Athens University of Economics and Business, Department of Statistics
Insurance mathematics
Stochastic analysis
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| Συλλογές | |
| Τίτλος |
Applications of stochastic analysis in sensitivity analysis and insurance mathematics |
| Δημιουργός |
Ρουμελιώτη, Ελένη Ε., Roumelioti, Eleni E. |
| Συντελεστής |
Zazanis, M. Athens University of Economics and Business, Department of Statistics |
| Τύπος |
Text |
| Φυσική περιγραφή |
81p. |
| Γλώσσα |
en |
| Περίληψη |
This thesis deals primarily with the use of Malliavin calculus techniques in estimatingthe sensitivity of functionals of diffusion processes. |
| Λέξη κλειδί |
Sensitivity analysis Insurance mathematics Stochastic analysis |
| Ημερομηνία έκδοσης |
13-10-2016 |
| Ημερομηνία κατάθεσης |
28-02-2017 |
| Δικαιώματα χρήσης |
Free access |
| Άδεια χρήσης |
https://creativecommons.org/licenses/by/4.0/ |