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Northern light : [interview to] Nick Higham, professor of applied mathematics at the University of Manchester

Recurso electrónico / Electronic resource
Registro MARC
Tag12Valor
LDR  00000cab a2200000 4500
001  MAP20200020172
003  MAP
005  20200617085352.0
008  200616e20200601gbr|||p |0|||b|eng d
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎6
100  ‎$0‎MAPA20200009214‎$a‎Georgescu, Dan
24510‎$a‎Northern light‎$b‎: [interview to] Nick Higham, professor of applied mathematics at the University of Manchester‎$c‎Dan Georgescu
520  ‎$a‎It is difficult to overstate the importance of Professor Nick Higham's work for the insurance industry. The Higham algorithm and its successors for fi nding the nearest (valid) correlation matrix (NCM) are embedded in most internal models and economic scenario generators, underpinning the calculation of the capital requirements across Europe, which is measured in billions of pounds and euros.
650 4‎$0‎MAPA20080586294‎$a‎Mercado de seguros
650 4‎$0‎MAPA20080602437‎$a‎Matemática del seguro
650 4‎$0‎MAPA20080579258‎$a‎Cálculo actuarial
650 4‎$0‎MAPA20080553128‎$a‎Algoritmos
650 4‎$0‎MAPA20080558130‎$a‎Entrevistas
7001 ‎$0‎MAPA20200014102‎$a‎Higham, Nick
7730 ‎$w‎MAP20200013259‎$t‎The Actuary : the magazine of the Institute & Faculty of Actuaries‎$d‎London : Redactive Publishing, 2019-‎$g‎01/06/2020 Número 5 - junio 2020 , p. 12-14