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Stochastic methods for pension funds...

Devolder, Pierre.

Stochastic methods for pension funds[electronic resource] /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	332.67/2540151923
書名/作者:	Stochastic methods for pension funds/ Pierre Devolder, Jacques Janssen, Raimondo Manca.
作者:	Devolder, Pierre.
其他作者:	Janssen, Jacques,
出版者:	London : : ISTE Ltd. ;, 2012.
面頁冊數:	1 online resource (xv, 458 p.) : : ill.
標題:	Pension trusts - Management.
標題:	Pension trusts - Mathematics.
標題:	Financial risk management - Mathematical models.
標題:	Stochastic models.
ISBN:	9781118565933 (e-book)
ISBN:	1118565932 (e-book)
ISBN:	9781118562031 (electronic bk.)
ISBN:	1118562038 (electronic bk.)
書目註:	Includes bibliographical references and index.
內容註:	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.
電子資源:	http://onlinelibrary.wiley.com/book/10.1002/9781118562031

Stochastic methods for pension funds[electronic resource] /
Devolder, Pierre.

Stochastic methods for pension funds[electronic resource] /Pierre Devolder, Jacques Janssen, Raimondo Manca. - London :ISTE Ltd. ;2012. - 1 online resource (xv, 458 p.) :ill. - Applied stochastic methods series. - Applied stochastic methods series..

Includes bibliographical references and index.

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.

ISBN: 9781118565933 (e-book)Subjects--Topical Terms:

341354
Pension trusts
--Management.

LC Class. No.: HD7105.4 / .D48 2012eb

Dewey Class. No.: 332.67/2540151923

Stochastic methods for pension funds[electronic resource] /
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007 cr |||||||||||
008 160125s2012 enka ob 001 0 eng d
020 $a 9781118565933 (e-book)
020 $a 1118565932 (e-book)
020 $a 9781118562031 (electronic bk.)
020 $a 1118562038 (electronic bk.)
020 $z 9781848212046
020 $z 1848212046
035 $a (OCoLC)841171575 $z (OCoLC)872693956
035 $a ocn841171575
040 $a E7B $b eng $c E7B $d DG1 $d OCLCQ $d OCLCO $d CNSPO $d YDXCP
050 4 $a HD7105.4 $b .D48 2012eb
082 0 4 $a 332.67/2540151923 $2 23
100 1 $a Devolder, Pierre. $3 625030
245 1 0 $a Stochastic methods for pension funds $h [electronic resource] / $c Pierre Devolder, Jacques Janssen, Raimondo Manca.
260 $a London : $b ISTE Ltd. ; $a Hoboken, N.J. : $b Wiley, $c 2012.
300 $a 1 online resource (xv, 458 p.) : $b ill.
490 1 $a Applied stochastic methods series
504 $a Includes bibliographical references and index.
505 0 $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.
588 $a Description based on print version record.
650 0 $a Pension trusts $x Management. $3 341354
650 0 $a Pension trusts $x Mathematics. $3 625031
650 0 $a Financial risk management $x Mathematical models. $3 376976
650 0 $a Stochastic models. $3 342238
700 1 $a Janssen, Jacques, $d 1939- $3 588106
700 1 $a Manca, Raimondo. $3 588108
830 0 $a Applied stochastic methods series. $3 587919
856 4 0 $u http://onlinelibrary.wiley.com/book/10.1002/9781118562031

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