Risk Management for Pension Funds

A Continuous Time Approach with Applications in R

AvFrancesco Menoncin

Häftad, Engelska, 2022

Del i serien EURO Advanced Tutorials on Operational Research

550 kr

Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt över 249 kr.

Fler format och utgåvor

Inbunden

768 kr

Beskrivning

This book presents a consistent and complete framework for studying the risk management of a pension fund.

Produktinformation

Utgivningsdatum:2022-02-10
Mått:155 x 235 x 14 mm
Vikt:382 g
Format:Häftad
Språk:Engelska
Serie:EURO Advanced Tutorials on Operational Research
Antal sidor:239
Förlag:Springer Nature Switzerland AG
ISBN:9783030555306

Utforska kategorier

Finansiering inom Ekonomi och Ledarskap

Mer om författaren

Francesco Menoncin is Full Professor of Economic Policy at the University of Brescia, Italy. He has a Master’s in Economics and a PhD in Economics both from Université Catholique de Louvain (Belgium), and a PhD in Economics from the University of Pavia (Italy). He teaches in the field of finance in Italy and France at Masters and PhDs. He has published articles and books about optimal control in financial market, asset prices, and risk management.

Recensioner i media

“The book presents a consistent and complete framework for studying the risk management of a pension fund. It is useful for students and teachers in financial and actuarial mathematics as well as for professionals in the area of pension funds.” (Pavel Stoynov, zbMATH 1460.91007, 2021)

Innehållsförteckning

- Introduction. - Decision Theory Under Uncertainty. - Stochastic Processes. - The Financial Market. - The Actuarial Framework. - Financial-Actuarial Assets. - Pension Fund Management. - A Workable Framework. - A Pure Accumulation Fund.