modelling extremal events for insurance and finance stochastic modelling and applied probability

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Modelling Extremal Events

Author : Paul Embrechts
ISBN : 3540609318
Genre : Business & Economics
File Size : 86. 56 MB
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"A reader's first impression on leafing through this book is of the large number of graphs and diagrams, used to illustrate shapes of distributions...and to show real data examples in various ways. A closer reading reveals a nice mix of theory and applications, with the copious graphical illustrations alluded to. Such a mixture is of course dear to the heart of the applied probabilist/statistician, and should impress even the most ardent theorists." --MATHEMATICAL REVIEWS


Author : Bloomsbury Publishing
ISBN : 9781472915894
Genre : Business & Economics
File Size : 89. 62 MB
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QFINANCE: The Ultimate Resource (5th edition) is the first-step reference for the finance professional or student of finance. Its coverage and author quality reflect a fine blend of practitioner and academic expertise, whilst providing the reader with a thorough education in the may facets of finance.

Stochastic Control Of Hereditary Systems And Applications

Author : Mou-Hsiung Chang
ISBN : 038775816X
Genre : Mathematics
File Size : 58. 95 MB
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This monograph develops the Hamilton-Jacobi-Bellman theory via dynamic programming principle for a class of optimal control problems for stochastic hereditary differential equations (SHDEs) driven by a standard Brownian motion and with a bounded or an infinite but fading memory. These equations represent a class of stochastic infinite-dimensional systems that become increasingly important and have wide range of applications in physics, chemistry, biology, engineering and economics/finance. This monograph can be used as a reference for those who have special interest in optimal control theory and applications of stochastic hereditary systems.

Large Deviations Techniques And Applications

Author : Amir Dembo
ISBN : 3642033113
Genre : Science
File Size : 45. 68 MB
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Large deviation estimates have proved to be the crucial tool required to handle many questions in statistics, engineering, statistial mechanics, and applied probability. Amir Dembo and Ofer Zeitouni, two of the leading researchers in the field, provide an introduction to the theory of large deviations and applications at a level suitable for graduate students. The mathematics is rigorous and the applications come from a wide range of areas, including electrical engineering and DNA sequences. The second edition, printed in 1998, included new material on concentration inequalities and the metric and weak convergence approaches to large deviations. General statements and applications were sharpened, new exercises added, and the bibliography updated. The present soft cover edition is a corrected printing of the 1998 edition.

Astin Bulletin

Author :
ISBN : UOM:39015081660139
Genre : Insurance
File Size : 47. 78 MB
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Author : Barbara McCutcheon
ISBN : STANFORD:36105114696482
Genre : Business & Economics
File Size : 79. 59 MB
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Selected chapters from: Principles of corporate finance / Richard A. Brealey, Stewart C. Myers; and: Integrated risk management / Neil A. Doherty.

Journal Of Economic Literature

Author :
ISBN : UCSD:31822022923809
Genre : Economics
File Size : 37. 31 MB
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Integrated Risk Management Techniques And Strategies For Managing Corporate Risk

Author : Neil Doherty
ISBN : 0071358617
Genre : Business & Economics
File Size : 62. 15 MB
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Over the years, risk management has developed separately in both the insurance and financial fields. Today, the two are finding value in each others tools and techniques. Integrated Risk Management combines the best of the two notions of risk management, insurance and financial, to develop solutions ideal for tadays complex risk environment. Tools go beyond hedging strategies to also examine leveraging, post-loss financing, contingent financing, and fiversification.

Non Life Insurance Mathematics

Author : Thomas Mikosch
ISBN : 9783540882336
Genre : Mathematics
File Size : 75. 48 MB
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"Offers a mathematical introduction to non-life insurance and, at the same time, to a multitude of applied stochastic processes. It gives detailed discussions of the fundamental models for claim sizes, claim arrivals, the total claim amount, and their probabilistic properties....The reader gets to know how the underlying probabilistic structures allow one to determine premiums in a portfolio or in an individual policy." --Zentralblatt für Didaktik der Mathematik

Journal Of Applied Probability

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ISBN : UOM:39015058885008
Genre : Mathematical models
File Size : 35. 33 MB
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