000 02938cam a2200601Ma 4500
001 ocn841171575
003 OCoLC
005 20171224114300.0
006 m o d
007 cr cn|||||||||
008 111208s2012 enka ob 001 0 eng d
040 _aE7B
_beng
_epn
_cE7B
_dDG1
_dOCLCQ
_dOCLCO
_dCNSPO
_dYDXCP
_dOCLCQ
_dDG1
019 _a872693956
_a925497016
020 _a9781118565933
_q(e-book)
020 _a1118565932
_q(e-book)
020 _a9781118562031
_q(electronic bk.)
020 _a1118562038
_q(electronic bk.)
020 _z9781848212046
020 _z1848212046
029 1 _aAU@
_b000051629148
029 1 _aCHBIS
_b010026755
029 1 _aCHVBK
_b306234343
029 1 _aDEBBG
_bBV041091202
029 1 _aNZ1
_b15916347
035 _a(OCoLC)841171575
_z(OCoLC)872693956
_z(OCoLC)925497016
050 4 _aHD7105.4
_b.D48 2012eb
082 0 4 _a332.67/2540151923
_223
049 _aMAIN
100 1 _aDevolder, Pierre.
245 1 0 _aStochastic methods for pension funds /
_cPierre Devolder, Jacques Janssen, Raimondo Manca.
260 _aLondon :
_bISTE Ltd. ;
_aHoboken, N.J. :
_bWiley,
_c2012.
300 _a1 online resource (xv, 458 pages) :
_billustrations.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aApplied stochastic methods series
504 _aIncludes bibliographical references and index.
505 0 _aIntroduction: 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.
650 0 _aPension trusts
_xManagement.
650 0 _aPension trusts
_xMathematics.
650 0 _aFinancial risk management
_xMathematical models.
650 0 _aStochastic models.
655 4 _aElectronic books.
700 1 _aJanssen, Jacques,
_d1939-
700 1 _aManca, Raimondo.
776 0 8 _iPrint version:
_aDevolder, Pierre.
_tStochastic methods for pension funds.
_dLondon : ISTE Ltd. ; Hoboken, N.J. : Wiley, 2012
_w(DLC) 2011048482
830 0 _aApplied stochastic methods series.
856 4 0 _uhttp://onlinelibrary.wiley.com/book/10.1002/9781118562031
_zWiley Online Library
938 _aebrary
_bEBRY
_nebr10671584
938 _aYBP Library Services
_bYANK
_n9984816
938 _aYBP Library Services
_bYANK
_n10349636
994 _a92
_bDG1
999 _c12690
_d12690