Format:
Online-Ressource (xx, 448 Seiten)
ISBN:
9789813272569
Content:
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.
Note:
Enthält 17 Beiträge
,
Description based on publisher supplied metadata and other sources
Additional Edition:
ISBN 9789813272552
Additional Edition:
Erscheint auch als Druck-Ausgabe Innovations in Insurance, Risk- and Asset Management (Veranstaltung : 2017 : Garching b. München) Innovations in insurance, risk- and asset management Singapore : World Scientific, 2019 ISBN 9789813272552
Language:
English
Subjects:
Economics
,
Mathematics
Keywords:
Versicherungswirtschaft
;
Risikomanagement
;
Vermögensverwaltung
;
Innovation
;
Finanzmathematik
;
Versicherungsmathematik
;
Konferenzschrift
Author information:
Scherer, Matthias
Author information:
Zagst, Rudi 1961-
Author information:
Min, Aleksey 1972-
Author information:
Glau, Kathrin