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Optimal Proportional Reinsurance Policies For Levy Markets With Costs: On The Optimality Of Reinsurance In Quantitative Risk Management - Couverture souple
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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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- ÉditeurLAP Lambert Academic Publishing
- Date d'édition2010
- ISBN 10 3843367248
- ISBN 13 9783843367240
- ReliureBroché
- Nombre de pages64
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Optimal Proportional Reinsurance Policies For Levy Markets With Costs
Edité par
LAP Lambert Academic Publishing
(2010)
ISBN 10 : 3843367248
ISBN 13 : 9783843367240
Neuf
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Description du livre Etat : New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. N° de réf. du vendeur ria9783843367240_lsuk
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Optimal Proportional Reinsurance Policies For Levy Markets With Costs
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LAP Lambert Academic Publishing 2010-10
(2010)
ISBN 10 : 3843367248
ISBN 13 : 9783843367240
Neuf
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Optimal Proportional Reinsurance Policies For Levy Markets With Costs: On The Optimality Of Reinsurance In Quantitative Risk Management
Edité par
LAP LAMBERT Academic Publishing
(2010)
ISBN 10 : 3843367248
ISBN 13 : 9783843367240
Neuf
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Optimal Proportional Reinsurance Policies For Levy Markets With Costs
Edité par
LAP LAMBERT Academic Publishing Okt 2010
(2010)
ISBN 10 : 3843367248
ISBN 13 : 9783843367240
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Description du livre Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 64 pp. Englisch. N° de réf. du vendeur 9783843367240
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Optimal Proportional Reinsurance Policies For Levy Markets With Costs On The Optimality Of Reinsurance In Quantitative Risk Management
Edité par
LAP LAMBERT Academic Publishing
(2010)
ISBN 10 : 3843367248
ISBN 13 : 9783843367240
Neuf
PAP
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Description du livre PAP. Etat : New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. N° de réf. du vendeur L0-9783843367240
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Optimal Proportional Reinsurance Policies For Levy Markets With Costs : On The Optimality Of Reinsurance In Quantitative Risk Management
Edité par
LAP LAMBERT Academic Publishing
(2010)
ISBN 10 : 3843367248
ISBN 13 : 9783843367240
Neuf
Taschenbuch
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Description du livre Taschenbuch. Etat : Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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 vendeur 9783843367240
Acheter neuf
EUR 49
Autre devise
Image d'archives
Optimal Proportional Reinsurance Policies For Levy Markets With Costs On The Optimality Of Reinsurance In Quantitative Risk Management
Edité par
LAP LAMBERT Academic Publishing
(2010)
ISBN 10 : 3843367248
ISBN 13 : 9783843367240
Neuf
PAP
Quantité disponible : > 20
Vendeur :
Evaluation vendeur
Description du livre PAP. Etat : New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. N° de réf. du vendeur L0-9783843367240
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Optimal Proportional Reinsurance Policies For Levy Markets With Costs
Edité par
LAP LAMBERT Academic Publishing
(2010)
ISBN 10 : 3843367248
ISBN 13 : 9783843367240
Neuf
Couverture souple
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Description du livre Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Makumbe Zororo StanelakeMr 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 modelli. N° de réf. du vendeur 5466661
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