Innovations in Insurance, Risk- and Asset Management:Proceedings of the Innovations in Insurance, Risk- and Asset Management Conference Innovations in Insurance, Risk- and Asset Management

This book covers recent developments in the interdisciplinary fields of actuarial science, quantitative finance, risk- and asset management. The authors are leading experts from academia and practice who participated in Innovations in Insurance, Risk- and Asset Management, an international conferenc...

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Bibliographic Details
Main Author: Aleksey Min
Other Authors: Lorenz Schneider, Rudi Zagst, Matthias Scherer
Format: eBook
Language:English
Published: World Scientific Publishing Co. 2018
Subjects:
Online Access:
Collection: Directory of Open Access Books - Collection details see MPG.ReNa
Description
Summary:This book covers recent developments in the interdisciplinary fields of actuarial science, quantitative finance, risk- and asset management. The authors are leading experts from academia and practice who participated in Innovations in Insurance, Risk- and Asset Management, an international conference held at the Technical University of Munich in 2017. The topics covered include the mathematics of extreme risks, systemic risk, model uncertainty, interest rate and hybrid models, alternative investments, dynamic investment strategies, quantitative risk management, asset liability management, liability driven investments, and behavioral finance. This timely selection of topics is highly relevant for the financial industry and addresses current issues both from an academic as well as from a practitioner's point of view.
Item Description:Creative Commons (cc), https://creativecommons.org/licenses/by-nc/4.0/
ISBN:11051
9789813272569