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Innovations in Insurance, Risk- and Asset Management:Proceedings of the Innovations in Insurance, Risk- and Asset Management Conference Innovations in Insurance, Risk- and Asset Management

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ISBN: 9789813272569 Year: DOI: 10.1142/11051 Language: English
Publisher: World Scientific Publishing Co.
Added to DOAB on : 2019-01-23 02:22:36
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This book covers recent developments in the interdisciplinary fields of actuarial science, quantitative finance, risk- and asset management. The authors are leading experts from academia and practice who participated in Innovations in Insurance, Risk- and Asset Management, an international conference held at the Technical University of Munich in 2017.The topics covered include the mathematics of extreme risks, systemic risk, model uncertainty, interest rate and hybrid models, alternative investments, dynamic investment strategies, quantitative risk management, asset liability management, liability driven investments, and behavioral finance.This timely selection of topics is highly relevant for the financial industry and addresses current issues both from an academic as well as from a practitioner's point of view.

Risk, Ruin and Survival: Decision Making in Insurance and Finance

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ISBN: 9783039285167 / 9783039285174 Year: Pages: 210 DOI: 10.3390/books978-3-03928-517-4 Language: eng
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Business and Management
Added to DOAB on : 2020-06-09 16:38:56
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Developing techniques for assessing various risks and calculating probabilities of ruin and survival are exciting topics for mathematically-inclined academics. For practicing actuaries and financial engineers, the resulting insights have provided enormous opportunities but also created serious challenges to overcome, thus facilitating closer cooperation between industries and academic institutions. In this book, several renown researchers with extensive interdisciplinary research experiences share their thoughts that, in one way or another, contribute to the betterment of practice and theory of decision making under uncertainty. Behavioral, cultural, mathematical, and statistical aspects of risk assessment and modelling have been explored, and have been often illustrated using real and simulated data. Topics range from financial and insurance risks to security-type risks, from one-dimensional to multi- and even infinite-dimensional risks.

Computational Methods for Risk Management in Economics and Finance

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ISBN: 9783039284986 / 9783039284993 Year: Pages: 234 DOI: 10.3390/books978-3-03928-499-3 Language: eng
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Business and Management
Added to DOAB on : 2020-06-09 16:38:57
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At present, computational methods have received considerable attention in economics and finance as an alternative to conventional analytical and numerical paradigms. This Special Issue brings together both theoretical and application-oriented contributions, with a focus on the use of computational techniques in finance and economics. Examined topics span on issues at the center of the literature debate, with an eye not only on technical and theoretical aspects but also very practical cases.

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