Centro de Documentacion de Fundación MAPFRE - Computation and modelling in insurance and finance

MAP20140021864

Computation and modelling in insurance and finance / Erik Bolviken. — Cambridge : Cambridge University Press, 2014

XXVI, 685 p. ; 25 cm.

Sumario: Introduction -- Getting started the Monte Carlo way -- Evaluating risk: a primer -- Monte Carlo II: improving technique -- Modelling I: Linear dependence -- Modelling II: conditional and non-linear -- Historical estimation and error -- Modelling claim frequency -- Modelling claim size -- Solvency and pricing -- Liabilities over long terms -- Life and state-dependent insurance -- Stochastic asset models -- Financial derivatives -- Integrating risk of different origin -- Appendix A: Random variables: principal tools -- Appendix B: Linear algebra and stochastic vectors -- Appendix C: Numerical algorithms

ISBN 978-0-521-83048-5

1. Modelos de simulación . 2. Simulación Monte Carlo . 3. Modelos matemáticos . 4. Matemática financiera . 5. Finanzas . 6. Evaluación de riesgos .

FUNDACIÓN MAPFRE. Centro de Documentación

FUNDACIÓN MAPFRE. Centro de Documentación — Signature: MAP - 937.412 BOL COM — Record number: 049957

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