北大应用数学硕士期末大作业与论文-北大数学科学学院应用数学金融数学与精算学

万能险结算利率走势图.docx            20.8 KB
万能险结算利率数据-平安人寿太平洋友邦.xls            34.0 KB
硕士研究生学位论文格式模板.docx            78.4 KB
+参考文献            46.7 MB
  王琦参考-Approximation methods for multiple period Value at Risk and Expected Shortfall prediction.pdf             531.0 KB
  李婷婷Enhancing Least Squares Monte Carlo with diffusion bridges an application to energy facilities.pdf             751.0 KB
  reserve-dependent benefits and cost.pdf             410.0 KB
  Quantile credibility models.pdf             504.0 KB
  Dependent interest and transition rates in life insurance.pdf             900.0 KB
  Bayesian Poisson log-bilinear models for mortality-任书琪.pdf             2.4 MB
  A performance analysis of participating life insurance contracts.pdf             479.0 KB
+资产配置-李婷婷             17.3 MB
   周清-硕士论文-送审稿.pdf              1.8 MB
   Latent Markov models-a review of a general framework-test-014.pdf              348.0 KB
   hmm17.pdf              122.0 KB
   Dynamic Stock Selection Strategies.pdf              3.6 MB
   1471-2105-10-212.pdf              345.0 KB
   1003.2981v1.pdf              559.0 KB
   0612084v3.pdf              484.0 KB
  +B_L Model              10.1 MB
    SSRN-id970480.pdf               46.7 KB
    SSRN-id872577.pdf               244.0 KB
    SSRN-id1483571.pdf               455.0 KB
    SSRN-id1314585.pdf               333.0 KB
    SSRN-id1213323.pdf               397.0 KB
    SSRN-id1117574.pdf               416.0 KB
    SSRN-id1012075.pdf               228.0 KB
    NB_Black_Litterman_Model.pdf               956.0 KB
    MG.ppt               358.0 KB
    Cominvest_Consistent_Return_Estimates_2005.pdf               269.0 KB
    BlackLittermanOrig.pdf               1.3 MB
    BlackLitterman.pdf               141.0 KB
    bl_thesis_en.pdf               4.1 MB
    bayes_0008.pdf               146.0 KB
    AllocationADVISOR 2004.pdf               609.0 KB
    511Gofman1.pdf               154.0 KB
+情景建模方法             2.9 MB
   Stochastic modeling and fair valuation of drawdown insurance.pdf              767.0 KB
   Stochastic evaluation of life insurance contracts Model point on asset-IME2014.pdf              624.0 KB
   Multivariate stress scenarios and solvency.pdf              398.0 KB
   Best estimate calculations of savings contracts-EAJ-2014.pdf              1.2 MB
+高频交易-HFT-李漫雪             89.6 KB
   SSRN-High-Frequency Trading-2013.pdf              89.6 KB
+策略研究-魏霄             4.0 MB
   股市相依关系的模式识别.pdf              141.0 KB
   毕业论文（杨玥含）-送审稿.pdf              3.3 MB
   SSRN-A non-stationary model for statistical arbitrage trading.pdf              275.0 KB
   Alpha and Performance Measurement-2014.pdf              333.0 KB
+longevity risk             13.1 MB
   Worst-case actuarial calculations.pdf              223.0 KB
   Systematic mortality risk.pdf              723.0 KB
   Securitization, Structuring and Pricing of Longevity.pdf              684.0 KB
   Pricing and securitization of multi-country longevity risk.pdf              654.0 KB
   Longevity risk, cost of capital and hedging for life insurers-志威.pdf              1.0 MB
   Longevity risk management for life and variable annuities-林鹤.pdf              2.2 MB
   2013-hk-long-risk-secur-li.pdf              405.0 KB
  +2016年-长寿风险文献              7.3 MB
    Selecting stochastic mortality models for the Italian population.pdf               4.1 MB
    On the mortality longevity risk hedging with mortality immunization.pdf               1.5 MB
    Longevity risk transfer markets market structure, growth drivers and impediments, and potential risks-BIS.pdf               374.0 KB
    Consistent dynamic affine mortality models for longevity.pdf               1.4 MB
+long term yield             2.2 MB
   Practical valuation of long-term guarantees in inactive.pdf              959.0 KB
   naaj9907_8-termstructure-longterm.pdf              216.0 KB
   Long-term insurance products and volatility.pdf              312.0 KB
   Hedging of long term zero-coupon bonds in a market.pdf              720.0 KB
+lapse rate             1.3 MB
   life insurance policy termination and survivorship.pdf              888.0 KB
   Bivariate analysis of survivorship and persistency.pdf              221.0 KB
   10920277%2E2003%2E10596097.pdf              178.0 KB
+CPPI资料            9.1 MB
  黄稚硕士毕业论文完整稿_20110506.pdf             1.9 MB
+CPPI             7.1 MB
   Risk Transfer and Risk Management III Capital Protection 2010.pdf              1.0 MB
   Portfolio Insurance a Short Introduction 2009.pdf              542.0 KB
   One-Dimensional Pricing of CPPI 2009.pdf              318.0 KB
   On the Optimal Design of Insurance Contracts with Guarantees 2010.pdf              317.0 KB
   Effectiveness of CPPI Strategies under Discrete–Time Trading 2006.pdf              288.0 KB
   Effcient Pricing of CPPI using Markov Operators.pdf              420.0 KB
   CPPI with Cushion Insurance.pdf              911.0 KB
   Constant Proportion Portfolio Insurance in presence of Jumps in Asset Prices.pdf              245.0 KB
   Constant Proportion Portfolio Insurance Discrete-time Trading and Gap Risk 2010.pdf              411.0 KB
   CAPITAL PROTECTION MODELING THE CPPI PORTFOLIO.pdf              247.0 KB
   A Risk Management Approach for Portfolio Insurance Strategies 2009.pdf              157.0 KB
   A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies 2009.pdf              2.1 MB
   A Comparative Study of Portfolio Insurance 2001.pdf              265.0 KB
+2016年            10.9 MB
  魏霄论文20160602.pdf             5.1 MB
  李漫雪-终稿.pdf             1.7 MB
  冀海宏毕业论文0606.pdf             701.0 KB
  毕业论文-终稿-任书琪 v2.1.pdf             3.0 MB
  毕业论文 王琦(6.3).pdf             516.0 KB
+2015年            8.9 MB
  硕士研究生学位论文_王竟先_终稿.pdf             2.0 MB
  硕士研究生学位论文 赵志威.pdf             769.0 KB
  硕士论文_高佳卉_最终版.docx             520.0 KB
  硕士毕业论文—王芙蓉.pdf             761.0 KB
  李林鹤硕士研究生学位论文最终版.pdf             864.0 KB
  付龙杰毕业论文最终稿.pdf             1.9 MB
  毕业论文_Final 孙玉婷.pdf             2.1 MB