Focusing on life insurance and pensions, this book addresses various aspects of modelling in modern insurance: insurance liabilities; asset-liability management; securitization, hedging, and investment strategies. With contributions from internationally renowned academics in actuarial science, finance, and management science and key people in major life insurance and reinsurance companies, ther…
These three volumes constitute the first complete English translation of Felix Klein’s seminal series “Elementarmathematik vom höheren Standpunkte aus”. “Complete” has a twofold meaning here: First, there now exists a translation of volume III into English, while until today the only translation had been into Chinese. Second, the English versions of volume I and II had omitted sev…
These three volumes constitute the first complete English translation of Felix Klein’s seminal series “Elementarmathematik vom höheren Standpunkte aus”. “Complete” has a twofold meaning here: First, there now exists a translation of volume III into English, while until today the only translation had been into Chinese. Second, the English versions of volume I and II had omitted severa…
This textbook presents the concepts and tools necessary to understand, build, and implement algorithms for computing elementary functions (e.g., logarithms, exponentials, and the trigonometric functions). Both hardware- and software-oriented algorithms are included, along with issues related to accurate floating-point implementation. This third edition has been updated and expanded to incorpo…
This three-part book provides a comprehensive and systematic introduction to these challenging topics such as model calibration, parameter estimation, reliability assessment, and data collection design. Part 1 covers the classical inverse problem for parameter estimation in both deterministic and statistical frameworks, Part 2 is dedicated to system identification, hyperparameter estimation, an…
This monograph provides a concise presentation of a mathematical approach to metastability, a wide-spread phenomenon in the dynamics of non-linear systems - physical, chemical, biological or economic - subject to the action of temporal random forces typically referred to as noise, based on potential theory of reversible Markov processes. The authors shed new light on the metastability pheno…
Questo libro trae la sua origine dagli appunti preparati per le lezioni di Metodi Matematici della Fisica tenute al Dipartimento di Fisica dell'Università di Pisa, e via via sistemati, raffinati e aggiornati nel corso di molti anni di insegnamento. L'intento generale è di fornire una presentazione per quanto possibile semplice e diretta dei metodi matematici basilari e rilevanti per la Fisica…
This book aims to dispel the mystery and fear experienced by students surrounding sequences, series, convergence, and their applications. The author, an accomplished female mathematician, achieves this by taking a problem solving approach, starting with fascinating problems and solving them step by step with clear explanations and illuminating diagrams. The reader will find the problems inte…
This book, written by an accomplished female mathematician, is the second to explore nonstandard mathematical problems – those that are not directly solved by standard mathematical methods but instead rely on insight and the synthesis of a variety of mathematical ideas. It promotes mental activity as well as greater mathematical skills, and is an ideal resource for successful preparation fo…
This book presents mathematical modelling and the integrated process of formulating sets of equations to describe real-world problems. It describes methods for obtaining solutions of challenging differential equations stemming from problems in areas such as chemical reactions, population dynamics, mechanical systems, and fluid mechanics. Chapters 1 to 4 cover essential topics in ordinary dif…