Innovations in Insurance, Risk- and Asset Management:Proceedings of the Innovations in Insurance, Risk- and Asset Management Conference Innovations in Insurance, Risk- and Asset Management

• Main Author: Aleksey Min (auth)
• Other Authors: Lorenz Schneider (auth), Rudi Zagst (auth), Matthias Scherer (auth), Daniël Linders (auth), Kathrin Glau (auth)
• Format: Electronic Book Chapter
• Language: English
• Published: World Scientific Publishing Co. 2018
• Subjects: Dynamic Hedging; Uncertainty Quantification; Actuarial Science; Copula; Exchange-Traded Funds; Autoregressive Hidden Markov Models; Fixed Income; Reinsurance; Stochastic Processes for Finance; Risk Measure; Bayesian Finance; Insurance; Replicating Portfolio; Risk Classification; Stochastic Dominance
• Online Access: DOAB: download the publication; DOAB: description of the publication

This book covers recent developments in the interdisciplinary fields of actuarial science, quantitative finance, risk- and asset management. The authors are leading experts from academia and practice who participated in Innovations in Insurance, Risk- and Asset Management, an international conferenc...