Risk Management for Pension Funds: A Continuous Time Approach with Applications in R


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Description

- 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.

Author: Francesco Menoncin
Publisher: Springer
Published: 02/10/2021
Pages: 239
Binding Type: Hardcover
Weight: 1.16lbs
Size: 9.21h x 6.14w x 0.63d
ISBN13: 9783030555276
ISBN10: 3030555275
BISAC Categories:
- Business & Economics | Operations Research
- Business & Economics | Insurance | Risk Assessment & Management
- Business & Economics | Statistics

About the Author

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.