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A Celebration of the Ties That Bind Us: Connections Between Actuarial Science and Mathematical Finance

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ISBN: 9783038427339 9783038427346 Year: Pages: 216 DOI: 10.3390/books978-3-03842-734-6 Language: English
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Business and Management
Added to DOAB on : 2018-02-22 12:19:25
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The articles in this volume are contributed by scholars who are not only experts in areas of Actuarial Science (AS) and Mathematical Finance (MF), but also those who present diverse perspectives from both industry and academia. Topics from multiple areas, such as Stochastic Modeling, Credit Risk, Monte Carlo Simulation, and Pension Valuation, among others, that were maybe thought to be the domain of one type of risk manager, are shown time and again to have deep value to other areas of risk management as well. The articles in this collection, in my opinion, contribute techniques, ideas, and overviews of tools that folks in both AS and MF will find useful and interesting to implement in their work. It is also my hope that this collection will inspire future collaboration between those who seek an interdisciplinary approach to risk management.

Risk management of natural disasters. The example of Mexico

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ISBN: 3866440057 Year: Pages: XV, 153 p. DOI: 10.5445/KSP/1000004241 Language: GERMAN
Publisher: KIT Scientific Publishing
Subject: Business and Management
Added to DOAB on : 2019-07-30 20:01:59
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The focuses are on the study of risk management of natural disasters from the perspective of complex systems, using the example of Mexico. It develops the theory of an arrival process taking into account an early warning system and we use it to create appropriate actuarial models. Then, it formulates a stochastic optimization problem to find an investment strategy for the management of a fund from the perspective of a risk-averse government. The solution is given with the use of the Föllmer-Schweizer strategy.

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

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ISBN: 9789813272569 Year: DOI: 10.1142/11051 Language: ENG
Publisher: World Scientific Publishing Co.
Added to DOAB on : 2019-01-23 02:22:36
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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.

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