Life Insurance Theory, F. Etienne De Vylder

Автор: Duffie, Darrell
Название: Dynamic asset pricing theory
ISBN: 069109022X ISBN-13(EAN): 9780691090221
Издательство: Wiley
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Описание: Suitable for doctoral students and researchers, this book talks about the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. The asset pricing results are based on the three restrictive assumptions: absence of arbitrage, single-agent optimality, and equilibrium.

Автор: Foucault, Thierry
Название: Market Liquidity: Theory, Evidence, and Policy
ISBN: 0199936242 ISBN-13(EAN): 9780199936243
Издательство: Oxford Academ
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Описание: The way in which securities are traded is very different from the idealized picture of a frictionless and self-equilibrating market offered by the typical finance textbook. Market Liquidity offers a more accurate and authoritative take on liquidity and price discovery.

Автор: J. Fran?ois Outreville
Название: Theory and Practice of Insurance
ISBN: 079239996X ISBN-13(EAN): 9780792399964
Издательство: Springer
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Описание: Insurance is a concept, a technique, and an economic institution. The author emphasizes fundamental principles in risk and insurance, using an international frame of reference. This volume begins with an introduction to the concept of risk, then proceeds to cover insurance and its relationship to the economy;

Автор: Kriele, Marcus, Wolf, Jochen
Название: Value-Oriented Risk Management of Insurance Companies
ISBN: 1447163044 ISBN-13(EAN): 9781447163046
Издательство: Springer
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Описание: This interdisciplinary book explores both actuarial methods and methods pertaining to classical internal control and classical risk management. The text offers insight on risk capital, capital allocation, performance measurement and value-oriented management.

Автор: Straub
Название: Non-Life Insurance Mathematics
ISBN: 3540187871 ISBN-13(EAN): 9783540187875
Издательство: Springer
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Цена: 9357.00 р.
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Описание: The book gives a comprehensive overview of modern non-life actuarial science. It starts with a verbal description (i.e. without using mathematical formulae) of the main actuarial problems to be solved in non-life practice.

Then in an extensive second chapter all the mathematical tools needed to solve these problems are dealt with - now in mathematical notation. The rest of the book is devoted to the exact formulation of various problems and their possible solutions. Being a good mixture of practical problems and their actuarial solutions, the book addresses above all two types of readers: firstly students (of mathematics, probability and statistics, informatics, economics) having some mathematical knowledge, and secondly insurance practitioners who remember mathematics only from some distance.

Prerequisites are basic calculus and probability theory.

Автор: Joshi
Название: Introduction to Mathematical Portfolio Theory
ISBN: 1107042313 ISBN-13(EAN): 9781107042315
Издательство: Cambridge Academ
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Цена: 9029.00 р.
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Описание: A concise yet comprehensive guide to the mathematics of portfolio theory from a modelling perspective, with discussion of the assumptions, limitations and implementations of the models as well as the theory underlying them. Aimed at advanced undergraduates, this book can be used for self-study or as a course text.

Автор: Back, Kerry E.
Название: Asset Pricing and Portfolio Choice Theory
ISBN: 0190241144 ISBN-13(EAN): 9780190241148
Издательство: Oxford Academ
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Цена: 20988.00 р.
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Описание: This book is a textbook at the Ph.D. or Masters in Quantitative Finance level. It covers single-period, discrete-time, and continuous-time financial models. It provides introductions to many current research topics, and each chapter contains exercises.

Автор: B?lviken
Название: Computation and Modelling in Insurance and Finance
ISBN: 0521830486 ISBN-13(EAN): 9780521830485
Издательство: Cambridge Academ
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Цена: 18691.00 р.
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Описание: This practical introduction outlines methods for analysing actuarial and financial risk at a fairly elementary mathematical level suitable for graduate students, actuaries and other analysts in the industry who could use simulation as a problem solver. Numerous exercises with R-code illustrate the text.

Автор: F. Etienne De Vylder
Название: Life Insurance Theory
ISBN: 144195189X ISBN-13(EAN): 9781441951892
Издательство: Springer
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Цена: 21655.00 р.
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Описание: The whole life annuity a is the x x time-capital (1,0) + (1,1) + (1,2) + ... (**) In particular, the present value ofA 00 and a 00 is x x 0 0 2 A = ~ and a = 1 + v + v + ... In particular, the price ofA 00 and ax 00 is x 2 A = E(~) and a = E(I + v + v + ...

Автор: J. David Cummins; Richard A. Derrig
Название: Classical Insurance Solvency Theory
ISBN: 940107707X ISBN-13(EAN): 9789401077071
Издательство: Springer
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Описание: Proceedings of the First International Conference on Insurence Solvency

Автор: Marc Goovaerts; F. Etienne De Vylder; J. Haezendon
Название: Insurance and Risk Theory
ISBN: 9401085536 ISBN-13(EAN): 9789401085533
Издательство: Springer
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Цена: 41787.00 р.
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Описание: Proceedings of the NATO Advanced Study Institute, Maratea, Italy, 15-25 July, 1985.

Автор: Ohlsson
Название: Non-life insurance pricing with generalized linear models
ISBN: 3642107907 ISBN-13(EAN): 9783642107900
Издательство: Springer
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Цена: 6288.00 р.
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Описание: This book focuses on methods based on generalized linear models (GLMs) that have been found useful in actuarial practice and provides a set of tools for a tariff analysis. It presents the basic theory of GLMs as well as useful extensions.