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Título : Statistical Analysis of Extreme Values : with Applications to Insurance, Finance, Hydrology and Other Fields Tipo de documento: documento electrónico Autores: Reiss, Rolf-Dieter ; SpringerLink (Online service) ; Thomas, Michael Editorial: Basel : Birkhäuser Basel Fecha de publicación: 2007 Número de páginas: XVIII, 512 p Il.: online resource ISBN/ISSN/DL: 978-3-7643-7399-3 Idioma : Inglés (eng) Palabras clave: Mathematics Probabilities Statistics Econometrics Probability Theory and Stochastic Processes Statistical Methods Computing/Statistics Programs for Business/Economics/Mathematical Finance/Insurance Clasificación: 51 Matemáticas Resumen: The statistical analysis of extreme data is important for various disciplines, including hydrology, insurance, finance, engineering and environmental sciences. This book provides a self-contained introduction to the parametric modeling, exploratory analysis and statistical interference for extreme values. The entire text of this third edition has been thoroughly updated and rearranged to meet the new requirements. Additional sections and chapters, elaborated on more than 100 pages, are particularly concerned with topics like dependencies, the conditional analysis and the multivariate modeling of extreme data. Parts I–III about the basic extreme value methodology remain unchanged to some larger extent, yet notable are, e.g., the new sections about "An Overview of Reduced-Bias Estimation" (co-authored by M.I. Gomes), "The Spectral Decomposition Methodology", and "About Tail Independence" (co-authored by M. Frick), and the new chapter about "Extreme Value Statistics of Dependent Random Variables" (co-authored by H. Drees). Other new topics, e.g., a chapter about "Environmental Sciences", (co--authored by R.W. Katz), are collected within Parts IV–VI Nota de contenido: Modeling and Data Analysis -- Parametric Modeling -- Diagnostic Tools -- Statistical Inference in Parametric Models -- An Introduction to Parametric Inference -- Extreme Value Models -- Generalized Pareto Models -- Advanced Statistical Analysis -- Statistics of Dependent Variables -- Conditional Extremal Analysis -- Statistical Models for Exceedance Processes -- Elements of Multivariate Statistical Analysis -- Basic Multivariate Concepts and Visualization -- Elliptical and Related Distributions -- Multivariate Maxima -- Multivariate Peaks Over Threshold -- Topics in Hydrology and Environmental Sciences -- Flood Frequency Analysis -- Environmental Sciences -- Topics in Finance and Insurance -- Extreme Returns in Asset Prices -- The Impact of Large Claims on Actuarial Decisions -- Topics in Material and Life Sciences -- Material Sciences -- Life Science En línea: http://dx.doi.org/10.1007/978-3-7643-7399-3 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34672 Statistical Analysis of Extreme Values : with Applications to Insurance, Finance, Hydrology and Other Fields [documento electrónico] / Reiss, Rolf-Dieter ; SpringerLink (Online service) ; Thomas, Michael . - Basel : Birkhäuser Basel, 2007 . - XVIII, 512 p : online resource.
ISBN : 978-3-7643-7399-3
Idioma : Inglés (eng)
Palabras clave: Mathematics Probabilities Statistics Econometrics Probability Theory and Stochastic Processes Statistical Methods Computing/Statistics Programs for Business/Economics/Mathematical Finance/Insurance Clasificación: 51 Matemáticas Resumen: The statistical analysis of extreme data is important for various disciplines, including hydrology, insurance, finance, engineering and environmental sciences. This book provides a self-contained introduction to the parametric modeling, exploratory analysis and statistical interference for extreme values. The entire text of this third edition has been thoroughly updated and rearranged to meet the new requirements. Additional sections and chapters, elaborated on more than 100 pages, are particularly concerned with topics like dependencies, the conditional analysis and the multivariate modeling of extreme data. Parts I–III about the basic extreme value methodology remain unchanged to some larger extent, yet notable are, e.g., the new sections about "An Overview of Reduced-Bias Estimation" (co-authored by M.I. Gomes), "The Spectral Decomposition Methodology", and "About Tail Independence" (co-authored by M. Frick), and the new chapter about "Extreme Value Statistics of Dependent Random Variables" (co-authored by H. Drees). Other new topics, e.g., a chapter about "Environmental Sciences", (co--authored by R.W. Katz), are collected within Parts IV–VI Nota de contenido: Modeling and Data Analysis -- Parametric Modeling -- Diagnostic Tools -- Statistical Inference in Parametric Models -- An Introduction to Parametric Inference -- Extreme Value Models -- Generalized Pareto Models -- Advanced Statistical Analysis -- Statistics of Dependent Variables -- Conditional Extremal Analysis -- Statistical Models for Exceedance Processes -- Elements of Multivariate Statistical Analysis -- Basic Multivariate Concepts and Visualization -- Elliptical and Related Distributions -- Multivariate Maxima -- Multivariate Peaks Over Threshold -- Topics in Hydrology and Environmental Sciences -- Flood Frequency Analysis -- Environmental Sciences -- Topics in Finance and Insurance -- Extreme Returns in Asset Prices -- The Impact of Large Claims on Actuarial Decisions -- Topics in Material and Life Sciences -- Material Sciences -- Life Science En línea: http://dx.doi.org/10.1007/978-3-7643-7399-3 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34672 Ejemplares
Signatura Medio Ubicación Sub-localización Sección Estado ningún ejemplar Statistical Tools for Finance and Insurance / SpringerLink (Online service) ; Pavel Cížek ; Härdle, Wolfgang Karl ; Weron, Rafal (2011)
Título : Statistical Tools for Finance and Insurance Tipo de documento: documento electrónico Autores: SpringerLink (Online service) ; Pavel Cížek ; Härdle, Wolfgang Karl ; Weron, Rafal Editorial: Berlin, Heidelberg : Springer Berlin Heidelberg Fecha de publicación: 2011 Número de páginas: IV, 420 p. 8 illus. in color Il.: online resource ISBN/ISSN/DL: 978-3-642-18062-0 Idioma : Inglés (eng) Palabras clave: Statistics Economics, Mathematical for Business/Economics/Mathematical Finance/Insurance Quantitative Finance Clasificación: 51 Matemáticas Resumen: Statistical Tools for Finance and Insurance presents ready-to-use solutions, theoretical developments and method construction for many practical problems in quantitative finance and insurance. Written by practitioners and leading academics in the field, this book offers a unique combination of topics from which every market analyst and risk manager will benefit. Features of the significantly enlarged and revised second edition: Offers insight into new methods and the applicability of the stochastic technology Provides the tools, instruments and (online) algorithms for recent techniques in quantitative finance and modern treatments in insurance calculations Covers topics such as - expected shortfall for heavy tailed and mixture distributions* - pricing of variance swaps* - volatility smile calibration in FX markets - pricing of catastrophe bonds and temperature derivatives* - building loss models and ruin probability approximation - insurance pricing with GLM* - equity linked retirement plans*(new topics in the second edition marked with*) Presents extensive examples Nota de contenido: I Finance: Models for heavy-tailed asset returns (Szymon Borak, Adam Misiorek, and Rafa l Weron) -- Expected shortfall (Simon A. Broda and Marc S. Paolella) -- Modelling conditional heteroscedasticity in nonstationary series (Pavel Cížek) -- FX smile in the Heston model (Agnieszka Janek, Tino Kluge, Rafal Weron, and Uwe Wystup) -- Pricing of Asian temperature risk (Fred Espen Benth, Wolfgang Karl Härdle, and Brenda Lopez Cabrera).- Variance swaps (Wolfgang Karl Härdle and Elena Silyakova) -- Learning machines to help predict bankruptcy (Wolfgang Karl Härdle, Linda Hoffmann, and Rouslan Moro) -- Distance matrix method for network structure analysis (Janusz Mískiewicz) -- II Insurance: Building loss models (Krzysztof Burnecki, Joanna Janczura, and Rafal Weron) -- Ruin probability in finite time (Krzysztof Burnecki and Marek Teuerle) -- Property and casualty insurance pricing with GLMs (Jan Iwanik) -- Pricing of catastrophe bonds (Krzysztof Burnecki, Grzegorz Kukla, and David Taylor) -- Return distributions of equity-linked retirement plans (Nils Detering, Andreas Weber, and Uwe Wystup) -- Index En línea: http://dx.doi.org/10.1007/978-3-642-18062-0 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=33409 Statistical Tools for Finance and Insurance [documento electrónico] / SpringerLink (Online service) ; Pavel Cížek ; Härdle, Wolfgang Karl ; Weron, Rafal . - Berlin, Heidelberg : Springer Berlin Heidelberg, 2011 . - IV, 420 p. 8 illus. in color : online resource.
ISBN : 978-3-642-18062-0
Idioma : Inglés (eng)
Palabras clave: Statistics Economics, Mathematical for Business/Economics/Mathematical Finance/Insurance Quantitative Finance Clasificación: 51 Matemáticas Resumen: Statistical Tools for Finance and Insurance presents ready-to-use solutions, theoretical developments and method construction for many practical problems in quantitative finance and insurance. Written by practitioners and leading academics in the field, this book offers a unique combination of topics from which every market analyst and risk manager will benefit. Features of the significantly enlarged and revised second edition: Offers insight into new methods and the applicability of the stochastic technology Provides the tools, instruments and (online) algorithms for recent techniques in quantitative finance and modern treatments in insurance calculations Covers topics such as - expected shortfall for heavy tailed and mixture distributions* - pricing of variance swaps* - volatility smile calibration in FX markets - pricing of catastrophe bonds and temperature derivatives* - building loss models and ruin probability approximation - insurance pricing with GLM* - equity linked retirement plans*(new topics in the second edition marked with*) Presents extensive examples Nota de contenido: I Finance: Models for heavy-tailed asset returns (Szymon Borak, Adam Misiorek, and Rafa l Weron) -- Expected shortfall (Simon A. Broda and Marc S. Paolella) -- Modelling conditional heteroscedasticity in nonstationary series (Pavel Cížek) -- FX smile in the Heston model (Agnieszka Janek, Tino Kluge, Rafal Weron, and Uwe Wystup) -- Pricing of Asian temperature risk (Fred Espen Benth, Wolfgang Karl Härdle, and Brenda Lopez Cabrera).- Variance swaps (Wolfgang Karl Härdle and Elena Silyakova) -- Learning machines to help predict bankruptcy (Wolfgang Karl Härdle, Linda Hoffmann, and Rouslan Moro) -- Distance matrix method for network structure analysis (Janusz Mískiewicz) -- II Insurance: Building loss models (Krzysztof Burnecki, Joanna Janczura, and Rafal Weron) -- Ruin probability in finite time (Krzysztof Burnecki and Marek Teuerle) -- Property and casualty insurance pricing with GLMs (Jan Iwanik) -- Pricing of catastrophe bonds (Krzysztof Burnecki, Grzegorz Kukla, and David Taylor) -- Return distributions of equity-linked retirement plans (Nils Detering, Andreas Weber, and Uwe Wystup) -- Index En línea: http://dx.doi.org/10.1007/978-3-642-18062-0 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=33409 Ejemplares
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Título : Statistical Tools for Finance and Insurance Tipo de documento: documento electrónico Autores: Pavel Cížek ; SpringerLink (Online service) ; Weron, Rafal ; Härdle, Wolfgang Editorial: Berlin, Heidelberg : Springer Berlin Heidelberg Fecha de publicación: 2005 Número de páginas: IV, 518 p Il.: online resource ISBN/ISSN/DL: 978-3-540-27395-0 Idioma : Inglés (eng) Palabras clave: Statistics Economics, Mathematical for Business/Economics/Mathematical Finance/Insurance Quantitative Finance Clasificación: 51 Matemáticas Resumen: Statistical Tools in Finance and Insurance presents ready-to-use solutions, theoretical developments and method construction for many practical problems in quantitative finance and insurance. Written by practitioners and leading academics in the field of quantitative finance and insurance, this book offers a unique combination of topics from which every market analyst and risk manager will benefit. Features of the book: - Offers insight into new methods and the applicability of the stochastic technology - Provides the tools, instruments and (online) algorithms for recent techniques in quantitative finance and modern treatments in insurance calculations. - Covers topics such as heavy tailed distributions, implied trinomial trees, pricing of CAT bonds, simulation of risk processes and ruin probability approximation - Presents extensive examples - The downloadable electronic edition of the book offers interactive tools "This book presents modern tools for quantitative analysis in finance and insurance. It provides a smooth introduction into advanced techniques applicable to a wide range of practical problems. The fact that all examples can be reproduced by the XploRe Quantlet Server technique makes it a "sure buy" for both practioners and theoretical analysts." Prof. Dr. Helmut Gründl, Dr. Wolfgang Schieren Chair for Insurance and Risk Management, sponsored by Allianz AG and Stifterverband für die Deutsche Wissenschaft Nota de contenido: Finance -- Stable Distributions -- Extreme Value Analysis and Copulas -- Tail Dependence -- Pricing of Catastrophe Bonds -- Common Functional Implied Volatility Analysis -- Implied Trinomial Trees -- Heston's Model and the Smile -- FFT-based Option Pricing -- Valuation of Mortgage Backed Securities: from Optimality to Reality -- Predicting Bankruptcy with Support Vector Machines -- Econometric and Fuzzy Modelling of Indonesian Money Demand -- Nonparametric Productivity Analysis -- Insurance -- Loss Distributions -- Modeling of the Risk Process -- Ruin Probabilities in Finite and Infinite Time -- Stable Diffusion Approximation of the Risk Process -- Risk Model of Good and Bad Periods -- Premiums in the Individual and Collective Risk Models -- Pure Risk Premiums under Deductibles -- Premiums, Investments, and Reinsurance -- General -- Working with the XQC En línea: http://dx.doi.org/10.1007/b139025 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35279 Statistical Tools for Finance and Insurance [documento electrónico] / Pavel Cížek ; SpringerLink (Online service) ; Weron, Rafal ; Härdle, Wolfgang . - Berlin, Heidelberg : Springer Berlin Heidelberg, 2005 . - IV, 518 p : online resource.
ISBN : 978-3-540-27395-0
Idioma : Inglés (eng)
Palabras clave: Statistics Economics, Mathematical for Business/Economics/Mathematical Finance/Insurance Quantitative Finance Clasificación: 51 Matemáticas Resumen: Statistical Tools in Finance and Insurance presents ready-to-use solutions, theoretical developments and method construction for many practical problems in quantitative finance and insurance. Written by practitioners and leading academics in the field of quantitative finance and insurance, this book offers a unique combination of topics from which every market analyst and risk manager will benefit. Features of the book: - Offers insight into new methods and the applicability of the stochastic technology - Provides the tools, instruments and (online) algorithms for recent techniques in quantitative finance and modern treatments in insurance calculations. - Covers topics such as heavy tailed distributions, implied trinomial trees, pricing of CAT bonds, simulation of risk processes and ruin probability approximation - Presents extensive examples - The downloadable electronic edition of the book offers interactive tools "This book presents modern tools for quantitative analysis in finance and insurance. It provides a smooth introduction into advanced techniques applicable to a wide range of practical problems. The fact that all examples can be reproduced by the XploRe Quantlet Server technique makes it a "sure buy" for both practioners and theoretical analysts." Prof. Dr. Helmut Gründl, Dr. Wolfgang Schieren Chair for Insurance and Risk Management, sponsored by Allianz AG and Stifterverband für die Deutsche Wissenschaft Nota de contenido: Finance -- Stable Distributions -- Extreme Value Analysis and Copulas -- Tail Dependence -- Pricing of Catastrophe Bonds -- Common Functional Implied Volatility Analysis -- Implied Trinomial Trees -- Heston's Model and the Smile -- FFT-based Option Pricing -- Valuation of Mortgage Backed Securities: from Optimality to Reality -- Predicting Bankruptcy with Support Vector Machines -- Econometric and Fuzzy Modelling of Indonesian Money Demand -- Nonparametric Productivity Analysis -- Insurance -- Loss Distributions -- Modeling of the Risk Process -- Ruin Probabilities in Finite and Infinite Time -- Stable Diffusion Approximation of the Risk Process -- Risk Model of Good and Bad Periods -- Premiums in the Individual and Collective Risk Models -- Pure Risk Premiums under Deductibles -- Premiums, Investments, and Reinsurance -- General -- Working with the XQC En línea: http://dx.doi.org/10.1007/b139025 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35279 Ejemplares
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Título : Advanced Mathematical Methods for Finance Tipo de documento: documento electrónico Autores: SpringerLink (Online service) ; Di Nunno, Giulia ; Øksendal, Bernt Editorial: Berlin, Heidelberg : Springer Berlin Heidelberg Fecha de publicación: 2011 Número de páginas: VIII, 536 p Il.: online resource ISBN/ISSN/DL: 978-3-642-18412-3 Idioma : Inglés (eng) Palabras clave: Mathematics Economics, Mathematical Probabilities Sociophysics Econophysics Statistics Macroeconomics Quantitative Finance Probability Theory and Stochastic Processes Macroeconomics/Monetary Economics//Financial Economics Socio- Econophysics, Population Evolutionary Models for Business/Economics/Mathematical Finance/Insurance Clasificación: 51 Matemáticas Resumen: This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Lévy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced at various levels. The chosen blend of topics gives an overview of the frontiers of mathematics for finance. New results, new methods and new models are all introduced in different forms according to the subject. Additionally, the existing literature on the topic is reviewed. The diversity of the topics makes the book suitable for graduate students, researchers and practitioners in the areas of financial modeling and quantitative finance. The chapters will also be of interest to experts in the financial market interested in new methods and products. This volume presents the results of the European ESF research networking program Advanced Mathematical Methods for Finance Nota de contenido: Dynamic risk measures -- Ambit processes and stochastic partial differential equations -- Fractional processes as models in stochastic finance -- Credit contagion in a long range dependent macroeconomic factor model -- Modeling information flows in financial markets -- An overview of comonotonicity and its applications in finance and insurance -- A general maximum principle for anticipative stochastic control and applications to insider trading -- Analyticity of the Wiener-Hopf factors and valuation of exotic options in Levy models -- Optimal liquidation of a pairs trade -- A PDE-based approach or pricing mortgage-backed securities -- Nonparametric methods for volatility density estimation -- Fractional smoothness and applications in finance -- Liquidity models in continuous and discrete times -- Some new BSDE results for an infinite-horizon stochastic control problem -- Functionals associated with gradient stochastic flows and nonlinear SPDEs -- Fractional smoothness and applications in Finance modeled by F-doubly stochastic Markov chains -- Exotic derivatives under stochastic volatility models with jumps -- Asymptotics of HARA utility from terminal wealth under proportional transaction costs with decision lag or execution delay and obligatory diversification En línea: http://dx.doi.org/10.1007/978-3-642-18412-3 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=33413 Advanced Mathematical Methods for Finance [documento electrónico] / SpringerLink (Online service) ; Di Nunno, Giulia ; Øksendal, Bernt . - Berlin, Heidelberg : Springer Berlin Heidelberg, 2011 . - VIII, 536 p : online resource.
ISBN : 978-3-642-18412-3
Idioma : Inglés (eng)
Palabras clave: Mathematics Economics, Mathematical Probabilities Sociophysics Econophysics Statistics Macroeconomics Quantitative Finance Probability Theory and Stochastic Processes Macroeconomics/Monetary Economics//Financial Economics Socio- Econophysics, Population Evolutionary Models for Business/Economics/Mathematical Finance/Insurance Clasificación: 51 Matemáticas Resumen: This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Lévy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced at various levels. The chosen blend of topics gives an overview of the frontiers of mathematics for finance. New results, new methods and new models are all introduced in different forms according to the subject. Additionally, the existing literature on the topic is reviewed. The diversity of the topics makes the book suitable for graduate students, researchers and practitioners in the areas of financial modeling and quantitative finance. The chapters will also be of interest to experts in the financial market interested in new methods and products. This volume presents the results of the European ESF research networking program Advanced Mathematical Methods for Finance Nota de contenido: Dynamic risk measures -- Ambit processes and stochastic partial differential equations -- Fractional processes as models in stochastic finance -- Credit contagion in a long range dependent macroeconomic factor model -- Modeling information flows in financial markets -- An overview of comonotonicity and its applications in finance and insurance -- A general maximum principle for anticipative stochastic control and applications to insider trading -- Analyticity of the Wiener-Hopf factors and valuation of exotic options in Levy models -- Optimal liquidation of a pairs trade -- A PDE-based approach or pricing mortgage-backed securities -- Nonparametric methods for volatility density estimation -- Fractional smoothness and applications in finance -- Liquidity models in continuous and discrete times -- Some new BSDE results for an infinite-horizon stochastic control problem -- Functionals associated with gradient stochastic flows and nonlinear SPDEs -- Fractional smoothness and applications in Finance modeled by F-doubly stochastic Markov chains -- Exotic derivatives under stochastic volatility models with jumps -- Asymptotics of HARA utility from terminal wealth under proportional transaction costs with decision lag or execution delay and obligatory diversification En línea: http://dx.doi.org/10.1007/978-3-642-18412-3 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=33413 Ejemplares
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Título : Introduction to Insurance Mathematics : Technical and Financial Features of Risk Transfers Tipo de documento: documento electrónico Autores: Olivieri, Annamaria ; SpringerLink (Online service) ; Pitacco, Ermanno Editorial: Berlin, Heidelberg : Springer Berlin Heidelberg Fecha de publicación: 2011 Número de páginas: XV, 475 p. 180 illus Il.: online resource ISBN/ISSN/DL: 978-3-642-16029-5 Idioma : Inglés (eng) Palabras clave: Mathematics Finance Game theory Statistics Theory, Economics, Social and Behav. Sciences Finance, general for Business/Economics/Mathematical Finance/Insurance Clasificación: 51 Matemáticas Resumen: The book aims at presenting technical and financial features of life insurance, non-life insurance, pension plans. The book has been planned assuming non-actuarial readers as its “natural” target, namely - advanced undergraduate and graduate students in Economics, Business and Finance; - professionals and technicians operating in Insurance and pension areas, whose job may regard investments, risk analysis, financial reporting, etc, and hence implies a communication with actuarial professionals and managers. Given the assumed target, the book focuses on technical and financial aspects of insurance, however avoiding the use of complex mathematical tools. In this sense, the book can be placed at some “midpoint” of the existing literature, part of which adopts more formal approaches to insurance problems implying the use of non-elementary mathematics, whereas another part addresses practical questions totally avoiding even simple mathematical tools (which, in our opinion, can conversely provide effective tools for presenting technical and financial features of the insurance business) Nota de contenido: Risks and insurance -- Managing a portfolio of risks -- Life insurance: modelling the lifetime -- Life insurance: pricing -- Life insurance: reserving -- Reserves and profits in a life insurance portfolio -- Finance in life insurance: linking benefits to the investment performance -- Pension plans: technical and financial perspectives -- Non-life insurance: pricing and reserving En línea: http://dx.doi.org/10.1007/978-3-642-16029-5 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=33387 Introduction to Insurance Mathematics : Technical and Financial Features of Risk Transfers [documento electrónico] / Olivieri, Annamaria ; SpringerLink (Online service) ; Pitacco, Ermanno . - Berlin, Heidelberg : Springer Berlin Heidelberg, 2011 . - XV, 475 p. 180 illus : online resource.
ISBN : 978-3-642-16029-5
Idioma : Inglés (eng)
Palabras clave: Mathematics Finance Game theory Statistics Theory, Economics, Social and Behav. Sciences Finance, general for Business/Economics/Mathematical Finance/Insurance Clasificación: 51 Matemáticas Resumen: The book aims at presenting technical and financial features of life insurance, non-life insurance, pension plans. The book has been planned assuming non-actuarial readers as its “natural” target, namely - advanced undergraduate and graduate students in Economics, Business and Finance; - professionals and technicians operating in Insurance and pension areas, whose job may regard investments, risk analysis, financial reporting, etc, and hence implies a communication with actuarial professionals and managers. Given the assumed target, the book focuses on technical and financial aspects of insurance, however avoiding the use of complex mathematical tools. In this sense, the book can be placed at some “midpoint” of the existing literature, part of which adopts more formal approaches to insurance problems implying the use of non-elementary mathematics, whereas another part addresses practical questions totally avoiding even simple mathematical tools (which, in our opinion, can conversely provide effective tools for presenting technical and financial features of the insurance business) Nota de contenido: Risks and insurance -- Managing a portfolio of risks -- Life insurance: modelling the lifetime -- Life insurance: pricing -- Life insurance: reserving -- Reserves and profits in a life insurance portfolio -- Finance in life insurance: linking benefits to the investment performance -- Pension plans: technical and financial perspectives -- Non-life insurance: pricing and reserving En línea: http://dx.doi.org/10.1007/978-3-642-16029-5 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=33387 Ejemplares
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