Risk Management for Pension Funds

A Continuous Time Approach with Applications in R

Auteurs

• Francesco Menoncin

Paramètres

• 248 pages
• 9 heures de lecture

• Affaires et économie
• Mathématiques

En savoir plus sur le livre

Focusing on the risk management of pension funds, this book offers a comprehensive framework that allows readers to understand and replicate analyses of optimal asset allocation in a dynamic and stochastic financial environment. It addresses longevity risk and provides practical tools, including R codes, for computation. The text delves into hedging strategies for longevity risk in incomplete markets, highlighting ongoing discussions in current literature. This tutorial approach equips readers with the knowledge to navigate complex financial challenges effectively.

Achat du livre

• Année de publication: 2022
• Reliure: (souple)