LEADER 04842nam 22007335 450 001 9910254075503321 005 20200630083430.0 010 $a3-319-30417-8 024 7 $a10.1007/978-3-319-30417-5 035 $a(CKB)3710000000636356 035 $a(EBL)4501078 035 $a(SSID)ssj0001666073 035 $a(PQKBManifestationID)16455352 035 $a(PQKBTitleCode)TC0001666073 035 $a(PQKBWorkID)15000743 035 $a(PQKB)11176165 035 $a(DE-He213)978-3-319-30417-5 035 $a(MiAaPQ)EBC4501078 035 $a(PPN)193445379 035 $a(EXLCZ)993710000000636356 100 $a20160408d2016 u| 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aStatistical Methods and Applications in Insurance and Finance $eCIMPA School, Marrakech and Kelaat M?gouna, Morocco, April 2013 /$fedited by M'hamed Eddahbi, El Hassan Essaky, Josep Vives 205 $a1st ed. 2016. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2016. 215 $a1 online resource (226 p.) 225 1 $aSpringer Proceedings in Mathematics & Statistics,$x2194-1009 ;$v158 300 $aDescription based upon print version of record. 311 $a3-319-30416-X 320 $aIncludes bibliographical references. 327 $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 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. 330 $aThis book is the outcome of the CIMPA School on Statistical Methods and Applications in Insurance and Finance, held in Marrakech and Kelaat M'gouna (Morocco) in April 2013. It presents two lectures and seven refereed papers from the school, offering the reader important insights into key topics. The first of the lectures, by Frederic Viens, addresses risk management via hedging in discrete and continuous time, while the second, by Boualem Djehiche, reviews statistical estimation methods applied to life and disability insurance. The refereed papers offer diverse perspectives and extensive discussions on subjects including optimal control, financial modeling using stochastic differential equations, pricing and hedging of financial derivatives, and sensitivity analysis. Each chapter of the volume includes a comprehensive bibliography to promote further research. 410 0$aSpringer Proceedings in Mathematics & Statistics,$x2194-1009 ;$v158 606 $aEconomics, Mathematical  606 $aStatistics  606 $aRisk management 606 $aInsurance 606 $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062 606 $aStatistics for Business, Management, Economics, Finance, Insurance$3https://scigraph.springernature.com/ontologies/product-market-codes/S17010 606 $aRisk Management$3https://scigraph.springernature.com/ontologies/product-market-codes/612040 606 $aInsurance$3https://scigraph.springernature.com/ontologies/product-market-codes/626030 615 0$aEconomics, Mathematical . 615 0$aStatistics . 615 0$aRisk management. 615 0$aInsurance. 615 14$aQuantitative Finance. 615 24$aStatistics for Business, Management, Economics, Finance, Insurance. 615 24$aRisk Management. 615 24$aInsurance. 676 $a368.01 702 $aEddahbi$b M'hamed$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aEssaky$b El Hassan$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aVives$b Josep$4edt$4http://id.loc.gov/vocabulary/relators/edt 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910254075503321 996 $aStatistical methods and applications in insurance and finance$91523647 997 $aUNINA