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Innovations in Insurance, Risk- and Asset Management

Author

Listed:
  • Kathrin Glau

    (EM - EMLyon Business School)

  • Daniël Linders
  • Aleksey Min
  • Matthias Scherer
  • Lorenz Schneider
  • Rudi Zagst

Abstract

This book covers recent developments in the interdisciplinary fields of actuarial science, quantitative finance, risk- and asset management. The authors are leading experts from academia and practice who participated in Innovations in Insurance, Risk- and Asset Management, an international conference held at the Technical University of Munich in 2017. The topics covered include the mathematics of extreme risks, systemic risk, model uncertainty, interest rate and hybrid models, alternative investments, dynamic investment strategies, quantitative risk management, asset liability management, liability driven investments, and behavioral finance. This timely selection of topics is highly relevant for the financial industry and addresses current issues both from an academic as well as from a practitioner's point of view.

Suggested Citation

  • Kathrin Glau & Daniël Linders & Aleksey Min & Matthias Scherer & Lorenz Schneider & Rudi Zagst, 2018. "Innovations in Insurance, Risk- and Asset Management," Post-Print hal-02298297, HAL.
    • Handle: RePEc:hal:journl:hal-02298297
    as

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    Cited by:

    1. Claudio Bellani & Damiano Brigo & Alex Done & Eyal Neuman, 2018. "Static vs Adaptive Strategies for Optimal Execution with Signals," Papers 1811.11265, arXiv.org, revised Jul 2019.
    2. Nasri, Bouchra R. & Rémillard, Bruno N. & Bouezmarni, Taoufik, 2019. "Semi-parametric copula-based models under non-stationarity," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 347-365.
    3. Friedrich Glauner, 2019. "The Myth of Responsibility: on Changing the Purpose Paradigm," Humanistic Management Journal, Springer, vol. 4(1), pages 5-32, July.

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