-frequency volatility estimators, market risk evaluation, covariance estimation and multivariate extensions of the processes. The book … applications used in many areas like risk evaluation, option pricing or portfolio construction. The statistical tools used to … and continues to be engaged in research on many topics in finance. His primary areas of interest are volatility, ARCH …

Fundamentals of Risk and Insurance, 11th Edition presents a thorough and comprehensive introduction to the field of … insurance while emphasizing the consumer. The new edition first examines the concept of risk, the nature of the insurance device …, and the rinciples of risk management. It then discusses the traditional fields of life and health insurance as solutions …