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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

dc.contributor.authorAleksey Min*
dc.contributor.authorLorenz Schneider*
dc.contributor.authorRudi Zagst*
dc.contributor.authorMatthias Scherer*
dc.contributor.authorDaniël Linders*
dc.contributor.authorKathrin Glau*
dc.date.accessioned2021-02-11T16:17:03Z
dc.date.available2021-02-11T16:17:03Z
dc.date.issued2018*
dc.date.submitted2019-01-23 02:22:36*
dc.identifier31873*
dc.identifier.urihttps://directory.doabooks.org/handle/20.500.12854/50288
dc.description.abstractThis 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.*
dc.languageEnglish*
dc.subject.otherDynamic Hedging*
dc.subject.otherUncertainty Quantification*
dc.subject.otherActuarial Science*
dc.subject.otherCopula*
dc.subject.otherExchange-Traded Funds*
dc.subject.otherAutoregressive Hidden Markov Models*
dc.subject.otherFixed Income*
dc.subject.otherReinsurance*
dc.subject.otherStochastic Processes for Finance*
dc.subject.otherRisk Measure*
dc.subject.otherBayesian Finance*
dc.subject.otherInsurance*
dc.subject.otherReplicating Portfolio*
dc.subject.otherRisk Classification*
dc.subject.otherStochastic Dominance*
dc.titleInnovations in Insurance, Risk- and Asset Management:Proceedings of the Innovations in Insurance, Risk- and Asset Management Conference Innovations in Insurance, Risk- and Asset Management*
dc.typebook
oapen.identifier.doi10.1142/11051*
oapen.relation.isPublishedBy5cb8663e-bccc-453e-8204-a2b08d74d465*
oapen.relation.isbn9789813272569*


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Except where otherwise noted, this item's license is described as https://creativecommons.org/licenses/by-nc/4.0/