Language:
English
繁體中文
Help
Login
Back
Switch To:
Labeled
|
MARC Mode
|
ISBD
Statistical Methods and Applications...
~
Vives, Josep.
Statistical Methods and Applications in Insurance and Finance = CIMPA School, Marrakech and Kelaat M’gouna, Morocco, April 2013 /
Record Type:
Language materials, printed : Monograph/item
Title/Author:
Statistical Methods and Applications in Insurance and Finance/ edited by M'hamed Eddahbi, El Hassan Essaky, Josep Vives.
Reminder of title:
CIMPA School, Marrakech and Kelaat M’gouna, Morocco, April 2013 /
other author:
Eddahbi, M'hamed.
Description:
X, 225 p. 19 illus., 3 illus. in color.online resource. :
Contained By:
Springer Nature eBook
Subject:
Economics, Mathematical . -
Online resource:
https://doi.org/10.1007/978-3-319-30417-5
ISBN:
9783319304175
Statistical Methods and Applications in Insurance and Finance = CIMPA School, Marrakech and Kelaat M’gouna, Morocco, April 2013 /
Statistical Methods and Applications in Insurance and Finance
CIMPA School, Marrakech and Kelaat M’gouna, Morocco, April 2013 /[electronic resource] :edited by M'hamed Eddahbi, El Hassan Essaky, Josep Vives. - 1st ed. 2016. - X, 225 p. 19 illus., 3 illus. in color.online resource. - Springer Proceedings in Mathematics & Statistics,1582194-1009 ;. - Springer Proceedings in Mathematics & Statistics,125.
1 Frederi Viens: A didactic introduction to risk management via hedging in discrete and continuous time -- 2 M’hamed Eddahbi and Sidi Mohamed Lalaoui Ben Cherif: Sensitivity analysis for time–inhomogeneous L´evy process: A Malliavin calculus approach and numeric -- 3 Nicolas Privault and Dichuan Yang: Variance-GGC asset price models and their sensitivity analysis -- 4 Josep Vives: Decomposition of the pricing formula for stochastic volatility models based on Malliavin-Skorohod type calculus -- 5 Boualem Djehiche: Statistical estimation techniques in life and disability insurance -A short overview -- 6 AbdulRahman Al-Hussein: Necessary and sufficient conditions of optimal control for infinite dimensional SDEs -- 7 AbdulRahman Al-Hussein and Boulakhras Gherbal: Sufficient conditions of optimality for forward-backward doubly SDEs with jumps -- 8 Mohsine Benabdallah, Siham Bouhadou, Youssef Ouknine: On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations with jumps -- 9 E. H. Essaky and M. Hassani: BSDE Approach for Dynkin Game and American Game Option.
This book is the outcome of the CIMPA School on Statistical Methods and Applications in Insurance and Finance, held in Marrakech and Kelaat M'gouna (Morocco) in April 2013. It presents two lectures and seven refereed papers from the school, offering the reader important insights into key topics. The first of the lectures, by Frederic Viens, addresses risk management via hedging in discrete and continuous time, while the second, by Boualem Djehiche, reviews statistical estimation methods applied to life and disability insurance. The refereed papers offer diverse perspectives and extensive discussions on subjects including optimal control, financial modeling using stochastic differential equations, pricing and hedging of financial derivatives, and sensitivity analysis. Each chapter of the volume includes a comprehensive bibliography to promote further research.
ISBN: 9783319304175
Standard No.: 10.1007/978-3-319-30417-5doiSubjects--Topical Terms:
1253712
Economics, Mathematical .
LC Class. No.: HB135-147
Dewey Class. No.: 519
Statistical Methods and Applications in Insurance and Finance = CIMPA School, Marrakech and Kelaat M’gouna, Morocco, April 2013 /
LDR
:03532nam a22004095i 4500
001
972771
003
DE-He213
005
20200630083430.0
007
cr nn 008mamaa
008
201211s2016 gw | s |||| 0|eng d
020
$a
9783319304175
$9
978-3-319-30417-5
024
7
$a
10.1007/978-3-319-30417-5
$2
doi
035
$a
978-3-319-30417-5
050
4
$a
HB135-147
072
7
$a
KF
$2
bicssc
072
7
$a
MAT003000
$2
bisacsh
072
7
$a
KF
$2
thema
082
0 4
$a
519
$2
23
245
1 0
$a
Statistical Methods and Applications in Insurance and Finance
$h
[electronic resource] :
$b
CIMPA School, Marrakech and Kelaat M’gouna, Morocco, April 2013 /
$c
edited by M'hamed Eddahbi, El Hassan Essaky, Josep Vives.
250
$a
1st ed. 2016.
264
1
$a
Cham :
$b
Springer International Publishing :
$b
Imprint: Springer,
$c
2016.
300
$a
X, 225 p. 19 illus., 3 illus. in color.
$b
online resource.
336
$a
text
$b
txt
$2
rdacontent
337
$a
computer
$b
c
$2
rdamedia
338
$a
online resource
$b
cr
$2
rdacarrier
347
$a
text file
$b
PDF
$2
rda
490
1
$a
Springer Proceedings in Mathematics & Statistics,
$x
2194-1009 ;
$v
158
505
0
$a
1 Frederi Viens: A didactic introduction to risk management via hedging in discrete and continuous time -- 2 M’hamed Eddahbi and Sidi Mohamed Lalaoui Ben Cherif: Sensitivity analysis for time–inhomogeneous L´evy process: A Malliavin calculus approach and numeric -- 3 Nicolas Privault and Dichuan Yang: Variance-GGC asset price models and their sensitivity analysis -- 4 Josep Vives: Decomposition of the pricing formula for stochastic volatility models based on Malliavin-Skorohod type calculus -- 5 Boualem Djehiche: Statistical estimation techniques in life and disability insurance -A short overview -- 6 AbdulRahman Al-Hussein: Necessary and sufficient conditions of optimal control for infinite dimensional SDEs -- 7 AbdulRahman Al-Hussein and Boulakhras Gherbal: Sufficient conditions of optimality for forward-backward doubly SDEs with jumps -- 8 Mohsine Benabdallah, Siham Bouhadou, Youssef Ouknine: On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations with jumps -- 9 E. H. Essaky and M. Hassani: BSDE Approach for Dynkin Game and American Game Option.
520
$a
This book is the outcome of the CIMPA School on Statistical Methods and Applications in Insurance and Finance, held in Marrakech and Kelaat M'gouna (Morocco) in April 2013. It presents two lectures and seven refereed papers from the school, offering the reader important insights into key topics. The first of the lectures, by Frederic Viens, addresses risk management via hedging in discrete and continuous time, while the second, by Boualem Djehiche, reviews statistical estimation methods applied to life and disability insurance. The refereed papers offer diverse perspectives and extensive discussions on subjects including optimal control, financial modeling using stochastic differential equations, pricing and hedging of financial derivatives, and sensitivity analysis. Each chapter of the volume includes a comprehensive bibliography to promote further research.
650
0
$a
Economics, Mathematical .
$3
1253712
650
0
$a
Statistics .
$3
1253516
650
0
$a
Risk management.
$3
559158
650
0
$a
Insurance.
$3
657865
650
1 4
$a
Quantitative Finance.
$3
669372
650
2 4
$a
Statistics for Business, Management, Economics, Finance, Insurance.
$3
1211158
650
2 4
$a
Risk Management.
$3
569483
700
1
$a
Eddahbi, M'hamed.
$4
edt
$4
http://id.loc.gov/vocabulary/relators/edt
$3
1108196
700
1
$a
Essaky, El Hassan.
$4
edt
$4
http://id.loc.gov/vocabulary/relators/edt
$3
1108197
700
1
$a
Vives, Josep.
$4
edt
$4
http://id.loc.gov/vocabulary/relators/edt
$3
1107064
710
2
$a
SpringerLink (Online service)
$3
593884
773
0
$t
Springer Nature eBook
776
0 8
$i
Printed edition:
$z
9783319304168
776
0 8
$i
Printed edition:
$z
9783319304182
776
0 8
$i
Printed edition:
$z
9783319808048
830
0
$a
Springer Proceedings in Mathematics & Statistics,
$x
2194-1009 ;
$v
125
$3
1253690
856
4 0
$u
https://doi.org/10.1007/978-3-319-30417-5
912
$a
ZDB-2-SMA
912
$a
ZDB-2-SXMS
950
$a
Mathematics and Statistics (SpringerNature-11649)
950
$a
Mathematics and Statistics (R0) (SpringerNature-43713)
based on 0 review(s)
Multimedia
Reviews
Add a review
and share your thoughts with other readers
Export
pickup library
Processing
...
Change password
Login