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  • Stochastic Control Theory for Optimal Investment
    Stochastic Control Theory for Optimal Investment This paper illustrates the application of stochastic control methods in managing the risk associated with an insurance business. We present the ...

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    • Authors: MARITINA TOLEDO CASTILLO, Gilbert Parrocha
    • Date: Sep 2008
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
    • Topics: Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Stochastic models
  • The Cost of Mismatch in Stochastic Interest Rate Models
    The Cost of Mismatch in Stochastic Interest Rate Models In a stochastic world consideration of only a few deterministic scenarios can potentially be dangerous. The aim of the present research is ...

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    • Authors: Michel Jacques, JEROME ZACCARI PANSERA
    • Date: Sep 2008
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Topics: Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models