Risk Management for Pension Funds: A Continuous Time Approach With Applications in R
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Risk Management for Pension Funds: A Continuous Time Approach With Applications in R

SKU: 9783030555306

Original price was: ₹5,226.45.Current price is: ₹4,703.81.

Unlock a comprehensive framework for pension fund risk management with “Risk Management for Pension Funds: A Continuous Time Approach With Applications in R”. This essential guide empowers you to understand, replicate, and expand upon sophisticated risk analysis. Explore optimal asset allocation within a dynamic setting, accounting for stochastic financial horizons (longevity risk) and non-self-financed investor wealth. This tutorial includes practical R code alongside theoretical explanations, enabling hands-on learning. Delve into the complexities of hedging longevity risk, even in incomplete markets, and stay abreast of cutting-edge discussions in recent literature. A must-read for actuaries, risk managers, and financial professionals seeking to master pension fund risk in the modern financial landscape. Get your copy at The Bookish Owl today!

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Description

  • ISBN-10: 3030555305
  • ISBN-13: 978-3030555306
  • Edition: 2021st
  • Publication date: 10 February 2022
  • Part of series: EURO Advanced Tutorials on Operational Research
  • Language: English
  • Dimensions: 15.5 x 1.42 x 23.5 cm
  • Print length: 239 pages

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