Surplus Analysis of Sparre Andersen Insurance Risk Processes, Gordon E. Willmot; Jae-Kyung Woo
Автор: Lochhead Название: Valuation and Surplus ISBN: 1316509710 ISBN-13(EAN): 9781316509715 Издательство: Cambridge Academ Рейтинг: Цена: 2851.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Originally published in 1932, as part of the Institute of Actuaries Students` Society`s Consolidation of Reading Series, this book was written to provide actuarial students with a guide `to bridging the gap between the strict mathematics of life contingencies and the severely practical problems of Life Office Valuations`.
Автор: Melnikov, Alexander Название: Risk Analysis in Finance and Insurance ISBN: 0367382865 ISBN-13(EAN): 9780367382865 Издательство: Taylor&Francis Рейтинг: Цена: 9798.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Risk Analysis in Finance and Insurance, Second Edition presents an accessible yet comprehensive introduction to the main concepts and methods that transform risk management into a quantitative science. Taking into account the interdisciplinary nature of risk analysis, the author discusses many important ideas from mathematics, finance, and actuarial science in a simplified manner. He explores the interconnections among these disciplines and encourages readers toward further study of the subject. This edition continues to study risks associated with financial and insurance contracts, using an approach that estimates the value of future payments based on current financial, insurance, and other information.
New to the Second Edition
Expanded section on the foundations of probability and stochastic analysis
Coverage of new topics, including financial markets with stochastic volatility, risk measures, risk-adjusted performance measures, and equity-linked insurance
More worked examples and problems
Reorganized and expanded, this updated book illustrates how to use quantitative methods of stochastic analysis in modern financial mathematics. These methods can be naturally extended and applied in actuarial science, thus leading to unified methods of risk analysis and management.
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