Statistical Methods and Applications in Insurance and Finance - CIMPA School, Marrakech and Kelaat M'gouna, Morocco, April 2013 (Paperback, Softcover reprint of the original 1st ed. 2016)

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.

General

Imprint:	Springer International Publishing AG
Country of origin:	Switzerland
Series:	Springer Proceedings in Mathematics & Statistics, 158
Release date:	April 2018
First published:	2016
Editors:	M'hamed Eddahbi • El Hassan Essaky • Josep Vives
Dimensions:	235 x 155 x 13mm (L x W x T)
Format:	Paperback
Pages:	225
Edition:	Softcover reprint of the original 1st ed. 2016
ISBN-13:	978-3-319-80804-8
Categories:	Books > Business & Economics > Economics > Econometrics > Economic statistics Books > Science & Mathematics > Mathematics > Algebra > General Books > Science & Mathematics > Mathematics > Applied mathematics > General Books > Business & Economics > Finance & accounting > Finance > Insurance > General Books > Money & Finance > Insurance > General
LSN:	3-319-80804-4
Barcode:	9783319808048

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