國立高雄大學圖資館 |

語系: 繁體中文

說明(常見問題)

圖資館首頁

登入

回首頁

切換: 標籤 | MARC模式 | ISBD

Statistical methods and applications...

Eddahbi, M'hamed.

Statistical methods and applications in insurance and financeCIMPA School, Marrakech and El Kelaa M'gouna, Morocco, April 2013 /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Statistical methods and applications in insurance and financeedited by M'hamed Eddahbi, El Hassan Essaky, Josep Vives.
其他題名:	CIMPA School, Marrakech and El Kelaa M'gouna, Morocco, April 2013 /
其他作者:	Eddahbi, M'hamed.
出版者:	Cham :Springer International Publishing :2016.
面頁冊數:	viii, 225 p. :ill. (some col.), digital ;24 cm.
Contained By:	Springer eBooks
標題:	InsuranceCongresses.Statistical methods
電子資源:	http://dx.doi.org/10.1007/978-3-319-30417-5
ISBN:	9783319304175$q(electronic bk.)

Statistical methods and applications in insurance and financeCIMPA School, Marrakech and El Kelaa M'gouna, Morocco, April 2013 /
Statistical methods and applications in insurance and financeCIMPA School, Marrakech and El Kelaa M'gouna, Morocco, April 2013 /[electronic resource] :edited by M'hamed Eddahbi, El Hassan Essaky, Josep Vives. - Cham :Springer International Publishing :2016. - viii, 225 p. :ill. (some col.), digital ;24 cm. - Springer proceedings in mathematics & statistics,v.1582194-1009 ;. - Springer proceedings in mathematics & statistics ;v.19..

1 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 L'evy 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.

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.

ISBN: 9783319304175$q(electronic bk.)

Standard No.: 10.1007/978-3-319-30417-5doiSubjects--Topical Terms:

561341
Insurance
--Statistical methods--Congresses.

LC Class. No.: HG8781

Dewey Class. No.: 368.00727

Statistical methods and applications in insurance and financeCIMPA School, Marrakech and El Kelaa M'gouna, Morocco, April 2013 /
LDR:03157nmm a2200337 a 4500 001 486829
003 DE-He213
005 20161012172253.0
006 m d
007 cr nn 008maaau
008 161116s2016 gw s 0 eng d
020 $a 9783319304175$q(electronic bk.)
020 $a 9783319304168$q(paper)
024 7 $a 10.1007/978-3-319-30417-5 $2 doi
035 $a 978-3-319-30417-5
040 $a GP $c GP
041 0 $a eng
050 4 $a HG8781
072 7 $a KF $2 bicssc
072 7 $a MAT003000 $2 bisacsh
072 7 $a BUS027000 $2 bisacsh
082 0 4 $a 368.00727 $2 23
090 $a HG8781 $b .S797 2016
245 0 0 $a Statistical methods and applications in insurance and finance $h [electronic resource] : $b CIMPA School, Marrakech and El Kelaa M'gouna, Morocco, April 2013 / $c edited by M'hamed Eddahbi, El Hassan Essaky, Josep Vives.
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2016.
300 $a viii, 225 p. : $b ill. (some col.), digital ; $c 24 cm.
490 1 $a Springer proceedings in mathematics & statistics, $x 2194-1009 ; $v v.158
505 0 $a 1 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 L'evy 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.
520 $a 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.
650 0 $a Insurance $x Statistical methods $v Congresses. $3 561341
650 0 $a Finance $x Statistical methods $v Congresses. $3 515477
650 1 4 $a Mathematics. $3 184409
650 2 4 $a Quantitative Finance. $3 274071
650 2 4 $a Statistics for Business/Economics/Mathematical Finance/Insurance. $3 274062
650 2 4 $a Risk Management. $3 297189
650 2 4 $a Insurance. $3 183906
700 1 $a Eddahbi, M'hamed. $3 745062
700 1 $a Essaky, El Hassan. $3 745063
700 1 $a Vives, Josep. $3 742192
710 2 $a SpringerLink (Online service) $3 273601
773 0 $t Springer eBooks
830 0 $a Springer proceedings in mathematics & statistics ; $v v.19. $3 569116
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-30417-5
950 $a Mathematics and Statistics (Springer-11649)