| 书目名称 | Statistical Methods and Applications in Insurance and Finance |
| 副标题 | CIMPA School, Marrak |
| 编辑 | M‘hamed Eddahbi,El Hassan Essaky,Josep Vives |
| 视频video | |
| 概述 | Offers important insights into statistical estimation methods and applications.Updates readers on key aspects of risk management.Provides an up-to-date overview of quantitative finance and financial m |
| 丛书名称 | Springer Proceedings in Mathematics & Statistics |
| 图书封面 |  |
| 描述 | .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. . |
| 出版日期 | Conference proceedings 2016 |
| 关键词 | Quantitative Finance; Insurance; Risk management; Statistics; Financial modeling; Optimal control |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-319-30417-5 |
| isbn_softcover | 978-3-319-80804-8 |
| isbn_ebook | 978-3-319-30417-5Series ISSN 2194-1009 Series E-ISSN 2194-1017 |
| issn_series | 2194-1009 |
| copyright | Springer International Publishing Switzerland 2016 |
发表于 2025-3-21 16:34:30
