Computation and modelling in insurance and finance

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<title>Computation and modelling in insurance and finance</title>
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<namePart>Bolviken, Erik</namePart>
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<dateIssued>2014</dateIssued>
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<abstract displayLabel="Summary">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</abstract>
<note type="statement of responsibility">Erik Bolviken</note>
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<topic>Modelos matemáticos</topic>
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<topic>Matemática financiera</topic>
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<topic>Finanzas</topic>
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<topic>Evaluación de riesgos</topic>
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