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Statistical Methods and Applications in Insurance and Finance

CIMPA School, Marrakech and Kelaat M'gouna, Morocco, April 2013

Language EnglishEnglish
Book Paperback
Book Statistical Methods and Applications in Insurance and Finance M'HAMED EDDAHBI
Libristo code: 19415650
Publishers Springer International Publishing AG, April 2018
This book is the outcome of the CIMPA School on Statistical Methods and Applications in Insurance an... Full description
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200.08  лв
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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.

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About the book

Full name Statistical Methods and Applications in Insurance and Finance
Author M'HAMED EDDAHBI
Language English
Binding Book - Paperback
Date of issue 2018
Number of pages 225
EAN 9783319808048
ISBN 9783319808048
Libristo code 19415650
Publishers Springer International Publishing AG
Weight 3693
Dimensions 155 x 235 x 14

Categories

Economics, Finance, Business & Management > Finance & accounting > Finance > Insurance & actuarial studies
Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Mathematics & Science > Mathematics > Algebra
Mathematics & Science > Mathematics > Applied mathematics
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