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Actuarial and financial risks in life insurance, pensions and household finance / / edited by Luca Regis
| Actuarial and financial risks in life insurance, pensions and household finance / / edited by Luca Regis |
| Pubbl/distr/stampa | Basel, Switzerland : , : MDPI, , [2018] |
| Descrizione fisica | 1 online resource (164 pages) : illustrations |
| Disciplina | 658.155 |
| Soggetto topico | Risk management |
| ISBN | 3-03842-729-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910688418903321 |
| Basel, Switzerland : , : MDPI, , [2018] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Applications of Stochastic Optimal Control to Economics and Finance
| Applications of Stochastic Optimal Control to Economics and Finance |
| Autore | Federico Salvatore |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 online resource (210 p.) |
| Soggetto topico | Economics, Finance, Business and Management |
| Soggetto non controllato |
American call option
American options asymptotic arbitrage Bayesian learning binomial tree complete market debt crisis decision analysis derivatives pricing energy imbalance market excess-of-loss reinsurance free boundary problem general diffusion geometric Brownian motion government debt management government debt ratio Hamilton-Jacobi-Bellman equation insurance least square method Markov additive processes Markov regime switching market Markovian jump securities Markowitz problem martingale multiple optimal stopping optimal government debt ceiling optimal portfolio optimal reinsurance optimal stopping portfolio selection quadrinomial tree real option analysis risk management stochastic control stochastic factor model stochastic interest rates unemployment utility |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557761803321 |
Federico Salvatore
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||