Risk Management for Pension Funds : A Continuous Time Approach with Applications in R / Francesco Menoncin |
Autore | Menoncin, Francesco |
Pubbl/distr/stampa | Cham, : Springer, 2021 |
Descrizione fisica | vii, 239 p. : ill. ; 24 cm |
Soggetto topico |
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020]
91G05 - Actuarial mathematics [MSC 2020] |
Soggetto non controllato |
Asset pricing
Dynamic optimization Insurance Longevity Risk Martingale Method Optimal Asset Allocation Optimal Portfolio Quantitative Finance R Statistics Software Stochastic Dynamic Programming |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0275263 |
Menoncin, Francesco | ||
Cham, : Springer, 2021 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Risk Management for Pension Funds : A Continuous Time Approach with Applications in R / Francesco Menoncin |
Autore | Menoncin, Francesco |
Pubbl/distr/stampa | Cham, : Springer, 2021 |
Descrizione fisica | vii, 239 p. : ill. ; 24 cm |
Soggetto topico |
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020]
91G05 - Actuarial mathematics [MSC 2020] |
Soggetto non controllato |
Asset pricing
Dynamic optimization Insurance Longevity Risk Martingale Method Optimal Asset Allocation Optimal Portfolio Quantitative Finance R Statistics Software Stochastic Dynamic Programming |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN00275263 |
Menoncin, Francesco | ||
Cham, : Springer, 2021 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|