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Statistical Methods and Applications in Insurance and Finance

CIMPA School, Marrakech and Kelaat M’gouna, Morocco, April 2013

  • M'hamed Eddahbi
  • El Hassan Essaky
  • Josep Vives
Conference proceedings CIMPA School 2013

Part of the Springer Proceedings in Mathematics & Statistics book series (PROMS, volume 158)

Table of contents

About these proceedings

Introduction

This book is the outcome of the CIMPA School on Statistical Methods and Applications in Insurance and Finance, held in Marrakech and Kelaat M'gouna (Morocco) in April 2013. It presents two lectures and seven refereed papers from the school, offering the reader important insights into key topics. The first of the lectures, by Frederic Viens, addresses risk management via hedging in discrete and continuous time, while the second, by Boualem Djehiche, reviews statistical estimation methods applied to life and disability insurance. The refereed papers offer diverse perspectives and extensive discussions on subjects including optimal control, financial modeling using stochastic differential equations, pricing and hedging of financial derivatives, and sensitivity analysis. Each chapter of the volume includes a comprehensive bibliography to promote further research.

Keywords

Quantitative Finance Insurance Risk management Statistics Financial modeling Optimal control

Editors and affiliations

  • M'hamed Eddahbi
    • 1
  • El Hassan Essaky
    • 2
  • Josep Vives
    • 3
  1. 1.Department of MathematicsUniversité Cadi Ayyad Department of MathematicsMarrakeshMorocco
  2. 2.Faculté PolydisciplinaireUniversité Cadi AyyadSafiMorocco
  3. 3.Faculty of MathematicsUniversity of BarcelonaBarcelonaSpain

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-30417-5
  • Copyright Information Springer International Publishing Switzerland 2016
  • Publisher Name Springer, Cham
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-319-30416-8
  • Online ISBN 978-3-319-30417-5
  • Series Print ISSN 2194-1009
  • Series Online ISSN 2194-1017
  • Buy this book on publisher's site