Financial Risk in Insurance
By: edited by G. Ottaviani
Publisher: Springer Berlin Heidelberg; Imprint: Springer
Published: 2000
Place of publication: Berlin, Heidelberg
Language: eng
Format: [electronic resource] /
Number of pages: 112
ISBN-13: 9783642578465
Subjects: Mathematics; Distribution (Probability theory); Economics; Statistics; Finance
Description: This book, published with the contribution of the Italian insurance company INA, contains the invited contributions presented at the 3rd International AFIR Colloquium, held in Rome in 1993. The colloquium was aimed at encouraging research on the theoretical bases of actuarial sciences, its interaction with the theory of finance and of corporate finance, together with mathematical methods, such as probability and the theory of stochastic processes. In the spirit of actuarial tradition, attention was given to the link between the theoretical approach and the operative problems of financial markets and institutions, and insurance companies in particular. The book is an important reference work for students and researchers of actuarial sciences and finance. It could also be recommended to practitioners with theoretical interests.
Table of contents: title: Hans Bühlmann: Life Insurance with Stochastic Interest Rates; title: Franco Moriconi: Analyzing Default-Free Bond Markets by Diffusion Models; title: Phelim P. Boyle: Risk-based Capital for Financial Institutions; title: Massimo de Felice: Immunization Theory: An Actuarial Perspective on Asset-Liability Management; title: Flavio Pressacco: Financial Risk, Financial Intermediaries and Game Theory.