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

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

Science and Mathematical Finance

In the nearly thirty years since Hans Buhlmann (Buhlmann (1987)) set out the notion of the Actuary of the Third Kind, the connection between Actuarial Science (AS) and Mathematical Finance (MF) has been continually reinforced. As siblings in the family of Risk Management techniques, practitioners in both fields have learned a great deal from each other. The collection of articles in this volume are contributed by scholars who are not only experts in areas of AS and 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 specialists in both AS and MF will find useful and interesting to implement in their work

Albert Cohen (Ed.)

https://www.mdpi.com/books/pdfview/book/545

MDPI - Multidisciplinary Digital Publishing Institute

2018

Baihaqi

Creative Commons

Ebooks/PDF

English

Textbooks