Overview
- Offers important insights into statistical estimation methods and applications
- Updates readers on key aspects of risk management
- Provides an up-to-date overview of quantitative finance and financial modeling
- Includes supplementary material: sn.pub/extras
Part of the book series: Springer Proceedings in Mathematics & Statistics (PROMS, volume 158)
Included in the following conference series:
Conference proceedings info: CIMPA School 2013.
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Table of contents (10 papers)
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Front Matter
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Finance
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Front Matter
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Insurance
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Front Matter
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Other volumes
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Statistical Methods and Applications in Insurance and Finance
Keywords
About this book
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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Editors and Affiliations
Bibliographic Information
Book Title: Statistical Methods and Applications in Insurance and Finance
Book Subtitle: CIMPA School, Marrakech and Kelaat M’gouna, Morocco, April 2013
Editors: M'hamed Eddahbi, El Hassan Essaky, Josep Vives
Series Title: Springer Proceedings in Mathematics & Statistics
DOI: https://doi.org/10.1007/978-3-319-30417-5
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer International Publishing Switzerland 2016
Hardcover ISBN: 978-3-319-30416-8Published: 15 April 2016
Softcover ISBN: 978-3-319-80804-8Published: 22 April 2018
eBook ISBN: 978-3-319-30417-5Published: 08 April 2016
Series ISSN: 2194-1009
Series E-ISSN: 2194-1017
Edition Number: 1
Number of Pages: X, 225
Number of Illustrations: 16 b/w illustrations, 3 illustrations in colour
Topics: Quantitative Finance, Statistics for Business, Management, Economics, Finance, Insurance, Risk Management, Insurance