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Editorial : a celebration of the ties that bind us : connections between actuarial science and mathematical finance

Cohen, Albert - In: Risks : open access journal 6 (2018) 1, pp. 1-3

In the nearly thirty years since Hans Buhlmann (Buhlmann (1987)) set out the notion of the Actuary of the Third Kind, the connection between Actuarial Science (AS) and Mathematical Finance (MF) has been continually reinforced. As siblings in the family of Risk Management techniques,...

Persistent link: https://www.econbiz.de/10011811459

Applications of Monte Carlo methods to finance and insurance

Herzog, Thomas N.; Lord, Graham - 2002

Persistent link: https://www.econbiz.de/10001695453

Introduction to insurance mathematics : technical and financial features of risk transfers

Olivieri, Annamaria; Pitacco, Ermanno - 2011

Persistent link: https://www.econbiz.de/10008648623

Risk analysis in finance and insurance

Melʹnikov, Aleksandr V. - 2011 - 2. ed.

Persistent link: https://www.econbiz.de/10009382162

Finanzrisiken in der Assekuranz : moderne Finanz- und Risikokonzepte in der Versicherungswirtschaft

2013

Persistent link: https://www.econbiz.de/10009666471

Ruin probabilities

Asmussen, Søren; Albrecher, Hansjörg - 2010 - Second edition

The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are … computational vehicle and the connection to other applied probability areas, like queueing theory. In this substantially updated and … extended second version, new topics include stochastic control, fluctuation theory for Levy processes, Gerber-Shiu functions …

Persistent link: https://www.econbiz.de/10012684366