Innovations In Insurance, Risk- And Asset Management - Proceedings Of The Innovations In Insurance, Risk- And Asset Management Conference: Proceedings ... University of Munich, 5 - 7 April 2017 - Hardcover

Kathrin Glau; Daniël Linders; Aleksey Min; Matthias Scherer; Lorenz Schneider; Rudi Zagst

 
9789813272552: Innovations In Insurance, Risk- And Asset Management - Proceedings Of The Innovations In Insurance, Risk- And Asset Management Conference: Proceedings ... University of Munich, 5 - 7 April 2017
Hardcover
ISBN 10: 9813272554 ISBN 13: 9789813272552
Publisher: World Scientific Publishing Company, 2018

Synopsis

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.

"synopsis" may belong to another edition of this title.

Publisher
World Scientific Publishing Company
Publication date
2018
Language
English
ISBN 10 
9813272554
ISBN 13 
9789813272552
Binding
Hardcover
Number of pages
468