Cargando…
Statistical Methods and Applications in Insurance and Finance CIMPA School, Marrakech and Kelaat M'gouna, Morocco, April 2013 /
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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor Corporativo: | |
| Otros Autores: | , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cham :
Springer International Publishing : Imprint: Springer,
2016.
|
| Edición: | 1st ed. 2016. |
| Colección: | Springer Proceedings in Mathematics & Statistics,
158 |
| Temas: | |
| Acceso en línea: | Texto Completo |
MARC
| LEADER | 00000nam a22000005i 4500 | ||
|---|---|---|---|
| 001 | 978-3-319-30417-5 | ||
| 003 | DE-He213 | ||
| 005 | 20220117142154.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 160408s2016 sz | s |||| 0|eng d | ||
| 020 | |a 9783319304175 |9 978-3-319-30417-5 | ||
| 024 | 7 | |a 10.1007/978-3-319-30417-5 |2 doi | |
| 050 | 4 | |a H61.25 | |
| 072 | 7 | |a PBW |2 bicssc | |
| 072 | 7 | |a K |2 bicssc | |
| 072 | 7 | |a MAT003000 |2 bisacsh | |
| 072 | 7 | |a PBW |2 thema | |
| 072 | 7 | |a K |2 thema | |
| 082 | 0 | 4 | |a 519 |2 23 |
| 245 | 1 | 0 | |a Statistical Methods and Applications in Insurance and Finance |h [electronic resource] : |b CIMPA School, Marrakech and Kelaat M'gouna, Morocco, April 2013 / |c edited by M'hamed Eddahbi, El Hassan Essaky, Josep Vives. |
| 250 | |a 1st ed. 2016. | ||
| 264 | 1 | |a Cham : |b Springer International Publishing : |b Imprint: Springer, |c 2016. | |
| 300 | |a X, 225 p. 19 illus., 3 illus. in color. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 490 | 1 | |a Springer Proceedings in Mathematics & Statistics, |x 2194-1017 ; |v 158 | |
| 505 | 0 | |a 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 with jumps -- 9 E. H. Essaky and M. Hassani: BSDE Approach for Dynkin Game and American Game Option. | |
| 520 | |a 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. | ||
| 650 | 0 | |a Social sciences-Mathematics. | |
| 650 | 0 | |a Statistics . | |
| 650 | 0 | |a Financial risk management. | |
| 650 | 0 | |a Financial services industry. | |
| 650 | 1 | 4 | |a Mathematics in Business, Economics and Finance. |
| 650 | 2 | 4 | |a Statistics in Business, Management, Economics, Finance, Insurance. |
| 650 | 2 | 4 | |a Risk Management. |
| 650 | 2 | 4 | |a Financial Services. |
| 700 | 1 | |a Eddahbi, M'hamed. |e editor. |4 edt |4 http://id.loc.gov/vocabulary/relators/edt | |
| 700 | 1 | |a Essaky, El Hassan. |e editor. |4 edt |4 http://id.loc.gov/vocabulary/relators/edt | |
| 700 | 1 | |a Vives, Josep. |e editor. |4 edt |4 http://id.loc.gov/vocabulary/relators/edt | |
| 710 | 2 | |a SpringerLink (Online service) | |
| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9783319304168 |
| 776 | 0 | 8 | |i Printed edition: |z 9783319304182 |
| 776 | 0 | 8 | |i Printed edition: |z 9783319808048 |
| 830 | 0 | |a Springer Proceedings in Mathematics & Statistics, |x 2194-1017 ; |v 158 | |
| 856 | 4 | 0 | |u https://doi.uam.elogim.com/10.1007/978-3-319-30417-5 |z Texto Completo |
| 912 | |a ZDB-2-SMA | ||
| 912 | |a ZDB-2-SXMS | ||
| 950 | |a Mathematics and Statistics (SpringerNature-11649) | ||
| 950 | |a Mathematics and Statistics (R0) (SpringerNature-43713) | ||