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Books > Business & Economics > Finance & accounting > Finance > Insurance
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Risk And Stochastics: Ragnar Norberg (Hardcover)
Loot Price: R3,079
Discovery Miles 30 790
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Risk And Stochastics: Ragnar Norberg (Hardcover)
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with an autobiography from Ragnar NorbergThe Risk and Stochastics
Conference, held at the Royal Statistical Society in April 2015,
brought together academics from the worlds of actuarial science,
stochastic calculus, finance and statistics to celebrate the
achievements of Professor Ragnar Norberg as he turned 70. After the
conference, Ragnar Norberg suddenly fell very ill and passed away;
this book honours his life and work.This collection of articles is
written by speakers of the conference, themselves respected
academics who have influenced and been influenced by the life and
work of Professor Norberg. His professional and academic
achievements are celebrated here, most significantly the
instrumental work he put into setting up the world-renowned Risk
and Stochastics Enterprise at the London School of Economics (LSE).
Subjects covered include discussion of risk measurements, ruin
constraint, supporting stable pensions, filtration in discrete
time, Riesz means and Beurling moving averages and orthonormal
polynomial expansions. Also featured are notes from contributors
giving account of their personal relations with Professor Norberg,
as well as an autobiographical chapter from the man himself.Aimed
at graduate level students and researchers interested in the life
and work of Ragnar Norberg, this book provides a unique opportunity
to reflect on and understand key findings and ground-breaking
research in modern actuarial and financial mathematics and their
interface, while giving intimate insights into the life of a
leading academic mind.
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