| 000 | 02779cam a2200553Ma 4500 | ||
|---|---|---|---|
| 001 | ocn841171575 | ||
| 003 | OCoLC | ||
| 005 | 20171107075207.0 | ||
| 006 | m o d | ||
| 007 | cr cn||||||||| | ||
| 008 | 111208s2012 enka ob 001 0 eng d | ||
| 020 |
_a9781118565933 _q(e-book) |
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| 020 |
_a1118565932 _q(e-book) |
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| 020 |
_a9781118562031 _q(electronic bk.) |
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| 020 |
_a1118562038 _q(electronic bk.) |
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| 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 |
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| 040 |
_aE7B _beng _epn _cE7B _dDG1 _dOCLCQ _dOCLCO _dCNSPO _dYDXCP _dOCLCQ _dDG1 |
||
| 049 | _aMAIN | ||
| 050 | 4 |
_aHD7105.4 _b.D48 2012eb |
|
| 082 | 0 | 4 |
_a332.67/2540151923 _223 |
| 100 | 1 | _aDevolder, Pierre. | |
| 245 | 1 | 0 |
_aStochastic methods for pension funds / _cPierre Devolder, Jacques Janssen, Raimondo Manca. _h[electronic resource] |
| 260 |
_aLondon : _bISTE Ltd. ; _aHoboken, N.J. : _bWiley, _c2012. |
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| 300 |
_a1 online resource (xv, 458 pages) : _billustrations. |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 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. |
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| 650 | 0 |
_aPension trusts _xMathematics. |
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| 650 | 0 |
_aFinancial risk management _xMathematical models. |
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| 650 | 0 | _aStochastic models. | |
| 655 | 4 | _aElectronic books. | |
| 700 | 1 |
_aJanssen, Jacques, _d1939- |
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| 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 |
| 942 |
_2ddc _cBK |
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| 999 |
_c206671 _d206671 |
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