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Insurance --- Assurance --- Mathematics --- Mathématiques --- 368 --- Verzekeringswezen --- -368.01 --- Assurance (Insurance) --- Coverage, Insurance --- Indemnity insurance --- Insurance coverage --- Insurance industry --- Insurance protection --- Mutual insurance --- Underwriting --- Finance --- 368 Verzekeringswezen --- Mathématiques --- Business mathematics --- Actuarial science

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THE HANDBOOK OF INTERNATIONAL INSURANCE Gordon Stewart, President, Insurance Information Institute, New York, USA "The globalization of insurance markets means that understanding both international developments and local trends around the world is now fundamental for insurance executives coping with today’s complex and competitive environment. By providing such a comprehensive picture of the world’s insurance markets, this unique and necessary book becomes an essential tool for anyone seeking to operate wisely and successfully. Richard D. Phillips, Professor and Chairman, Department of Risk Management and Insurance, Georgia State University, Atlanta, USA "Comprehensive surveys, written by international experts, provide in depth descriptions and discuss recent developments of the world’s major insurance markets. Each chapter contains essential insights for insurance executives and academic researchers interested in risk management and the globalization of insurance markets." Patrick Liedtke, Secretary General and Managing Director, the Geneva Association, Switzerland "This book depicts in an outstanding way the dichotomy of the insurance world today, which is still torn between global approaches and local solutions. Both insurance professionals and academics will profit enormously from its intelligent insights." Raimond Maurer, Professor, Goethe-University Frankfurt, Germany "In today's high competition environment, the understanding of international insurance markets is crucial to sustain an insurance company’s competitive advantage. This book makes a major contribution to that understanding." Edited by: J. David Cummins, Harry J. Loman Professor of Insurance and Risk Management, Wharton School, University of Pennsylvania, USA Bertrand Venard, Professor of Management, Audencia. Nantes School of Management, France.

International economics. --- Finance. --- Macroeconomics. --- Management. --- Actuarial Sciences. --- International Economics. --- Finance, general. --- Macroeconomics/Monetary Economics//Financial Economics. --- Economic policy, Foreign --- Economic relations, Foreign --- Economics, International --- Foreign economic policy --- Foreign economic relations --- Interdependence of nations --- International economic policy --- International economics --- New international economic order --- Economic policy --- International relations --- Economic sanctions --- Economics --- Funding --- Funds --- Currency question --- Administration --- Industrial relations --- Organization --- Actuarial science. --- Statistics --- Insurance --- Mathematics

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This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the fields of mathematical finance and financial engineering. Presenting state-of-the-art developments in theory and practice, the Festschrift is dedicated to Dilip B. Madan on the occasion of his 60th birthday. Specific topics covered include: * Theory and application of the Variance-Gamma process * Lévy process driven fixed-income and credit-risk models, including CDO pricing * Numerical PDE and Monte Carlo methods * Asset pricing and derivatives valuation and hedging * Itô formulas for fractional Brownian motion * Martingale characterization of asset price bubbles * Utility valuation for credit derivatives and portfolio management Advances in Mathematical Finance is a valuable resource for graduate students, researchers, and practitioners in mathematical finance and financial engineering. Contributors: H. Albrecher, D. C. Brody, P. Carr, E. Eberlein, R. J. Elliott, M. C. Fu, H. Geman, M. Heidari, A. Hirsa, L. P. Hughston, R. A. Jarrow, X. Jin, W. Kluge, S. A. Ladoucette, A. Macrina, D. B. Madan, F. Milne, M. Musiela, P. Protter, W. Schoutens, E. Seneta, K. Shimbo, R. Sircar, J. van der Hoek, M.Yor, T. Zariphopoulou .

Derivative securities --- Finance --- Investments --- Lévy processes --- Options (Finance) --- Stochastic processes --- Prices --- Mathematical models --- Mathematics --- Finance. --- Mathematics. --- Engineering mathematics. --- Economic theory. --- Macroeconomics. --- Actuarial Sciences. --- Quantitative Finance. --- Applications of Mathematics. --- Mathematical and Computational Engineering. --- Economic Theory/Quantitative Economics/Mathematical Methods. --- Macroeconomics/Monetary Economics//Financial Economics. --- Economics --- Funding --- Funds --- Currency question --- Economic theory --- Political economy --- Social sciences --- Economic man --- Engineering --- Engineering analysis --- Mathematical analysis --- Math --- Science --- Actuarial science. --- Economics, Mathematical . --- Applied mathematics. --- Mathematical economics --- Econometrics --- Statistics --- Insurance --- Methodology