Statistical Methods and Applications in Insurance and Finance (eBook, PDF)
eBook, PDF

Statistical Methods and Applications in Insurance and Finance (eBook, PDF)

CIMPA School, Marrakech and Kelaat M'gouna, Morocco, April 2013

Redaktion: Eddahbi, M'Hamed; Vives, Josep; Essaky, El Hassan
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This book is the outcome of the CIMPA School on Statistical Methods and Applications in Insurance and Finance, held in Marrakech and Kelaat M'gouna (Morocco) in April 2013. It presents two lectures and seven refereed papers from the school, offering the reader important insights into key topics. The first of the lectures, by Frederic Viens, addresses risk management via hedging in discrete and continuous time, while the second, by Boualem Djehiche, reviews statistical estimation methods applied to life and disability insurance. The refereed papers offer diverse perspectives and extensive discu...

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