Risk measures and insurance solvency benchmarks, Malinovskii, Vsevolod K.
Автор: Subhash C. Ray; Subal C. Kumbhakar; Pami Dua Название: Benchmarking for Performance Evaluation ISBN: 8132222520 ISBN-13(EAN): 9788132222521 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Benchmarking for Performance Evaluation
Название: A Benchmark Approach to Quantitative Finance ISBN: 3642065651 ISBN-13(EAN): 9783642065651 Издательство: Springer Рейтинг: Цена: 9776.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A framework for financial market modeling, the benchmark approach extends beyond standard risk neutral pricing theory.
Название: Solvency ii in the insurance industry ISBN: 3319770594 ISBN-13(EAN): 9783319770598 Издательство: Springer Рейтинг: Цена: 22359.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
This book illustrates the EU-wide Solvency II framework for the insurance industry, which was implemented on January 1, 2016, after a long project phase. Analogous to the system for banks, it is based on three pillars and the authors analyze the complete framework pillar by pillar with a consistent data model for a non-life insurer, which was developed by the Research Group Financial & Actuarial Risk Management (FaRis) at the Institute for Insurance Studies of the TH K?ln - University of Applied Sciences. The book leverages the long-standing and close cooperation between the University of Limerick (Ireland) and the Institute for Insurance Studies at TH K?ln - University of Applied Sciences (Germany).
Автор: Subhash C. Ray; Subal C. Kumbhakar; Pami Dua Название: Benchmarking for Performance Evaluation ISBN: 8132235290 ISBN-13(EAN): 9788132235293 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Introduction - Ray, Subhash; Kumbhakar, Subal & Dua, Pami.- Chapter 1. Estimation of Technical Inefficiency in Production Frontier Models Using Cross-Sectional Data by Kumbhakar, Subal C. & Wang, Hung-Jen.- Chapter 2. Data Envelopment Analysis for Performance Evaluation: A Child's Guide by Ray, Subhash C. & Chen, Lei.- Chapter 3. An Introduction to CNLS and StoNED Methods for Efficiency Analysis: Economic Insights and Computational Aspects by Johnson, Andrew L. and Kuosmanen, Timo.- Chapter 4. Dynamic Efficiency Measurement by F rsund, Finn R.- Chapter 5. Efficiency Measures for Industrial Organization by Ten Raa, Thijs.- Chapter 6. Multiplicative and Additive Distance Functions: Efficiency Measures and Duality by Pastor, Jesus T. & Aparicio, Juan.
Автор: Stephen Campbell; Achim Ilchmann; Volker Mehrmann; Название: Applications of Differential-Algebraic Equations: Examples and Benchmarks ISBN: 3030037177 ISBN-13(EAN): 9783030037178 Издательство: Springer Рейтинг: Цена: 11179.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume encompasses prototypical, innovative and emerging examples and benchmarks of Differential-Algebraic Equations (DAEs) and their applications, such as electrical networks, chemical reactors, multibody systems, and multiphysics models, to name but a few. Each article begins with an exposition of modelling, explaining whether the model is prototypical and for which applications it is used. This is followed by a mathematical analysis, and if appropriate, a discussion of the numerical aspects including simulation. Additionally, benchmark examples are included throughout the text.Mathematicians, engineers, and other scientists, working in both academia and industry either on differential-algebraic equations and systems or on problems where the tools and insight provided by differential-algebraic equations could be useful, would find this book resourceful.
Автор: Wьthrich Mario V., Merz Michael Название: Financial Modeling, Actuarial Valuation and Solvency in Insurance ISBN: 3642432964 ISBN-13(EAN): 9783642432965 Издательство: Springer Рейтинг: Цена: 12577.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Currently, there are many new developments in this area in the financial and insurance industry (Basel III and Solvency II), but none of these developments provides a fully consistent and comprehensive framework for the analysis of solvency questions.
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