Suggested Topics within your search.
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Solvency II stakeholder communications and change /
Published 2011An electronic book accessible through the World Wide Web; click to view
Electronic eBook -
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Solvency II : stakeholder communications and change /
Published 2014An electronic book accessible through the World Wide Web; click to view
Electronic eBook -
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Solvency II stakeholder communications and change /
Published 2011An electronic book accessible through the World Wide Web; click to view
Electronic eBook -
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Solvency II : stakeholder communications and change /
Published 2014An electronic book accessible through the World Wide Web; click to view
Electronic eBook -
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Financial ratios /
Published 2016Table of Contents: “…Corporate examples of liquidity ratios -- Part V. Solvency ratios -- 8. Concept of solvency ratios -- 9. …”
An electronic book accessible through the World Wide Web; click to view
Electronic eBook -
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Financial ratios /
Published 2016Table of Contents: “…Corporate examples of liquidity ratios -- Part V. Solvency ratios -- 8. Concept of solvency ratios -- 9. …”
An electronic book accessible through the World Wide Web; click to view
Electronic eBook -
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Using accounting & financial information : analyzing, forecasting & decision making /
Published 2015Subjects: An electronic book accessible through the World Wide Web; click to view
Electronic eBook -
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Using accounting & financial information : analyzing, forecasting & decision making /
Published 2015Subjects: An electronic book accessible through the World Wide Web; click to view
Electronic eBook -
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Actuarial science theory and methodology /
Published 2006Table of Contents: “…Risk models and ruin theory -- Compound risk models and copula decomposition -- Comonotonically additive premium principles and some related topics -- Fuzzy comprehension evaluation and fuzzy information processing for risks -- Application of fuzzy mathematics to actuarial science -- Some applications of financial economics to insurance -- Exploring on the risk profile of China insurance for setting appropriate solvency capital requirement.…”
An electronic book accessible through the World Wide Web; click to view
Electronic eBook -
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Actuarial science theory and methodology /
Published 2006Table of Contents: “…Risk models and ruin theory -- Compound risk models and copula decomposition -- Comonotonically additive premium principles and some related topics -- Fuzzy comprehension evaluation and fuzzy information processing for risks -- Application of fuzzy mathematics to actuarial science -- Some applications of financial economics to insurance -- Exploring on the risk profile of China insurance for setting appropriate solvency capital requirement.…”
An electronic book accessible through the World Wide Web; click to view
Electronic eBook -
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Innovations in Quantitative Risk Management TU München, September 2013 /
Published 2015Table of Contents: “…Part I Markets, Regulation, and Model Risk -- A Random Holding Period Approach for Liquidity-Inclusive Risk Management -- Regulatory Developments in Risk Management: Restoring Confidence in Internal Models -- Model Risk in Incomplete Markets with Jumps -- Part II Financial Engineering -- Bid-Ask Spread for Exotic Options Under Conic Finance -- Derivative Pricing Under the Possibility of Long Memory in the supOU Stochastic Volatility Model -- A Two-Sided BNS Model for Multicurrency FX Markets -- Modeling the Price of Natural Gas with Temperature and Oil Price as Exogenous Factors -- Copula-Specific Credit Portfolio Modeling -- Implied Recovery Rates—Auctions and Models -- Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence -- Part III Insurance Risk and Asset Management -- Participating Life Insurance Contracts Under Risk Based Solvency Frameworks: How to Increase Capital Efficiency by Product Design -- Reducing Surrender Incentives Through Fee Structure in Variable Annuities -- A Variational Approach for Mean-Variance-Optimal Deterministic Consumption and Investment -- Risk Control in Asset Management: Motives and Concepts -- Worst-Case Scenario Portfolio Optimization Given the Probability of a Crash -- Improving Optimal Terminal Value Replicating Portfolios -- Part IV Computational Methods for Risk Management -- Risk and Computation -- Extreme Value Importance Sampling for Rare Event Risk Measurement -- A Note on the Numerical Evaluation of the Hartman–Watson Density and Distribution Function -- Computation of Copulas by Fourier Methods -- Part V Dependence Modelling -- Goodness-of-fit Tests for Archimedean Copulas in High Dimensions -- Duality in Risk Aggregation -- Some Consequences of the Markov Kernel Perspective of Copulas -- Copula Representations for Invariant Dependence Functions -- Nonparametric Copula Density Estimation Using a Petrov–Galerkin Projection.…”
Get full text
Electronic eBook -
20
Innovations in Quantitative Risk Management TU München, September 2013 /
Published 2015Table of Contents: “…Part I Markets, Regulation, and Model Risk -- A Random Holding Period Approach for Liquidity-Inclusive Risk Management -- Regulatory Developments in Risk Management: Restoring Confidence in Internal Models -- Model Risk in Incomplete Markets with Jumps -- Part II Financial Engineering -- Bid-Ask Spread for Exotic Options Under Conic Finance -- Derivative Pricing Under the Possibility of Long Memory in the supOU Stochastic Volatility Model -- A Two-Sided BNS Model for Multicurrency FX Markets -- Modeling the Price of Natural Gas with Temperature and Oil Price as Exogenous Factors -- Copula-Specific Credit Portfolio Modeling -- Implied Recovery Rates—Auctions and Models -- Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence -- Part III Insurance Risk and Asset Management -- Participating Life Insurance Contracts Under Risk Based Solvency Frameworks: How to Increase Capital Efficiency by Product Design -- Reducing Surrender Incentives Through Fee Structure in Variable Annuities -- A Variational Approach for Mean-Variance-Optimal Deterministic Consumption and Investment -- Risk Control in Asset Management: Motives and Concepts -- Worst-Case Scenario Portfolio Optimization Given the Probability of a Crash -- Improving Optimal Terminal Value Replicating Portfolios -- Part IV Computational Methods for Risk Management -- Risk and Computation -- Extreme Value Importance Sampling for Rare Event Risk Measurement -- A Note on the Numerical Evaluation of the Hartman–Watson Density and Distribution Function -- Computation of Copulas by Fourier Methods -- Part V Dependence Modelling -- Goodness-of-fit Tests for Archimedean Copulas in High Dimensions -- Duality in Risk Aggregation -- Some Consequences of the Markov Kernel Perspective of Copulas -- Copula Representations for Invariant Dependence Functions -- Nonparametric Copula Density Estimation Using a Petrov–Galerkin Projection.…”
Get full text
Electronic eBook
