Springer Proceedings in Mathematics & Statistics - Actuarial Sciences and Quantitative Finance
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Stochastic Control for Insurance: New Problems and Methods

Springer Proceedings in Mathematics & Statistics - Actuarial Sciences and Quantitative Finance ◽

10.1007/978-3-319-66536-8_5 ◽

2017 ◽

pp. 115-124

Author(s):

Christian Hipp

Keyword(s):

Stochastic Control

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Unlocking Reserve Assumptions Using Retrospective Analysis

Springer Proceedings in Mathematics & Statistics - Actuarial Sciences and Quantitative Finance ◽

10.1007/978-3-319-66536-8_2 ◽

2017 ◽

pp. 25-48

Author(s):

Jeyaraj Vadiveloo ◽

Gao Niu ◽

Emiliano A. Valdez ◽

Guojun Gan

Keyword(s):

Retrospective Analysis

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The Sustainable Black-Scholes Equations

Springer Proceedings in Mathematics & Statistics - Actuarial Sciences and Quantitative Finance ◽

10.1007/978-3-319-66536-8_8 ◽

2017 ◽

pp. 155-167

Author(s):

Yannick Armenti ◽

Stéphane Crépey ◽

Chao Zhou

Keyword(s):

Black Scholes

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Bermudan Option Valuation Under State-Dependent Models

Springer Proceedings in Mathematics & Statistics - Actuarial Sciences and Quantitative Finance ◽

10.1007/978-3-319-66536-8_6 ◽

2017 ◽

pp. 127-138

Author(s):

Anastasia Borovykh ◽

Andrea Pascucci ◽

Cornelis W. Oosterlee

Keyword(s):

Option Valuation ◽

State Dependent ◽

Bermudan Option

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Option-Implied Objective Measures of Market Risk with Leverage

Springer Proceedings in Mathematics & Statistics - Actuarial Sciences and Quantitative Finance ◽

10.1007/978-3-319-66536-8_7 ◽

2017 ◽

pp. 139-153

Author(s):

Matthias Leiss ◽

Heinrich H. Nax

Keyword(s):

Market Risk ◽

Objective Measures

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Spatial Statistical Tools to Assess Mortality Differences in Europe

Springer Proceedings in Mathematics & Statistics - Actuarial Sciences and Quantitative Finance ◽

10.1007/978-3-319-66536-8_3 ◽

2017 ◽

pp. 49-74

Author(s):

Patricia Carracedo ◽

Ana Debón

Keyword(s):

Statistical Tools

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Stochastic Control for Insurance: Models, Strategies, and Numerics

Springer Proceedings in Mathematics & Statistics - Actuarial Sciences and Quantitative Finance ◽

10.1007/978-3-319-66536-8_4 ◽

2017 ◽

pp. 75-113 ◽

Cited By ~ 1

Author(s):

Christian Hipp

Keyword(s):

Stochastic Control

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Robust Paradigm Applied to Parameter Reduction in Actuarial Triangle Models

Springer Proceedings in Mathematics & Statistics - Actuarial Sciences and Quantitative Finance ◽

10.1007/978-3-319-66536-8_1 ◽

2017 ◽

pp. 3-23

Author(s):

Gary Venter

Keyword(s):

Parameter Reduction

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Springer Proceedings in Mathematics & Statistics - Actuarial Sciences and Quantitative FinanceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

Stochastic Control for Insurance: New Problems and Methods

Unlocking Reserve Assumptions Using Retrospective Analysis

The Sustainable Black-Scholes Equations

Bermudan Option Valuation Under State-Dependent Models

Option-Implied Objective Measures of Market Risk with Leverage

Spatial Statistical Tools to Assess Mortality Differences in Europe

Stochastic Control for Insurance: Models, Strategies, and Numerics

Robust Paradigm Applied to Parameter Reduction in Actuarial Triangle Models

Springer Proceedings in Mathematics & Statistics - Actuarial Sciences and Quantitative Finance
Latest Publications