Stochastic methods for pension funds /
Κύριος συγγραφέας: | |
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Άλλοι συγγραφείς: | , |
Μορφή: | Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
London :
ISTE Ltd. ;
2012.
Hoboken, N.J. : Wiley, 2012. |
Σειρά: | Applied stochastic methods series.
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Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- 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.