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Publicado por AV Akademikerverlag, 2012
ISBN 10: 3639416945ISBN 13: 9783639416947
Librería: Lucky's Textbooks, Dallas, TX, Estados Unidos de America
Libro
Condición: New.
Publicado por AV Akademikerverlag, 2012
ISBN 10: 3639416945ISBN 13: 9783639416947
Librería: Ria Christie Collections, Uxbridge, Reino Unido
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Condición: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book.
Publicado por AV Akademikerverlag, 2012
ISBN 10: 3639416945ISBN 13: 9783639416947
Librería: PBShop.store US, Wood Dale, IL, Estados Unidos de America
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PAP. Condición: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Publicado por AV Akademikerverlag 2012-11, 2012
ISBN 10: 3639416945ISBN 13: 9783639416947
Librería: Chiron Media, Wallingford, Reino Unido
Libro
PF. Condición: New.
Publicado por AV Akademikerverlag Nov 2012, 2012
ISBN 10: 3639416945ISBN 13: 9783639416947
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The problem of optimizing investments in the presence of random risk is of real concern for insurance companies. Like ordinary investors, they have a set of risky and non-risky assets as a choice to invest into. But their wealth depends not only on how they allocate the money, but also on the occurring claims that they have to pay for. These claims arrive randomly, and therefore the risk that they represent is not hedgeable. This work explores the investment strategies which take this risk into account. Chapter 1 introduces the model (a diffusion process) for the available assets. Chapter 2 formulates and presents solutions of various optimization problems for the investor, among which maximizing exponential utility of the final wealth and minimizing probability of ruin. It will be shown that the mentioned problems both result in the constant investment independent of the level of wealth of the company. Chapter 3 covers the extension of the model with a possibility of a crash modelled as a fall of the stock prices which get highly correlated at the moment of the crash. The optimal strategy for minimizing exponential utility of final wealth will turn to be the one which is indifferent between occurrence of the highest crash possible and its non-occurrence at all. 60 pp. Englisch.
Publicado por AV Akademikerverlag, 2012
ISBN 10: 3639416945ISBN 13: 9783639416947
Librería: AHA-BUCH GmbH, Einbeck, Alemania
Libro Impresión bajo demanda
Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The problem of optimizing investments in the presence of random risk is of real concern for insurance companies. Like ordinary investors, they have a set of risky and non-risky assets as a choice to invest into. But their wealth depends not only on how they allocate the money, but also on the occurring claims that they have to pay for. These claims arrive randomly, and therefore the risk that they represent is not hedgeable. This work explores the investment strategies which take this risk into account. Chapter 1 introduces the model (a diffusion process) for the available assets. Chapter 2 formulates and presents solutions of various optimization problems for the investor, among which maximizing exponential utility of the final wealth and minimizing probability of ruin. It will be shown that the mentioned problems both result in the constant investment independent of the level of wealth of the company. Chapter 3 covers the extension of the model with a possibility of a crash modelled as a fall of the stock prices which get highly correlated at the moment of the crash. The optimal strategy for minimizing exponential utility of final wealth will turn to be the one which is indifferent between occurrence of the highest crash possible and its non-occurrence at all.
Publicado por AV Akademikerverlag, 2012
ISBN 10: 3639416945ISBN 13: 9783639416947
Librería: PBShop.store UK, Fairford, GLOS, Reino Unido
Libro Impresión bajo demanda
PAP. Condición: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Publicado por AV Akademikerverlag, 2012
ISBN 10: 3639416945ISBN 13: 9783639416947
Librería: ALLBOOKS1, Salisbury Plain, SA, Australia
Libro
Publicado por AV Akademikerverlag, 2012
ISBN 10: 3639416945ISBN 13: 9783639416947
Librería: moluna, Greven, Alemania
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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Canizales Rivera EvgeniyaMSc in Financial Mathematics obtained at the University of Kaiserslautern, Germany BSc in Applied Mathematics and Informatics obtained at the Omsk State University, Russia. Specialist in the actuarial accoun.