Computation and modelling in insurance and finance
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cam a22000004b 4500 | ||
| 001 | MAP20140021864 | ||
| 003 | MAP | ||
| 005 | 20140624142440.0 | ||
| 008 | 140624s2014 esp|||| ||| ||spa d | ||
| 020 | $a978-0-521-83048-5 | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a937.412 | ||
| 100 | 1 | $0MAPA20140010530$aBolviken, Erik | |
| 245 | 0 | 0 | $aComputation and modelling in insurance and finance$cErik Bolviken |
| 260 | $aCambridge$bCambridge University Press$c2014 | ||
| 300 | $aXXVI, 685 p.$c25 cm. | ||
| 520 | $aIntroduction -- 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 | ||
| 650 | 4 | $0MAPA20080602642$aModelos de simulación | |
| 650 | 4 | $0MAPA20080608606$aSimulación Monte Carlo | |
| 650 | 4 | $0MAPA20080592042$aModelos matemáticos | |
| 650 | 4 | $0MAPA20080602444$aMatemática financiera | |
| 650 | 4 | $0MAPA20080547271$aFinanzas | |
| 650 | 4 | $0MAPA20080601522$aEvaluación de riesgos | |
| 856 | $yMÁS INFORMACIÓN$umailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A |