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
Aleksey Min
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 - World Scientific Publishing Co. 2018
Open Access
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.
Creative Commons
English
11051 9789813272569
10.1142/11051 doi
Dynamic Hedging Uncertainty Quantification Actuarial Science Copula Exchange-Traded Funds Autoregressive Hidden Markov Models Fixed Income Reinsurance Stochastic Processes for Finance Risk Measure Bayesian Finance Insurance Replicating Portfolio Risk Classification Stochastic Dominance
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 - World Scientific Publishing Co. 2018
Open Access
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.
Creative Commons
English
11051 9789813272569
10.1142/11051 doi
Dynamic Hedging Uncertainty Quantification Actuarial Science Copula Exchange-Traded Funds Autoregressive Hidden Markov Models Fixed Income Reinsurance Stochastic Processes for Finance Risk Measure Bayesian Finance Insurance Replicating Portfolio Risk Classification Stochastic Dominance