Jan Dhaene's Books

Modern Actuarial Risk Theory

By: Rob Kaas,Marc Goovaerts,Jan Dhaene

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Modern Actuarial Risk Theory

By: Rob Kaas,Marc Goovaerts,Jan Dhaene

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Page Count

394

Publisher

Springer Science & Business Media

Published Date

ISBN 10

3540867368

ISBN 13

9783540867364

Actuarial Theory for Dependent Risks

Measures, Orders and Models

By: Michel Denuit,Jan Dhaene,Marc Goovaerts,Rob Kaas

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Actuarial Theory for Dependent Risks

Measures, Orders and Models

By: Michel Denuit,Jan Dhaene,Marc Goovaerts,Rob Kaas

The increasing complexity of insurance and reinsurance products has seen a growing interest amongst actuaries in the modelling of dependent risks. For efficient risk management, actuaries need to be able to answer fundamental questions such as: Is the correlation structure dangerous? And, if yes, to what extent? Therefore tools to quantify, compare, and model the strength of dependence between different risks are vital. Combining coverage of stochastic order and risk measure theories with the basics of risk management and stochastic dependence, this book provides an essential guide to managing modern financial risk. * Describes how to model risks in incomplete markets, emphasising insurance risks. * Explains how to measure and compare the danger of risks, model their interactions, and measure the strength of their association. * Examines the type of dependence induced by GLM-based credibility models, the bounds on functions of dependent risks, and probabilistic distances between actuarial models. * Detailed presentation of risk measures, stochastic orderings, copula models, dependence concepts and dependence orderings. * Includes numerous exercises allowing a cementing of the concepts by all levels of readers. * Solutions to tasks as well as further examples and exercises can be found on a supporting website. An invaluable reference for both academics and practitioners alike, Actuarial Theory for Dependent Risks will appeal to all those eager to master the up-to-date modelling tools for dependent risks. The inclusion of exercises and practical examples makes the book suitable for advanced courses on risk management in incomplete markets. Traders looking for practical advice on insurance markets will also find much of interest.

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Page Count

458

Publisher

John Wiley & Sons

Published Date

ISBN 10

0470016442

ISBN 13

9780470016442

Reinsurance

Actuarial and Statistical Aspects

By: Hansjörg Albrecher,Jan Beirlant,Jozef L. Teugels

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Reinsurance

Actuarial and Statistical Aspects

By: Hansjörg Albrecher,Jan Beirlant,Jozef L. Teugels

Reinsurance: Actuarial and Statistical Aspects provides a survey of both the academic literature in the field as well as challenges appearing in reinsurance practice and puts the two in perspective. The book is written for researchers with an interest in reinsurance problems, for graduate students with a basic knowledge of probability and statistics as well as for reinsurance practitioners. The focus of the book is on modelling together with the statistical challenges that go along with it. The discussed statistical approaches are illustrated alongside six case studies of insurance loss data sets, ranging from MTPL over fire to storm and flood loss data. Some of the presented material also contains new results that have not yet been published in the research literature. An extensive bibliography provides readers with links for further study.

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Page Count

368

Publisher

John Wiley & Sons

Published Date

ISBN 10

111941993X

ISBN 13

9781119419938

Colloidal Suspension Rheology

By: Jan Mewis,Norman J. Wagner

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Colloidal Suspension Rheology

By: Jan Mewis,Norman J. Wagner

Presented in an accessible and introductory manner, this is the first book devoted to the comprehensive study of colloidal suspensions.

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Page Count

417

Publisher

Cambridge University Press

Published Date

ISBN 10

0521515998

ISBN 13

9780521515993

Statistics for Finance

By: Erik Lindström,Henrik Madsen,Jan Nygaard Nielsen

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Statistics for Finance

By: Erik Lindström,Henrik Madsen,Jan Nygaard Nielsen

Statistics for Finance develops students’ professional skills in statistics with applications in finance. Developed from the authors’ courses at the Technical University of Denmark and Lund University, the text bridges the gap between classical, rigorous treatments of financial mathematics that rarely connect concepts to data and books on econometrics and time series analysis that do not cover specific problems related to option valuation. The book discusses applications of financial derivatives pertaining to risk assessment and elimination. The authors cover various statistical and mathematical techniques, including linear and nonlinear time series analysis, stochastic calculus models, stochastic differential equations, Itō’s formula, the Black–Scholes model, the generalized method-of-moments, and the Kalman filter. They explain how these tools are used to price financial derivatives, identify interest rate models, value bonds, estimate parameters, and much more. This textbook will help students understand and manage empirical research in financial engineering. It includes examples of how the statistical tools can be used to improve value-at-risk calculations and other issues. In addition, end-of-chapter exercises develop students’ financial reasoning skills.

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Page Count

354

Publisher

CRC Press

Published Date

ISBN 10

1315360217

ISBN 13

9781315360218

The Oxford Handbook of the Economics of Central Banking

By: David G. Mayes,Pierre L. Siklos,Jan-Egbert Sturm

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The Oxford Handbook of the Economics of Central Banking

By: David G. Mayes,Pierre L. Siklos,Jan-Egbert Sturm

The economic influence of central banks has received ever more attention given their centrality during the financial crises that led to the Great Recession, strains in the European Union, and the challenges to the Euro. The Oxford Handbook of the Economics of Central Banking reflects the state of the art in the theory and practice and covers a wide range of topics that will provide insight to students, scholars, and practitioners. As an up to date reference of the current and potential challenges faced by central banks in the conduct of monetary policy and in the search for the maintenance of financial system stability, this Oxford Handbook covers a wide range of essential issues. The first section provides insights into central bank governance, the differing degrees of central bank independence, and the internal dynamics of their decision making. The next section focuses on questions of whether central banks can ameliorate fiscal burdens, various strategies to affect monetary policy, and how the global financial crisis affected the relationship between the traditional focus on inflation targeting and unconventional policy instruments such as quantitative easing (QE), foreign exchange market interventions, negative interest rates, and forward guidance. The next two sections turn to central bank communications and management of expectations and then mechanisms of policy transmission. The fifth part explores the challenges of recent developments in the economy and debates about the roles central banks should play, focusing on micro- and macro-prudential arguments. The implications of recent developments for policy modeling are covered in the last section. The breadth and depth enhances understanding of the challenges and opportunities facing central banks.

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809

Published Date

ISBN 10

0190626194

ISBN 13

9780190626198

The Handbook of Hybrid Securities

Convertible Bonds, CoCo Bonds, and Bail-In

By: Jan De Spiegeleer,Wim Schoutens,Cynthia Van Hulle

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The Handbook of Hybrid Securities

Convertible Bonds, CoCo Bonds, and Bail-In

By: Jan De Spiegeleer,Wim Schoutens,Cynthia Van Hulle

Introducing a revolutionary new quantitative approach to hybrid securities valuation and risk management To an equity trader they are shares. For the trader at the fixed income desk, they are bonds (after all, they pay coupons, so what's the problem?). They are hybrid securities. Neither equity nor debt, they possess characteristics of both, and carry unique risks that cannot be ignored, but are often woefully misunderstood. The first and only book of its kind, The Handbook of Hybrid Securities dispels the many myths and misconceptions about hybrid securities and arms you with a quantitative, practical approach to dealing with them from a valuation and risk management point of view. Describes a unique, quantitative approach to hybrid valuation and risk management that uses new structural and multi-factor models Provides strategies for the full range of hybrid asset classes, including convertible bonds, preferreds, trust preferreds, contingent convertibles, bonds labeled "additional Tier 1," and more Offers an expert review of current regulatory climate regarding hybrids, globally, and explores likely political developments and their potential impact on the hybrid market The most up-to-date, in-depth book on the subject, this is a valuable working resource for traders, analysts and risk managers, and a indispensable reference for regulators

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Page Count

421

Publisher

John Wiley & Sons

Published Date

ISBN 10

1118449991

ISBN 13

9781118449998

Econometric Business Cycle Research

By: Jan Jacobs

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Econometric Business Cycle Research

By: Jan Jacobs

Econometric Business Cycle Research deals with econometric business cycle research (EBCR), a term introduced by the Nobel-laureate Jan Tinbergen for his econometric method of testing (economic) business cycle theories. EBCR combines economic theory and measurement in the study of business cycles, i.e., ups and downs in overall economic activity. We assess four methods of EBCR: business cycle indicators, simultaneous equations models, vector autoregressive systems and real business indicators. After a sketch of the history of the methods, we investigate whether the methods meet the goals of EBCR: the three traditional ones, description, forecasting and policy evaluation, and the one Tinbergen introduced, the implementation|testing of business cycles. The first three EBCR methods are illustrated for the Netherlands, a typical example of a small, open economy. The main conclusion of the book is that simultaneous equation models are the best vehicle for EBCR, if all its goals are to be attained simultaneously. This conclusion is based on a fairly detailed assessment of the methods and is not over-turned in the empirical illustrations. The main conclusion does not imply the end of other EBCR methods. Not all goals have to be met with a single vehicle, other methods might serve the purpose equally well - or even better. For example, if one is interested in business cycle forecasts, one might prefer a business cycle indicator or vector autoregressive system. A second conclusion is that many ideas/concepts that play an important role in current discussions about econometric methodology in general and EBCR in particular, were put forward in the 1930s and 1940s. A third conclusion is that it is difficult, if not impossible, to compare the outcomes of RBC models to outcomes of the other three methods, because RBC modellers are not interested in modelling business cycles on an observation-per-observation basis. A more general conclusion in this respect is that methods should adopt the same concept of business cycles to make them comparable.

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Page Count

237

Publisher

Springer Science & Business Media

Published Date

ISBN 10

1461555914

ISBN 13

9781461555919

Drain's PeriAnesthesia Nursing – E-Book

A Critical Care Approach

By: Jan Odom-Forren

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Drain's PeriAnesthesia Nursing – E-Book

A Critical Care Approach

By: Jan Odom-Forren

**Selected for Doody's Core Titles® 2024 with "Essential Purchase" designation in Perioperative** Trusted for more than 30 years, Drain's PeriAnesthesia Nursing: A Critical Care Approach, 8th Edition provides comprehensive clinical content tailored specifically for perianesthesia nurses. An easy-to-use format with five distinct sections — covering the PACU, anatomy and physiology, pharmacology, nursing care, and special considerations — means you get the equivalent of five books in one. Nursing and pharmacologic interventions are integrated with in-depth coverage of pathophysiology, and updated content includes the latest standards and current issues affecting perianesthesia nursing practice. Focusing on research, documentation, and psychosocial considerations, this is the one book that can take you all the way from being a novice nurse in the PACU to preparing for CPAN® or CAPA® certification! - Five separate sections provide comprehensive coverage, including the PACU, anatomy and physiology, pharmacology, nursing care, and special considerations. - Coverage of current policies and issues affecting perianesthesia nursing practice includes patient safety, infection control, managed care implications, pain management, and bioterrorism. - Comprehensive information on the various types of anesthetic agents familiarizes you with what will be used in the PACU. - Special Considerations section details the care of patients with conditions such as malignant hyperthermia, substance abuse, sickle cell anemia, and cardiac arrest. - UPDATED! Revised content throughout provides the most up-to-date information for effective perianesthesia nursing practice. - NEW! Full-color layout makes content more visually appealing and highlights important information. - NEW! Information on SARS/COVID-19 is now included in the Pathogens chapter. - NEW! Chapter on International Care of the Perianesthesia Patient offers complete coverage on this key topic. - UPDATED! Coverage of pain management for the perianesthesia patient features the latest guidelines. - UPDATED! Patient with Chronic Disorders chapter provides current information on caring for these patients. - UPDATED! Evidence-Based Research boxes provide the latest standards of care.

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Page Count

770

Publisher

Elsevier Health Sciences

Published Date

ISBN 10

0323832687

ISBN 13

9780323832687

Modern Actuarial Risk Theory

Using R

By: Rob Kaas,Marc Goovaerts,Jan Dhaene,Michel Denuit

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Modern Actuarial Risk Theory

Using R

By: Rob Kaas,Marc Goovaerts,Jan Dhaene,Michel Denuit

Modern Actuarial Risk Theory contains what every actuary needs to know about non-life insurance mathematics. It starts with the standard material like utility theory, individual and collective model and basic ruin theory. Other topics are risk measures and premium principles, bonus-malus systems, ordering of risks and credibility theory. It also contains some chapters about Generalized Linear Models, applied to rating and IBNR problems. As to the level of the mathematics, the book would fit in a bachelors or masters program in quantitative economics or mathematical statistics. This second and much expanded edition emphasizes the implementation of these techniques through the use of R. This free but incredibly powerful software is rapidly developing into the de facto standard for statistical computation, not just in academic circles but also in practice. With R, one can do simulations, find maximum likelihood estimators, compute distributions by inverting transforms, and much more.

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Page Count

382

Publisher

Springer

Published Date

ISBN 10

3642034071

ISBN 13

9783642034077

Actuarial Theory for Dependent Risks

Measures, Orders and Models

By: Michel Denuit,Jan Dhaene,Marc Goovaerts,Rob Kaas

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Actuarial Theory for Dependent Risks

Measures, Orders and Models

By: Michel Denuit,Jan Dhaene,Marc Goovaerts,Rob Kaas

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Write a review

Solve jigsaw puzzle

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Page Count

458

Publisher

John Wiley & Sons

Published Date

ISBN 10

0470016442

ISBN 13

9780470016442

Book's by Jan Dhaene

Modern Actuarial Risk Theory

Modern Actuarial Risk Theory

Actuarial Theory for Dependent Risks

Actuarial Theory for Dependent Risks

Reinsurance

Reinsurance

Colloidal Suspension Rheology

Colloidal Suspension Rheology

Statistics for Finance

Statistics for Finance

The Oxford Handbook of the Economics of Central Banking

The Oxford Handbook of the Economics of Central Banking

The Handbook of Hybrid Securities

The Handbook of Hybrid Securities

Econometric Business Cycle Research

Econometric Business Cycle Research

Drain's PeriAnesthesia Nursing – E-Book

Drain's PeriAnesthesia Nursing – E-Book

Modern Actuarial Risk Theory

Modern Actuarial Risk Theory

Actuarial Theory for Dependent Risks

Actuarial Theory for Dependent Risks

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