduces the "Martingale Method" to solve
丛书名称EURO Advanced Tutorials on Operational Research
图书封面Titlebook: Risk Management for Pension Funds; A Continuous Time Ap Francesco Menoncin Textbook 2021 Springer Nature Switzerland AG 2021 Asset Pricing.
描述.This book presents a consistent and complete framework for studying the risk management of a pension fund. It gives the reader the opportunity to understand, replicate and widen the analysis. To this aim, the book provides all the tools for computing the optimal asset allocation in a dynamic framework where the financial horizon is stochastic (longevity risk) and the investor‘s wealth is not self-financed. This tutorial enables the reader to replicate all the results presented. The R codes are provided alongside the presentation of the theoretical framework. The book explains and discusses the problem of hedging longevity risk even in an incomplete market, though strong theoretical results about an incomplete framework are still lacking and the problem is still being discussed in most recent literature..
出版日期Textbook 2021
关键词Asset Pricing; Dynamic Optimization; Longevity Risk; Martingale Method; Optimal Asset Allocation; Optimal
版次1
doihttps://doi.org/10.1007/978-3-030-55528-3
isbn_softcover978-3-030-55530-6
isbn_ebook978-3-030-55528-3Series ISSN 2364-687X Series E-ISSN 2364-6888
issn_series 2364-687X
copyrightSpringer Nature Switzerland AG 2021
The information of publication is updating

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Francesco Menoncinassettes, and labels, should be readily accessible, free of gross contamination, and neatly arranged. Balances must be available that can accurately weigh specimens as large as livers and as smallas parathyroid glands. They must be calibrated on a routine basis, such as every six months. Telephones
发表于 2025-3-22 07:02:24 | 显示全部楼层
Francesco Menoncinassettes, and labels, should be readily accessible, free of gross contamination, and neatly arranged. Balances must be available that can accurately weigh specimens as large as livers and as smallas parathyroid glands. They must be calibrated on a routine basis, such as every six months. Telephones
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发表于 2025-3-22 16:05:49 | 显示全部楼层
Francesco Menoncinces. Several review articles with similar topics have previously been published, including the ones authored by Neu and Marshall,. Merritt,. and An and Friedman.. This chapter will not address the wealth of information on bacterial coaggregation, adherence of one type of microorganism to another, or
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发表于 2025-3-23 03:37:34 | 显示全部楼层
Francesco Menoncinoaddress this problem and to bring together design and process analysismethods in the core areas of batch process design. By combining thescience and pragmatism required in the development of successful batchprocesses this new book provides answers to real problems in anaccessible and concise way.Wr
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