Risk analysis in finance and insurance - d (Boca Raton, Fla. : Chapman and Hall/CRC, 2011)
1. Introductory concepts of financial risk management and related mathematical tools -- 2. Financial risk management in the binomial model -- 3. Advanced analysis of financial risks : discrete time models -- 4. Analysis of risks : continuous time models -- 5. Fixed income securities : modeling and pricing -- 6. Implementations of risk analysis in various areas of financial industry -- 7. Insurance and reinsurance risks -- 8. Solvency problem for an insurance company : discrete and continuous time models.
"A Chapman & Hall book."
Includes bibliographical references (p. 303-309) and index.
Also available as an electronic resource.
Keywords: Risk management; Finance; Insurance