Statistical Methods and Applications in Insurance and Finance (eBook, PDF)

CIMPA School, Marrakech and Kelaat M'gouna, Morocco, April 2013
Redaktion: Eddahbi, M'Hamed; Vives, Josep; Essaky, El Hassan

• Format: PDF

Produktbeschreibung

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 modeling

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Produktdetails

• Verlag: Springer International Publishing
• Seitenzahl: 225
• Erscheinungstermin: 8. April 2016
• Englisch
• ISBN-13: 9783319304175
• Artikelnr.: 44883612

Inhaltsangabe

1 Frederi Viens: A didactic introduction to risk management via hedging in discrete and continuous time.- 2 M'hamed Eddahbi and Sidi Mohamed Lalaoui Ben Cherif: Sensitivity analysis for time-inhomogeneous L´evy process: A Malliavin calculus approach and numeric.- 3 Nicolas Privault and Dichuan Yang: Variance-GGC asset price models and their sensitivity analysis.- 4 Josep Vives: Decomposition of the pricing formula for stochastic volatility models based on Malliavin-Skorohod type calculus.- 5 Boualem Djehiche: Statistical estimation techniques in life and disability insurance -A short overview.- 6 AbdulRahman Al-Hussein: Necessary and sufficient conditions of optimal control for infinite dimensional SDEs.- 7 AbdulRahman Al-Hussein and Boulakhras Gherbal: Sufficient conditions of optimality for forward-backward doubly SDEs with jumps.- 8 Mohsine Benabdallah, Siham Bouhadou, Youssef Ouknine: On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations withjumps.- 9 E. H. Essaky and M. Hassani: BSDE Approach for Dynkin Game and American Game Option.

Rezensionen

"The book will be equally attractive to graduate students, practitioners and researchers in the vast fields insurance and finance. ... the book has a good collection of research work on important and interesting topics in insurance and finance. Researchers and professionals looking to learn more in insurance, finance and related areas would benefit from papers collected in this book. The content in most of these chapters has proved to be an enjoyable read ... ." (S. Ejaz Ahmed, Technometrics, Vol. 58, November, 2016)