Statistical methods and applications in insurance and finance : CIMPA School, Marrakech and El Kelaa M'gouna, Morocco, April 2013 /: CIMPA School, Marrakech and El Kelaa M'gouna, Morocco, April 2013. (2016)

• Record Type: Book
• Further Information: Note: M'hamed Eddahbi, El Hassan Essaky, Josep Vives, editors.
• Editors: Eddahbi, M'hamed; Essaky, El Hassan; Vives, Josep
• Other Names: CIMPA-UNESCO-MESR-MINECO-MOROCCO Research School "Statistical Methods and Applications in FInance and Actuarial Science"
• Contents: 1 Frederi Viens: A didactic introduction to risk management via hedging in discrete and continuous time -- 2 M'hamed Eddahbi and Sidi Mohamed Lalaoui Ben Cherif: Sensitivity analysis for time-inhomogeneous Ĺevy process: A Malliavin calculus approach and numeric -- 3 Nicolas Privault and Dichuan Yang: Variance-GGC asset price models and their sensitivity analysis -- 4 Josep Vives: Decomposition of the pricing formula for stochastic volatility models based on Malliavin-Skorohod type calculus -- 5 Boualem Djehiche: Statistical estimation techniques in life and disability insurance -A short overview -- 6 AbdulRahman Al-Hussein: Necessary and sufficient conditions of optimal control for infinite dimensional SDEs -- 7 AbdulRahman Al-Hussein and Boulakhras Gherbal: Sufficient conditions of optimality for forward-backward doubly SDEs with jumps -- 8 Mohsine Benabdallah, Siham Bouhadou, Youssef Ouknine: On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations with jumps -- 9 E. H. Essaky and M. Hassani: BSDE Approach for Dynkin Game and American Game Option.
• Publisher Details: Switzerland : Springer
• Publication Date: 2016
• Extent: 1 online resource (viii, 225 pages), illustrations (some color)
• Subjects: 368.0072/7; Mathematics; Insurance -- Statistical methods -- Congresses; Finance -- Statistical methods -- Congresses; BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management; Finance -- Statistical methods; Insurance -- Statistical methods; Business & Economics -- Statistics; Business & Economics -- Insurance -- Risk Assessment & Management; Business & Economics -- Insurance -- General; Probability & statistics; Management & management techniques; Insurance & actuarial studies; Finance; Statistics; Risk management; Insurance; Mathematics -- Applied; Finance & accounting; Electronic books; Electronic books; Conference papers and proceedings; Electronic books
• Languages: English
• ISBNs: 9783319304175; 3319304178
• Related ISBNs: 9783319304168; 331930416X
• Notes: Note: Online resource; title from PDF title page (SpringerLink, viewed April 13, 2016).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.