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

Publication: Cambridge : Cambridge University Press, 2014Physical description: XXVI, 685 p. ; 25 cm.Notes: 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 algorithmsMateria / lugar / evento: Modelos de simulación Simulación Monte Carlo Modelos matemáticos Matemática financiera Finanzas Evaluación de riesgos Other categories: 937.412Standard numbers: ISBN 978-0-521-83048-5

Rights: In Copyright (InC)

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FUNDACIÓN MAPFRE. Centro de Documentación

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

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