Stochastic methods for pension funds / (Record no. 20433)

MARC details
000 -LEADER
fixed length control field 02773cam a2200565Ma 4500
001 - CONTROL NUMBER
control field ocn841171575
003 - CONTROL NUMBER IDENTIFIER
control field OCoLC
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20220701010918.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION
fixed length control field m o d
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr cn|||||||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 111208s2012 enka ob 001 0 eng d
040 ## - CATALOGING SOURCE
Original cataloging agency E7B
Language of cataloging eng
Description conventions pn
Transcribing agency E7B
Modifying agency DG1
-- OCLCQ
-- OCLCO
-- CNSPO
-- YDXCP
-- OCLCQ
-- DG1
019 ## -
-- 872693956
-- 925497016
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781118565933
Qualifying information (e-book)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 1118565932
Qualifying information (e-book)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781118562031
Qualifying information (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 1118562038
Qualifying information (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/invalid ISBN 9781848212046
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/invalid ISBN 1848212046
029 1# - (OCLC)
OCLC library identifier AU@
System control number 000051629148
029 1# - (OCLC)
OCLC library identifier CHBIS
System control number 010026755
029 1# - (OCLC)
OCLC library identifier CHVBK
System control number 306234343
029 1# - (OCLC)
OCLC library identifier DEBBG
System control number BV041091202
029 1# - (OCLC)
OCLC library identifier NZ1
System control number 15916347
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)841171575
Canceled/invalid control number (OCoLC)872693956
-- (OCoLC)925497016
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HD7105.4
Item number .D48 2012eb
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.67/2540151923
Edition number 23
049 ## - LOCAL HOLDINGS (OCLC)
Holding library MAIN
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Devolder, Pierre.
245 10 - TITLE STATEMENT
Title Stochastic methods for pension funds /
Statement of responsibility, etc Pierre Devolder, Jacques Janssen, Raimondo Manca.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc London :
Name of publisher, distributor, etc ISTE Ltd. ;
Place of publication, distribution, etc Hoboken, N.J. :
Name of publisher, distributor, etc Wiley,
Date of publication, distribution, etc 2012.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource (xv, 458 pages) :
Other physical details illustrations.
336 ## -
-- text
-- txt
-- rdacontent
337 ## -
-- computer
-- c
-- rdamedia
338 ## -
-- online resource
-- cr
-- rdacarrier
490 1# - SERIES STATEMENT
Series statement Applied stochastic methods series
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references and index.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Introduction: pensions in perspective -- Classical actuarial theory of pension funding -- Deterministic and stochastic optimal control -- Defined contribution and defined benefit pension plans -- Fair and market values and interest rate stochastic models -- Risk modeling and solvency for pension funds -- Optimal control of a defined benefit pension scheme -- Optimal control of a defined contribution pension scheme -- Simulation models -- Discrete time semi-Markov processes (SMP) and reward SMP -- Generalized semi-Markov non-homogeneous models for pension funds and manpower management -- Appendices. Basic probabilistic tools for stochastic modeling -- Itô calculus and diffusion processes -- Bibliography -- Index.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Pension trusts
General subdivision Management.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Pension trusts
General subdivision Mathematics.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Financial risk management
General subdivision Mathematical models.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Stochastic models.
655 #4 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Janssen, Jacques,
Dates associated with a name 1939-
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Manca, Raimondo.
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Print version:
Main entry heading Devolder, Pierre.
Title Stochastic methods for pension funds.
Place, publisher, and date of publication London : ISTE Ltd. ; Hoboken, N.J. : Wiley, 2012
Record control number (DLC) 2011048482
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Applied stochastic methods series.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://dx.doi.org/10.1002/9781118562031">http://dx.doi.org/10.1002/9781118562031</a>
Public note Wiley Online Library
994 ## -
-- 92
-- DG1

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