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Modeling and Pricing in Financial Markets for Weather Derivatives

Modeling and Pricing in Financial Markets for Weather Derivatives Author Fred Espen Benth
ISBN-10 9789814401845
Release 2013
Pages 242
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Weather derivatives provide a tool for weather risk management, and the markets for these exotic financial products are gradually emerging in size and importance. This unique monograph presents a unified approach to the modeling and analysis of such weather derivatives, including financial contracts on temperature, wind and rain. Based on a deep statistical analysis of weather factors, sophisticated stochastic processes are introduced modeling the time and space dynamics. Applying ideas from the modern theory of mathematical finance, weather derivatives are priced, and questions of hedging analyzed. The treatise contains an in-depth analysis of typical weather contracts traded at the Chicago Mercantile Exchange (CME), including so-called CDD and HDD futures. The statistical analysis of weather variables are based on a large data set from Lithuania. The monograph includes the research done by the authors over the last decade on weather markets. Their work has gained considerable attention, and has been applied in many contexts.



Analysis for Diffusion Processes on Riemannian Manifolds

Analysis for Diffusion Processes on Riemannian Manifolds Author Feng-Yu Wang
ISBN-10 9789814452656
Release 2014
Pages 392
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Stochastic analysis on Riemannian manifolds without boundary has been well established. However, the analysis for reflecting diffusion processes and sub-elliptic diffusion processes is far from complete. This book contains recent advances in this direction along with new ideas and efficient arguments, which are crucial for further developments. Many results contained here (for example, the formula of the curvature using derivatives of the semigroup) are new among existing monographs even in the case without boundary.



Mathematical Reviews

Mathematical Reviews Author
ISBN-10 UVA:X006180440
Release 2003
Pages
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Mathematical Reviews has been writing in one form or another for most of life. You can find so many inspiration from Mathematical Reviews also informative, and entertaining. Click DOWNLOAD or Read Online button to get full Mathematical Reviews book for free.



Statistical Tools for Finance and Insurance

Statistical Tools for Finance and Insurance Author Pavel Cizek
ISBN-10 3642180620
Release 2011-03-18
Pages 420
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Statistical Tools for Finance and Insurance presents ready-to-use solutions, theoretical developments and method construction for many practical problems in quantitative finance and insurance. Written by practitioners and leading academics in the field, this book offers a unique combination of topics from which every market analyst and risk manager will benefit. Features of the significantly enlarged and revised second edition: Offers insight into new methods and the applicability of the stochastic technology Provides the tools, instruments and (online) algorithms for recent techniques in quantitative finance and modern treatments in insurance calculations Covers topics such as - expected shortfall for heavy tailed and mixture distributions* - pricing of variance swaps* - volatility smile calibration in FX markets - pricing of catastrophe bonds and temperature derivatives* - building loss models and ruin probability approximation - insurance pricing with GLM* - equity linked retirement plans*(new topics in the second edition marked with*) Presents extensive examples



Encyclopedia of Actuarial Science E N

Encyclopedia of Actuarial Science  E N Author Bjørn Sundt
ISBN-10 PSU:000059203100
Release 2004
Pages 1842
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Encyclopedia of Actuarial Science E N has been writing in one form or another for most of life. You can find so many inspiration from Encyclopedia of Actuarial Science E N also informative, and entertaining. Click DOWNLOAD or Read Online button to get full Encyclopedia of Actuarial Science E N book for free.



Pricing in General Insurance

Pricing in General Insurance Author Pietro Parodi
ISBN-10 9781466581487
Release 2014-10-15
Pages 584
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Based on the syllabus of the actuarial industry course on general insurance pricing — with additional material inspired by the author’s own experience as a practitioner and lecturer — Pricing in General Insurance presents pricing as a formalised process that starts with collecting information about a particular policyholder or risk and ends with a commercially informed rate. The main strength of this approach is that it imposes a reasonably linear narrative on the material and allows the reader to see pricing as a story and go back to the big picture at any time, putting things into context. Written with both the student and the practicing actuary in mind, this pragmatic textbook and professional reference: Complements the standard pricing methods with a description of techniques devised for pricing specific products (e.g., non-proportional reinsurance and property insurance) Discusses methods applied in personal lines when there is a large amount of data and policyholders can be charged depending on many rating factors Addresses related topics such as how to measure uncertainty, incorporate external information, model dependency, and optimize the insurance structure Provides case studies, worked-out examples, exercises inspired by past exam questions, and step-by-step methods for dealing concretely with specific situations Pricing in General Insurance delivers a practical introduction to all aspects of general insurance pricing, covering data preparation, frequency analysis, severity analysis, Monte Carlo simulation for the calculation of aggregate losses, burning cost analysis, and more.



Books in Print

Books in Print Author R.R. Bowker Company
ISBN-10 UOM:39015054035236
Release 2003-09
Pages
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Books in print is the major source of information on books currently published and in print in the United States. The database provides the record of forthcoming books, books in-print, and books out-of-print.



Issues in General Science and Scientific Theory and Method 2011 Edition

Issues in General Science and Scientific Theory and Method  2011 Edition Author
ISBN-10 9781464963476
Release 2012-01-09
Pages 3278
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Issues in General Science and Scientific Theory and Method: 2011 Edition is a ScholarlyEditions™ eBook that delivers timely, authoritative, and comprehensive information about General Science and Scientific Theory and Method. The editors have built Issues in General Science and Scientific Theory and Method: 2011 Edition on the vast information databases of ScholarlyNews.™ You can expect the information about General Science and Scientific Theory and Method in this eBook to be deeper than what you can access anywhere else, as well as consistently reliable, authoritative, informed, and relevant. The content of Issues in General Science and Scientific Theory and Method: 2011 Edition has been produced by the world’s leading scientists, engineers, analysts, research institutions, and companies. All of the content is from peer-reviewed sources, and all of it is written, assembled, and edited by the editors at ScholarlyEditions™ and available exclusively from us. You now have a source you can cite with authority, confidence, and credibility. More information is available at http://www.ScholarlyEditions.com/.



Issues in Biological and Life Sciences Research 2011 Edition

Issues in Biological and Life Sciences Research  2011 Edition Author
ISBN-10 9781464963353
Release 2012-01-09
Pages 5106
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Issues in Biological and Life Sciences Research: 2011 Edition is a ScholarlyEditions™ eBook that delivers timely, authoritative, and comprehensive information about Biological and Life Sciences Research. The editors have built Issues in Biological and Life Sciences Research: 2011 Edition on the vast information databases of ScholarlyNews.™ You can expect the information about Biological and Life Sciences Research in this eBook to be deeper than what you can access anywhere else, as well as consistently reliable, authoritative, informed, and relevant. The content of Issues in Biological and Life Sciences Research: 2011 Edition has been produced by the world’s leading scientists, engineers, analysts, research institutions, and companies. All of the content is from peer-reviewed sources, and all of it is written, assembled, and edited by the editors at ScholarlyEditions™ and available exclusively from us. You now have a source you can cite with authority, confidence, and credibility. More information is available at http://www.ScholarlyEditions.com/.