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
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 conferenc...
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| Asıl Yazarlar: | , , , , , |
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| Materyal Türü: | Online |
| Dil: | İngilizce |
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World Scientific Publishing Co.
2021
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| Konular: | |
| Online Erişim: | 31873 |
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| _version_ | 1869522368497451008 |
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| author | Aleksey Min Lorenz Schneider Rudi Zagst Matthias Scherer Daniël Linders Kathrin Glau |
| author_browse | Aleksey Min Daniël Linders Kathrin Glau Lorenz Schneider Matthias Scherer Rudi Zagst |
| author_facet | Aleksey Min Lorenz Schneider Rudi Zagst Matthias Scherer Daniël Linders Kathrin Glau |
| author_sort | Aleksey Min |
| collection | Directory of Open Access Books |
| description | 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. |
| format | Online |
| id | doab-20.500.12854ir-50288 |
| institution | Directory of Open Access Books |
| language | eng |
| publishDate | 2021 |
| publishDateRange | 2021 |
| publishDateSort | 2021 |
| publisher | World Scientific Publishing Co. |
| publisherStr | World Scientific Publishing Co. |
| record_format | ojs |
| spelling | doab-20.500.12854ir-502882022-01-31T15:55:19Z 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 Lorenz Schneider Rudi Zagst Matthias Scherer Daniël Linders Kathrin Glau 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 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. 2021-02-11T16:17:03Z 2021-02-11T16:17:03Z 2019-01-23 02:22:36 2018 book 31873 9789813272569 https://directory.doabooks.org/handle/20.500.12854/50288 eng image/jpeg Attribution-NonCommercial 4.0 International https://www.worldscientific.com/worldscibooks/10.1142/11051 World Scientific Publishing Co. 10.1142/11051 10.1142/11051 5cb8663e-bccc-453e-8204-a2b08d74d465 9789813272569 open access |
| spellingShingle | 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 Aleksey Min Lorenz Schneider Rudi Zagst Matthias Scherer Daniël Linders Kathrin Glau 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 |
| title | 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 |
| title_full | 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 |
| title_fullStr | 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 |
| title_full_unstemmed | 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 |
| title_short | 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 |
| title_sort | 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 |
| topic | 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 |
| topic_facet | 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 |
| url | 31873 |
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