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Stochastic methods for pension funds

Devolder, Pierre.

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Stochastic methods for pension funds

Record Type:	Electronic resources : Monograph/item
Title/Author:	Stochastic methods for pension funds/ Pierre Devolder, Jacques Janssen, Raimondo Manca.
Author:	Devolder, Pierre.
other author:	Janssen, Jacques,
Published:	London :ISTE Ltd. ; : 2012.,
Description:	1 online resource (xv, 458 p.) :ill.
[NT 15003449]:	Introduction: pensions in perspective -- Classical actuarial theory of pension funding -- Deterministic and stochastic optimal control -- Defined contribution and defined benefit pension plans -- Fair and market values and interest rate stochastic models -- Risk modeling and solvency for pension funds -- Optimal control of a defined benefit pension scheme -- Optimal control of a defined contribution pension scheme -- Simulation models -- Discrete time semi-Markov processes (SMP) and reward SMP -- Generalized semi-Markov non-homogeneous models for pension funds and manpower management -- Appendices. Basic probabilistic tools for stochastic modeling -- Itô calculus and diffusion processes -- Bibliography -- Index.
Subject:	Pension trusts - Management. -
Online resource:	http://onlinelibrary.wiley.com/book/10.1002/9781118562031
ISBN:	9781118565933 (e-book)

Stochastic methods for pension funds
Devolder, Pierre.

Stochastic methods for pension funds[electronic resource] /Pierre Devolder, Jacques Janssen, Raimondo Manca. - London :ISTE Ltd. ;2012. - 1 online resource (xv, 458 p.) :ill. - Applied stochastic methods series. - Applied stochastic methods series..

Includes bibliographical references and index.

Introduction: pensions in perspective -- Classical actuarial theory of pension funding -- Deterministic and stochastic optimal control -- Defined contribution and defined benefit pension plans -- Fair and market values and interest rate stochastic models -- Risk modeling and solvency for pension funds -- Optimal control of a defined benefit pension scheme -- Optimal control of a defined contribution pension scheme -- Simulation models -- Discrete time semi-Markov processes (SMP) and reward SMP -- Generalized semi-Markov non-homogeneous models for pension funds and manpower management -- Appendices. Basic probabilistic tools for stochastic modeling -- Itô calculus and diffusion processes -- Bibliography -- Index.

ISBN: 9781118565933 (e-book)Subjects--Topical Terms:

674346
Pension trusts
--Management.

LC Class. No.: HD7105.4 / .D48 2012eb

Dewey Class. No.: 332.67/2540151923

Stochastic methods for pension funds
LDR:01845cmm a2200313Ma 4500 001 2003638
003 OCoLC
005 20151014045527.0
006 m o d
007 cr |||||||||||
008 151223s2012 enka ob 001 0 eng d
020 $a 9781118565933 (e-book)
020 $a 1118565932 (e-book)
020 $a 9781118562031 (electronic bk.)
020 $a 1118562038 (electronic bk.)
020 $z 9781848212046
020 $z 1848212046
035 $a (OCoLC)841171575 $z (OCoLC)872693956
035 $a ocn841171575
040 $a E7B $b eng $c E7B $d DG1 $d OCLCQ $d OCLCO $d CNSPO $d YDXCP
050 4 $a HD7105.4 $b .D48 2012eb
082 0 4 $a 332.67/2540151923 $2 23
100 1 $a Devolder, Pierre. $3 2149070
245 1 0 $a Stochastic methods for pension funds $h [electronic resource] / $c Pierre Devolder, Jacques Janssen, Raimondo Manca.
260 $a London : $b ISTE Ltd. ; $a Hoboken, N.J. : $b Wiley, $c 2012.
300 $a 1 online resource (xv, 458 p.) : $b ill.
490 1 $a Applied stochastic methods series
504 $a Includes bibliographical references and index.
505 0 $a Introduction: pensions in perspective -- Classical actuarial theory of pension funding -- Deterministic and stochastic optimal control -- Defined contribution and defined benefit pension plans -- Fair and market values and interest rate stochastic models -- Risk modeling and solvency for pension funds -- Optimal control of a defined benefit pension scheme -- Optimal control of a defined contribution pension scheme -- Simulation models -- Discrete time semi-Markov processes (SMP) and reward SMP -- Generalized semi-Markov non-homogeneous models for pension funds and manpower management -- Appendices. Basic probabilistic tools for stochastic modeling -- Itô calculus and diffusion processes -- Bibliography -- Index.
588 $a Description based on print version record.
650 0 $a Pension trusts $x Management. $3 674346
650 0 $a Pension trusts $x Mathematics. $3 2149071
650 0 $a Financial risk management $x Mathematical models. $3 910589
650 0 $a Stochastic models. $3 764002
700 1 $a Janssen, Jacques, $d 1939- $3 2084771
700 1 $a Manca, Raimondo. $3 783896
830 0 $a Applied stochastic methods series. $3 2047241
856 4 0 $u http://onlinelibrary.wiley.com/book/10.1002/9781118562031