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Actuarial Aspects of Long Term Care / / edited by Etienne Dupourqué, Frédéric Planchet, Néfissa Sator
| Actuarial Aspects of Long Term Care / / edited by Etienne Dupourqué, Frédéric Planchet, Néfissa Sator |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (340 pages) |
| Disciplina |
362.16
368.382 |
| Collana | Springer Actuarial |
| Soggetto topico |
Actuarial science
Probabilities Actuarial Sciences Probability Theory and Stochastic Processes |
| ISBN | 3-030-05660-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface: Jean-Paul Félix.-Part I. Dependancy: Definitions and Facts.-Introduction: Bob Yee.-Interaction of morbidity and mortality in Long Term Care: Eric Stallard.-Long Term Care in the United States: Etienne Dupourque.-Long Term Care in France: François Lusson.-Part II. Liabilities measurement.-Introduction: Bob Yee -- Mesasuring Long-Term Insurance Contracts Biometric Risks: Quentin Guibert, Frédéric Planchet.-Pricing and Reserving:Ermanno Pitacco, Michel Denuit,Nathalie Lucas.-Part III. Determination of the Solvency Capital.-Introduction: Bob Yee.-Construction of an economic balancesheet and SCR calculation in Solvency 2:Anani Olympio,Camille Gutknecht.-Solvency capital for Long Term Care Insurance in the United States: Jim Berger.-Impact of Reinsurance: Qualitative Aspects: Guillaume Biessy , lan Cohen.-Impact of Reinsurance: Quantitave Aspects: Frédéric Planchet.-Part IV. Prospective vision of the risk-Introduction: Bob Yee.-Solvency II Own Risk and Solvency Assessment for Long Term Care insurance: Marc & Géraldine Juillard -- ERM Approach for Long Term Care Insurance Risks: Nefissa Sator -- On Long Term Care: Marie Sophie Houis-Valletoux -- Predictive Analytics in Long term Care: Howard Zail .-References.-Index. |
| Record Nr. | UNINA-9910338257703321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications : BSDEs with Jumps / / by Łukasz Delong
| Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications : BSDEs with Jumps / / by Łukasz Delong |
| Autore | Delong Łukasz |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | London : , : Springer London : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (X, 288 p.) |
| Disciplina | 519.2 |
| Collana | EAA Series |
| Soggetto topico |
Economics, Mathematical
Actuarial science Mathematical optimization Probabilities Quantitative Finance Actuarial Sciences Continuous Optimization Probability Theory and Stochastic Processes |
| ISBN | 1-4471-5331-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Stochastic Calculus -- Backward Stochastic Differential Equations – the General Case -- Forward-Backward Stochastic Differential Equations -- Numerical Methods for FBSDEs -- Nonlinear Expectations and g-Expectations -- Combined Financial and Insurance Model -- Linear BSDEs and Predictable Representations of Insurance Payment Processes -- Arbitrage-Free Pricing, Perfect Hedging and Superhedging -- Quadratic Pricing and Hedging -- Utility Maximization and Indifference Pricing and Hedging -- Pricing and Hedging under a Least Favorable Measure -- Dynamic Risk Measures -- Other Classes of BSDEs. |
| Record Nr. | UNINA-9910438152403321 |
Delong Łukasz
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| London : , : Springer London : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Effective Statistical Learning Methods for Actuaries III [[electronic resource] ] : Neural Networks and Extensions / / by Michel Denuit, Donatien Hainaut, Julien Trufin
| Effective Statistical Learning Methods for Actuaries III [[electronic resource] ] : Neural Networks and Extensions / / by Michel Denuit, Donatien Hainaut, Julien Trufin |
| Autore | Denuit Michel |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (258 pages) : illustrations |
| Disciplina | 368.01 |
| Collana | Springer Actuarial Lecture Notes |
| Soggetto topico |
Actuarial science
Statistics Neural networks (Computer science) Actuarial Sciences Statistics for Business, Management, Economics, Finance, Insurance Mathematical Models of Cognitive Processes and Neural Networks |
| ISBN | 3-030-25827-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface. - Feed-forward Neural Networks. - Byesian Neural Networks and GLM. - Deep Neural Networks -- Dimension-Reduction with Forward Neural Nets Applied to Mortality. - Self-organizing Maps and k-means clusterin in non Life Insurance. - Ensemble of Neural Networks -- Gradient Boosting with Neural Networks. - Time Series Modelling with Neural Networks -- References. |
| Record Nr. | UNISA-996416847203316 |
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Denuit Michel
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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ERM and QRM in Life Insurance [[electronic resource] ] : An Actuarial Primer / / by Ermanno Pitacco
| ERM and QRM in Life Insurance [[electronic resource] ] : An Actuarial Primer / / by Ermanno Pitacco |
| Autore | Pitacco Ermanno |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (236 pages) : illustrations |
| Disciplina | 368.012 |
| Collana | Springer Actuarial Lecture Notes |
| Soggetto topico |
Actuarial science
Economics, Mathematical Actuarial Sciences Quantitative Finance |
| ISBN | 3-030-49852-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Introduction -- Enterprise Risk Management and Quantitative Risk Management -- The Risk Management process. - Risk Management for life insurance and life annuities. - Risk assessment and impact assessment in life insurance business. - Risk assessment and impact assessment in life annuity business. - Sensitivity testing for long-term care insurance products. - References -- Index. |
| Record Nr. | UNISA-996418254103316 |
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Pitacco Ermanno
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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ERM and QRM in Life Insurance : An Actuarial Primer / / by Ermanno Pitacco
| ERM and QRM in Life Insurance : An Actuarial Primer / / by Ermanno Pitacco |
| Autore | Pitacco Ermanno |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (236 pages) : illustrations |
| Disciplina | 368.012 |
| Collana | Springer Actuarial Lecture Notes |
| Soggetto topico |
Actuarial science
Economics, Mathematical Actuarial Sciences Quantitative Finance |
| ISBN |
9783030498528
3030498522 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Introduction -- Enterprise Risk Management and Quantitative Risk Management -- The Risk Management process. - Risk Management for life insurance and life annuities. - Risk assessment and impact assessment in life insurance business. - Risk assessment and impact assessment in life annuity business. - Sensitivity testing for long-term care insurance products. - References -- Index. |
| Record Nr. | UNINA-9910484544403321 |
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Pitacco Ermanno
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Financial Markets Theory : Equilibrium, Efficiency and Information / / by Emilio Barucci, Claudio Fontana
| Financial Markets Theory : Equilibrium, Efficiency and Information / / by Emilio Barucci, Claudio Fontana |
| Autore | Barucci Emilio |
| Edizione | [2nd ed. 2017.] |
| Pubbl/distr/stampa | London : , : Springer London : , : Imprint : Springer, , 2017 |
| Descrizione fisica | 1 online resource (XV, 836 p. 16 illus.) |
| Disciplina | 332/.041/0151 |
| Collana | Springer Finance Textbooks |
| Soggetto topico |
Economics, Mathematical
Macroeconomics Economics Actuarial science Finance Quantitative Finance Macroeconomics/Monetary Economics//Financial Economics Economic Theory/Quantitative Economics/Mathematical Methods Actuarial Sciences Finance, general |
| ISBN | 1-4471-7322-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Prerequisites -- Choices under Risk -- Portfolio, Insurance and Saving Decisions -- General Equilibrium Theory and No-arbitrage -- Factor Asset Pricing Models: CAPM and APT -- Multi-period Models: Portfolio Choice, Equilibrium and No-arbitrage -- Multi-period Models: Empirical Tests -- Information and Financial Markets -- Uncertainty, Rationality and Heterogeneity -- Financial Markets Microstructure -- Solutions of Selected Exercises. |
| Record Nr. | UNINA-9910254279503321 |
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Barucci Emilio
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| London : , : Springer London : , : Imprint : Springer, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Health Insurance : Basic Actuarial Models / / by Ermanno Pitacco
| Health Insurance : Basic Actuarial Models / / by Ermanno Pitacco |
| Autore | Pitacco Ermanno |
| Edizione | [1st ed. 2014.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 |
| Descrizione fisica | 1 online resource (XII, 162 p. 77 illus., 14 illus. in color.) |
| Disciplina | 351.72 |
| Collana | EAA Series |
| Soggetto topico |
Actuarial science
Actuarial Sciences |
| ISBN | 3-319-12235-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | The individual perspective: the need for health insurance -- The insurer’s perspective: managing risks -- Health insurance products -- Introduction to actuarial aspects -- Actuarial models for sickness insurance -- Actuarial models for disability annuities. |
| Record Nr. | UNINA-9910299995003321 |
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Pitacco Ermanno
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Innovations in Quantitative Risk Management [[electronic resource] ] : TU München, September 2013 / / edited by Kathrin Glau, Matthias Scherer, Rudi Zagst
| Innovations in Quantitative Risk Management [[electronic resource] ] : TU München, September 2013 / / edited by Kathrin Glau, Matthias Scherer, Rudi Zagst |
| Autore | Glau Kathrin |
| Edizione | [1st ed. 2015.] |
| Pubbl/distr/stampa | Cham, : Springer Nature, 2015 |
| Descrizione fisica | 1 online resource (xi, 438 pages) : illustrations; digital, PDF file(s) |
| Disciplina | 658.155 |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico |
Economics, Mathematical
Game theory Finance Actuarial science Quantitative Finance Game Theory, Economics, Social and Behav. Sciences Finance, general Actuarial Sciences |
| Soggetto non controllato |
Quantitative Finance
Game Theory, Economics, Social and Behav. Sciences Finance/Investment/Banking Actuarial Sciences |
| ISBN |
9783319091143 (ebook)
9783319091136 (hardback) |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I Markets, Regulation, and Model Risk -- A Random Holding Period Approach for Liquidity-Inclusive Risk Management -- Regulatory Developments in Risk Management: Restoring Confidence in Internal Models -- Model Risk in Incomplete Markets with Jumps -- Part II Financial Engineering -- Bid-Ask Spread for Exotic Options Under Conic Finance -- Derivative Pricing Under the Possibility of Long Memory in the supOU Stochastic Volatility Model -- A Two-Sided BNS Model for Multicurrency FX Markets -- Modeling the Price of Natural Gas with Temperature and Oil Price as Exogenous Factors -- Copula-Specific Credit Portfolio Modeling -- Implied Recovery Rates—Auctions and Models -- Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence -- Part III Insurance Risk and Asset Management -- Participating Life Insurance Contracts Under Risk Based Solvency Frameworks: How to Increase Capital Efficiency by Product Design -- Reducing Surrender Incentives Through Fee Structure in Variable Annuities -- A Variational Approach for Mean-Variance-Optimal Deterministic Consumption and Investment -- Risk Control in Asset Management: Motives and Concepts -- Worst-Case Scenario Portfolio Optimization Given the Probability of a Crash -- Improving Optimal Terminal Value Replicating Portfolios -- Part IV Computational Methods for Risk Management -- Risk and Computation -- Extreme Value Importance Sampling for Rare Event Risk Measurement -- A Note on the Numerical Evaluation of the Hartman–Watson Density and Distribution Function -- Computation of Copulas by Fourier Methods -- Part V Dependence Modelling -- Goodness-of-fit Tests for Archimedean Copulas in High Dimensions -- Duality in Risk Aggregation -- Some Consequences of the Markov Kernel Perspective of Copulas -- Copula Representations for Invariant Dependence Functions -- Nonparametric Copula Density Estimation Using a Petrov–Galerkin Projection. |
| Record Nr. | UNISA-996213775103316 |
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Glau Kathrin
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| Cham, : Springer Nature, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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An Introduction to Mathematical Finance with Applications : Understanding and Building Financial Intuition / / by Arlie O. Petters, Xiaoying Dong
| An Introduction to Mathematical Finance with Applications : Understanding and Building Financial Intuition / / by Arlie O. Petters, Xiaoying Dong |
| Autore | Petters Arlie O |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | New York, NY : , : Springer New York : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (XVII, 483 p. 52 illus., 12 illus. in color.) |
| Disciplina | 330.015195 |
| Collana | Springer Undergraduate Texts in Mathematics and Technology |
| Soggetto topico |
Economics, Mathematical
Mathematical models Probabilities Actuarial science Quantitative Finance Mathematical Modeling and Industrial Mathematics Probability Theory and Stochastic Processes Actuarial Sciences |
| ISBN | 1-4939-3783-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- 1. Preliminaries and Financial Markets -- 2. The Time Value of Money -- 3. Markowitz Portfolio Theory -- 4. Capital Market Theory and Portfolio Risk Measures -- 5. Binomial Trees and Security Pricing Modeling -- 6. Stochastic Calculus and Geometric Brownian Motion Model -- 7. Derivatives: Forwards, Futures, Swaps and Options -- 8. The BSM Model and European Option Pricing -- Index. . |
| Record Nr. | UNINA-9910254095903321 |
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Petters Arlie O
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| New York, NY : , : Springer New York : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Market-Consistent Actuarial Valuation / / by Mario V. Wüthrich
| Market-Consistent Actuarial Valuation / / by Mario V. Wüthrich |
| Autore | Wüthrich Mario V |
| Edizione | [3rd ed. 2016.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (XII, 138 p. 10 illus., 9 illus. in color.) |
| Disciplina | 368.3201 |
| Collana | EAA Series |
| Soggetto topico |
Actuarial science
Economics, Mathematical Statistics Insurance Actuarial Sciences Quantitative Finance Statistics for Business, Management, Economics, Finance, Insurance |
| ISBN | 3-319-46636-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Stochastic discounting -- The valuation portfolio in life insurance -- Financial risks and solvency -- The valuation portfolio in non-life insurance -- References -- Index. |
| Record Nr. | UNINA-9910254093003321 |
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Wüthrich Mario V
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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