Financial Risk in Insurance /

This book, published with the contribution of the Italian insurance company INA, contains the invited contributions presented at the 3rd International AFIR Colloquium, held in Rome in 1993. The colloquium was aimed at encouraging research on the theoretical bases of actuarial sciences, its interacti...

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Bibliographic Details
Main Author:	Ottaviani, G.
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint : Springer, 2000.
Subjects:	Mathematics. Finance. Distribution (Probability theory) Economics > Statistics. Economics. Electronic books. Statistics.
Online Access:	Connect to the full text of this electronic book

Table of Contents:

Hans Bühlmann: Life Insurance with Stochastic Interest Rates
Franco Moriconi: Analyzing Default-Free Bond Markets by Diffusion Models
Phelim P. Boyle: Risk-based Capital for Financial Institutions
Massimo de Felice: Immunization Theory: An Actuarial Perspective on Asset-Liability Management
Flavio Pressacco: Financial Risk, Financial Intermediaries and Game Theory.