By M'hamed Eddahbi,El Hassan Essaky,Josep Vives
This ebook is the
outcome of the CIMPA college on Statistical equipment and functions in
Insurance and Finance, held in Marrakech and Kelaat M'gouna (Morocco) in April
2013. It offers lectures and 7 refereed papers from the school,
offering the reader vital insights into key issues. the 1st of the
lectures, via Frederic Viens, addresses chance administration through hedging in discrete
and non-stop time, whereas the second one, via Boualem Djehiche, reports statistical
estimation equipment utilized to lifestyles and incapacity assurance. The refereed papers
offer diversified views and wide discussions on topics including
optimal keep watch over, monetary modeling utilizing stochastic differential equations,
pricing and hedging of monetary derivatives, and sensitivity research. Each
chapter of the amount features a accomplished bibliography to advertise further
Read Online or Download Statistical Methods and Applications in Insurance and Finance: CIMPA School, Marrakech and Kelaat M’gouna, Morocco, April 2013 (Springer Proceedings in Mathematics & Statistics) PDF
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Extra info for Statistical Methods and Applications in Insurance and Finance: CIMPA School, Marrakech and Kelaat M’gouna, Morocco, April 2013 (Springer Proceedings in Mathematics & Statistics)
Statistical Methods and Applications in Insurance and Finance: CIMPA School, Marrakech and Kelaat M’gouna, Morocco, April 2013 (Springer Proceedings in Mathematics & Statistics) by M'hamed Eddahbi,El Hassan Essaky,Josep Vives