Innovations in insurance, risk- and asset management
Author(s)
Bibliographic Information
Innovations in insurance, risk- and asset management
World Scientific, c2019
- Other Title
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Innovations in insurance, risk- and asset management : conference at the technical university of Munich, 5-7 April 2017
Available at 3 libraries
  Aomori
  Iwate
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  Niigata
  Toyama
  Ishikawa
  Fukui
  Yamanashi
  Nagano
  Gifu
  Shizuoka
  Aichi
  Mie
  Shiga
  Kyoto
  Osaka
  Hyogo
  Nara
  Wakayama
  Tottori
  Shimane
  Okayama
  Hiroshima
  Yamaguchi
  Tokushima
  Kagawa
  Ehime
  Kochi
  Fukuoka
  Saga
  Nagasaki
  Kumamoto
  Oita
  Miyazaki
  Kagoshima
  Okinawa
  Korea
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  United Kingdom
  Germany
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  United States of America
Note
Other editors: Daniël Linders, Aleksey Min, Matthias Scherer, Lorenz Schneider, Rudi Zagst
"Conference at the technical university of Munich, 5-7 April 2017"
Includes bibliographical references
Description and Table of Contents
Description
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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