Titolo: |
Statistical methods and applications in insurance and finance : CIMPA school, Marrakech and Kelaat M’gouna, Morocco, april 2013 / M’hamed Eddahbi, El Hassan Essaky, Josep Vives editors
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Pubblicazione: |
[Cham], : Springer, 2016 |
Titolo uniforme: |
Statistical methods and applications in insurance and finance
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Descrizione fisica: |
X, 225 p. : ill. ; 24 cm |
Soggetto topico: |
60Hxx - Stochastic analysis [MSC 2020] |
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93E20 - Optimal stochastic control [MSC 2020] |
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60J74 - Jump processes on discrete state spaces [MSC 2020] |
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91B05 - Risk models (general) [MSC 2020] |
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60G44 - Martingales with continuous parameter [MSC 2020] |
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60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] |
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60J65 - Brownian motion [MSC 2020] |
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60G51 - Processes with independent increments; Lévy processes [MSC 2020] |
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60H10 - Stochastic ordinary differential equations [MSC 2020] |
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60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
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60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] |
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60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] |
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62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] |
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60G52 - Stable stochastic processes [MSC 2020] |
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62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
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91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] |
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91G80 - Financial applications of other theories [MSC 2020] |
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60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] |
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90B30 - Production models [MSC 2020] |
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60H20 - Stochastic integral equations [MSC 2020] |
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60J76 - Jump processes on general state spaces [MSC 2020] |
Soggetto non controllato: |
Financial modeling |
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Insurance |
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Optimal Control |
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Quantitative Finance |
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Risk management |
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Statistics |
Persona (resp. second.): |
Eddahbi, M’hamed |
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Essaky, El Hassan |
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Vives, Josep |
Titolo autorizzato: |
Statistical methods and applications in insurance and finance ![Visualizza cluster](img/books.png) |
Formato: |
Materiale a stampa ![](img/format/mas.png) |
Livello bibliografico |
Monografia |
Lingua di pubblicazione: |
Inglese |
Record Nr.: | VAN0115381 |
Lo trovi qui: | Univ. Vanvitelli |
Localizzazioni e accesso elettronico |
http://dx.doi.org/10.1007/978-3-319-30417-5 |
Opac: |
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