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000754770 019__ $$a946706059$$a946788302
000754770 020__ $$a9783319304175$$q(electronic book)
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000754770 0247_ $$a10.1007/978-3-319-30417-5$$2doi
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000754770 24500 $$aStatistical methods and applications in insurance and finance$$h[electronic resource] :$$bCIMPA School, Marrakech and El Kelaa M'gouna, Morocco, April 2013 /$$cM'hamed Eddahbi, El Hassan Essaky, Josep Vives, editors.
000754770 264_1 $$aSwitzerland :$$bSpringer,$$c2016.
000754770 300__ $$a1 online resource (viii, 225 pages) :$$billustrations.
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000754770 337__ $$acomputer$$bc$$2rdamedia
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000754770 4901_ $$aSpringer proceedings in mathematics & statistics,$$x2194-1009 ;$$vvolume 158
000754770 5050_ $$a1 Frederi Viens: A didactic introduction to risk management via hedging in discrete and continuous time -- 2 M'hamed Eddahbi and Sidi Mohamed Lalaoui Ben Cherif: Sensitivity analysis for time-inhomogeneous Ĺevy process: A Malliavin calculus approach and numeric -- 3 Nicolas Privault and Dichuan Yang: Variance-GGC asset price models and their sensitivity analysis -- 4 Josep Vives: Decomposition of the pricing formula for stochastic volatility models based on Malliavin-Skorohod type calculus -- 5 Boualem Djehiche: Statistical estimation techniques in life and disability insurance -A short overview -- 6 AbdulRahman Al-Hussein: Necessary and sufficient conditions of optimal control for infinite dimensional SDEs -- 7 AbdulRahman Al-Hussein and Boulakhras Gherbal: Sufficient conditions of optimality for forward-backward doubly SDEs with jumps -- 8 Mohsine Benabdallah, Siham Bouhadou, Youssef Ouknine: On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations with jumps -- 9 E. H. Essaky and M. Hassani: BSDE Approach for Dynkin Game and American Game Option.
000754770 506__ $$aAccess limited to authorized users.
000754770 520__ $$aThis 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.
000754770 588__ $$aOnline resource; title from PDF title page (SpringerLink, viewed April 13, 2016).
000754770 650_0 $$aInsurance$$xStatistical methods$$vCongresses.
000754770 650_0 $$aFinance$$xStatistical methods$$vCongresses.
000754770 7001_ $$aEddahbi, M'hamed,$$eeditor.
000754770 7001_ $$aEssaky, El Hassan,$$eeditor.
000754770 7001_ $$aVives, Josep,$$eeditor.
000754770 7112_ $$aCIMPA-UNESCO-MESR-MINECO-MOROCCO Research School "Statistical Methods and Applications in FInance and Actuarial Science"$$d(2013 :$$cMarrakech, Kelaat M'gouna, Morocco)
000754770 77608 $$iPrint version:$$z9783319304168
000754770 830_0 $$aSpringer proceedings in mathematics & statistics ;$$vv. 158.
000754770 852__ $$bebk
000754770 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-319-30417-5$$zOnline Access$$91397441.1
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