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A Celebration of the Ties That Bind Us: Connections Between Actuarial Science and Mathematical Finance

By: Contributor(s): Material type: ArticlePublication details: MDPI - Multidisciplinary Digital Publishing Institute 2018Description: 1 electronic resource (216 p.)Content type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9783038427339
  • 9783038427346
Subject(s): Online resources: Summary: The articles in this volume are contributed by scholars who are not only experts in areas of Actuarial Science (AS) and Mathematical Finance (MF), but also those who present diverse perspectives from both industry and academia. Topics from multiple areas, such as Stochastic Modeling, Credit Risk, Monte Carlo Simulation, and Pension Valuation, among others, that were maybe thought to be the domain of one type of risk manager, are shown time and again to have deep value to other areas of risk management as well. The articles in this collection, in my opinion, contribute techniques, ideas, and overviews of tools that folks in both AS and MF will find useful and interesting to implement in their work. It is also my hope that this collection will inspire future collaboration between those who seek an interdisciplinary approach to risk management.
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The articles in this volume are contributed by scholars who are not only experts in areas of Actuarial Science (AS) and Mathematical Finance (MF), but also those who present diverse perspectives from both industry and academia. Topics from multiple areas, such as Stochastic Modeling, Credit Risk, Monte Carlo Simulation, and Pension Valuation, among others, that were maybe thought to be the domain of one type of risk manager, are shown time and again to have deep value to other areas of risk management as well. The articles in this collection, in my opinion, contribute techniques, ideas, and overviews of tools that folks in both AS and MF will find useful and interesting to implement in their work. It is also my hope that this collection will inspire future collaboration between those who seek an interdisciplinary approach to risk management.

Creative Commons Licence cc by-nc-nd cc https://creativecommons.org/licenses/by-nc-nd/4.0/

eng

Freely available e-book