Optimal Proportional Reinsurance Policies For Levy Markets With Costs: On The Optimality Of Reinsurance In Quantitative Risk Management

 
9783843367240: Optimal Proportional Reinsurance Policies For Levy Markets With Costs: On The Optimality Of Reinsurance In Quantitative Risk Management
Présentation de l'éditeur :

From the point of view of the first insurer, we determine the ideal proportion of an insurance policy, in a Levy market, to be re insured and the expected value attained using Stochastic control (Dynamic programming). A Levy process is used to model the reserves of the insurer given that a re insurance policy has been implemented as a means of risk transfer. For completeness, the results are analytically and graphically compared with those of a diffusion model with the aid of Matlab. Financial mathematicians, actuaries, and insurers would find this book useful. A background in stochastic differential equations will make understanding easier.

Biographie de l'auteur :

Mr Z. S. Makumbe is a BSc (HONS) Mathematics graduate from withthe University of Zimbabwe (U.Z.) where he taught from 2006 toAugust 2010. Currently, he is awaiting the completion of his MScMathematical modelling with U.Z. while teaching at the ZimbabweOpen Universty.

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Makumbe, Zororo Stanelake; G. Chikodza, Eriyoti
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ISBN 10 : 3843367248 ISBN 13 : 9783843367240
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Description du livre LAP Lambert Academic Publishing, 2010. État : New. This item is printed on demand for shipment within 3 working days. N° de réf. du libraire KP9783843367240

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Zororo Stanelake Makumbe
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Description du livre LAP Lambert Academic Publishing, 2010. PAP. État : New. New Book. Delivered from our UK warehouse in 3 to 5 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. N° de réf. du libraire LQ-9783843367240

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Makumbe, Zororo Stanelake
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Description du livre LAP Lambert Academic Publishing, 2016. Paperback. État : New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. N° de réf. du libraire ria9783843367240_lsuk

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Zororo Stanelake Makumbe
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Description du livre LAP Lambert Academic Publishing, 2010. PAP. État : New. New Book. Shipped from US within 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. N° de réf. du libraire IQ-9783843367240

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Zororo Stanelake Makumbe, Eriyoti G Chikodza
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Description du livre LAP Lambert Academic Publishing, Germany, 2013. Paperback. État : New. 220 x 150 mm. Language: English . Brand New Book ***** Print on Demand *****.From the point of view of the first insurer, we determine the ideal proportion of an insurance policy, in a Levy market, to be re insured and the expected value attained using Stochastic control (Dynamic programming). A Levy process is used to model the reserves of the insurer given that a re insurance policy has been implemented as a means of risk transfer. For completeness, the results are analytically and graphically compared with those of a diffusion model with the aid of Matlab. Financial mathematicians, actuaries, and insurers would find this book useful. A background in stochastic differential equations will make understanding easier. N° de réf. du libraire AAV9783843367240

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Zororo Stanelake Makumbe
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Description du livre LAP LAMBERT Academic Publishing. Paperback. État : New. Paperback. 64 pages. Dimensions: 8.7in. x 5.9in. x 0.1in.From the point of view of the first insurer, we determine the ideal proportion of an insurance policy, in a Levy market, to be re insured and the expected value attained using Stochastic control (Dynamic programming). A Levy process is used to model the reserves of the insurer given that a re insurance policy has been implemented as a means of risk transfer. For completeness, the results are analytically and graphically compared with those of a diffusion model with the aid of Matlab. Financial mathematicians, actuaries, and insurers would find this book useful. A background in stochastic differential equations will make understanding easier. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Paperback. N° de réf. du libraire 9783843367240

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