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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 electronic resource (210 p.) |
| Soggetto topico | Economics, finance, business & management |
| Soggetto non controllato |
debt crisis
government debt management optimal government debt ceiling government debt ratio stochastic control decision analysis risk management Bayesian learning Markowitz problem optimal portfolio portfolio selection Markov additive processes Markov regime switching market Markovian jump securities asymptotic arbitrage complete market multiple optimal stopping general diffusion real option analysis energy imbalance market optimal reinsurance excess-of-loss reinsurance Hamilton-Jacobi-Bellman equation stochastic factor model American options least square method derivatives pricing binomial tree stochastic interest rates quadrinomial tree insurance unemployment optimal stopping geometric Brownian motion martingale free boundary problem American call option 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 | ||
| ||