-instructional book makes a good use of extensive examples and full explanations. Thedesign of the text links theory and computational … the Scale in the Gamma Family.- Pricing of Catastrophe (CAT) Bonds.- Extreme Value Theory - Modeling and Financial … Theory.- Diffusion Approximation in Risk Theory …

the mathematical modelling of finance and insurance: the theory of stochastic processes, optimal and stochastic control …, stochastic differential equations, convex analysis and duality theory. Five topics are treated in detail: Utility maximization in … incomplete markets; the theory of nonlinear expectations and its relationship with the theory of risk measures in a dynamic …