Titlebook: Statistical Methods and Applications in Insurance and Finance; CIMPA School, Marrak M‘hamed Eddahbi,El Hassan Essaky,Josep Vives Conference

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Springer Proceedings in Mathematics & Statisticshttp://image.papertrans.cn/s/image/876507.jpg

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https://doi.org/10.1007/978-3-319-30417-5Quantitative Finance; Insurance; Risk management; Statistics; Financial modeling; Optimal control

彻底明白

Vaginismus

UTTER

Necessary and Sufficient Conditions of Optimalcontrol for Infinite Dimensional SDEs by an infinite dimensional martingale is established. The solution of this equation takes its values in a separable Hilbert space and the control domain need not be convex when studying optimality necessary conditions. The result is obtained by using the adjoint backward stochastic differential equation.

Inflamed

Conference proceedings 2016Morocco) 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 Djehic

Gratuitous

infarct

A Didactic Introduction to Risk Management via Hedging in Discrete and Continuous Timeale des sciences appliquées of the Université Cadi Ayyad in Marrakech, Morocco, and partially financed by the CIMPA (International Center for Pure and Applied Mathematics). The author expresses his gratitude to the CIMPA and the main organizers Profs. M’hamed Eddahbi, Khalifa Es-sebaiy, Youssef Oukn

SEMI

Sensitivity Analysis for Time-Inhomogeneous Lévy Process: A Malliavin Calculus Approach and Numerics process. This is a slight generalization of recent results of Fournié et al. (Finance Stochast 3(4):391–412, 1999 [.]), El-Khatib and Privault (Finance Stochast 8(2):161–179, 2004 [.]), Bally et al. (Ann Appl Probab 17(1):33–66, 2007 [.]), Davis and Johansson (Stochast Process Appl 116(1):101–129,

Antagonism

Variance-GGC Asset Price Models and Their Sensitivity Analysis(GGC). In particular we compute the basic characteristics and decomposition of the variance-GGC model, and we consider its sensitivity analysis based on the approach of Kawai and Kohatsu-Higa in Appl Math Finance 17(4):301–321, 2010 [.].