Risk Management for Pension Funds: A Continuous Time Approach with Applications in R (Euro Advanced Tutorials on Operational Research)

Francesco Menoncin

$91.99

Publication Date: February 10th, 2021

Publisher:

Springer

ISBN:

9783030555276

Pages:

239

Available in 3-7 business days

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.

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.

Risk Management for Pension Funds: A Continuous Time Approach with Applications in R (Euro Advanced Tutorials on Operational Research)

Description

About the Author

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