Financial Risk in Insurance

Financial Risk in Insurance edited by G. Ottaviani.

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 interacti...

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Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Ottaviani, G. (Editor)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2000.
Edition:1st ed. 2000.
Series:Springer eBook Collection.
Subjects:
Economics, Mathematical .
Finance.
Statistics .
Probabilities.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • Life Insurance with Stochastic Interest Rates
  • Analyzing Default-Free Bond Markets by Diffusion Models
  • Risk-based Capital for Financial Institutions
  • Immunization Theory: An Actuarial Perspective on Asset-Liability Management
  • Financial Risk, Financial Intermediaries and Game Theory.

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