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02776nam a2200565 4500 |
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ocn841171575 |
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OCoLC |
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20170124071355.7 |
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m o d |
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111208s2012 enka ob 001 0 eng d |
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|a E7B
|b eng
|e pn
|c E7B
|d DG1
|d OCLCQ
|d OCLCO
|d CNSPO
|d YDXCP
|d OCLCQ
|d DG1
|d GrThAP
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| 019 |
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|a 872693956
|a 925497016
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|a 9781118565933
|q (e-book)
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|a 1118565932
|q (e-book)
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|a 9781118562031
|q (electronic bk.)
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|a 1118562038
|q (electronic bk.)
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|z 9781848212046
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|z 1848212046
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|a AU@
|b 000051629148
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|a CHBIS
|b 010026755
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|a CHVBK
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|b BV041091202
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|a NZ1
|b 15916347
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| 035 |
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|a (OCoLC)841171575
|z (OCoLC)872693956
|z (OCoLC)925497016
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|a HD7105.4
|b .D48 2012eb
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0 |
4 |
|a 332.67/2540151923
|2 23
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| 049 |
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|a MAIN
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1 |
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|a Devolder, Pierre.
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1 |
0 |
|a Stochastic methods for pension funds /
|c Pierre Devolder, Jacques Janssen, Raimondo Manca.
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| 264 |
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1 |
|a London :
|b ISTE Ltd. ;
|c 2012.
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| 264 |
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1 |
|a Hoboken, N.J. :
|b Wiley,
|c 2012.
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| 300 |
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|a 1 online resource (xv, 458 pages) :
|b illustrations.
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| 336 |
|
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|a text
|b txt
|2 rdacontent
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| 337 |
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|a computer
|b c
|2 rdamedia
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| 338 |
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|a online resource
|b cr
|2 rdacarrier
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| 490 |
1 |
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|a Applied stochastic methods series
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| 504 |
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|a Includes bibliographical references and index.
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| 505 |
0 |
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|a Introduction: pensions in perspective -- Classical actuarial theory of pension funding -- Deterministic and stochastic optimal control -- Defined contribution and defined benefit pension plans -- Fair and market values and interest rate stochastic models -- Risk modeling and solvency for pension funds -- Optimal control of a defined benefit pension scheme -- Optimal control of a defined contribution pension scheme -- Simulation models -- Discrete time semi-Markov processes (SMP) and reward SMP -- Generalized semi-Markov non-homogeneous models for pension funds and manpower management -- Appendices. Basic probabilistic tools for stochastic modeling -- Itô calculus and diffusion processes -- Bibliography -- Index.
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| 650 |
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|a Pension trusts
|x Management.
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| 650 |
|
0 |
|a Pension trusts
|x Mathematics.
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| 650 |
|
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|a Financial risk management
|x Mathematical models.
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| 650 |
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0 |
|a Stochastic models.
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| 655 |
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4 |
|a Electronic books.
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| 700 |
1 |
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|a Janssen, Jacques,
|d 1939-
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| 700 |
1 |
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|a Manca, Raimondo.
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| 776 |
0 |
8 |
|i Print version:
|a Devolder, Pierre.
|t Stochastic methods for pension funds.
|d London : ISTE Ltd. ; Hoboken, N.J. : Wiley, 2012
|w (DLC) 2011048482
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| 830 |
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0 |
|a Applied stochastic methods series.
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| 856 |
4 |
0 |
|u https://doi.org/10.1002/9781118562031
|z Full Text via HEAL-Link
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| 994 |
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|a 92
|b DG1
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