Computation and modelling in insurance and finance

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<dc:creator>Bolviken, Erik</dc:creator>
<dc:date>2014</dc:date>
<dc:description xml:lang="es">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</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/147717.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:publisher>Cambridge University Press</dc:publisher>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Modelos de simulación</dc:subject>
<dc:subject xml:lang="es">Simulación Monte Carlo</dc:subject>
<dc:subject xml:lang="es">Modelos matemáticos</dc:subject>
<dc:subject xml:lang="es">Matemática financiera</dc:subject>
<dc:subject xml:lang="es">Finanzas</dc:subject>
<dc:subject xml:lang="es">Evaluación de riesgos</dc:subject>
<dc:type xml:lang="es">Books</dc:type>
<dc:title xml:lang="es">Computation and modelling in insurance and finance</dc:title>
<dc:format xml:lang="es">XXVI, 685 p. ; 25 cm.</dc:format>
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