000			02692nam a22002417a 4500
005			20250617101929.0
008			250617b |||||||| |||| 00| 0 eng d
020			_a9781439839485
082			_a332.0285 _bLAI
100			_aLai, Tze Leung _924565
245			_aData science and risk analytics in finance and insurance
260			_bCRC Press _aBoca Raton _c2025
300			_axiv, 449+ p.
365			_aGBP _b69.99
490			_aChapman and Hall/CRC Financial Mathematics Series
500			_aTable of Contents: Preface Part 1: Background and Basic Analytics 1. Risk management and regulation 2. Basic concepts and methods in risk management 3. Financial derivatives and their pricing theory 4. Insurance risk and credibility theory Part 2: Advanced Data and Risk Analytics 5. Supervised and unsupervised learning 6. Bandit, Markov decision process and reinforcement learning 7. Monte Carlo methods and rare event analytics 8. Surveillance and predictive analytics Part 3: Data and Risk Analytics in FinTech 9. FinTech ABCD and analytics Bibliography Index
520			_aThis book presents statistics and data science methods for risk analytics in quantitative finance and insurance. Part I covers the background, financial models, and data analytical methods for market risk, credit risk, and operational risk in financial instruments, as well as models of risk premium and insolvency in insurance contracts. Part II provides an overview of machine learning (including supervised, unsupervised, and reinforcement learning), Monte Carlo simulation, and sequential analysis techniques for risk analytics. In Part III, the book offers a non-technical introduction to four key areas in financial technology: artificial intelligence, blockchain, cloud computing, and big data analytics. Key Features: Provides a comprehensive and in-depth overview of data science methods for financial and insurance risks. Unravels bandits, Markov decision processes, reinforcement learning, and their interconnections. Promotes sequential surveillance and predictive analytics for abrupt changes in risk factors. Introduces the ABCDs of FinTech: Artificial intelligence, blockchain, cloud computing, and big data analytics. Includes supplements and exercises to facilitate deeper comprehension. (https://www.routledge.com/Data-Science-and-Risk-Analytics-in-Finance-and-Insurance/Lai-Xing/p/book/9781439839485?srsltid=AfmBOoqJsKMv656n8JKO9QrJhtKw9WGLr_YFDGsHU4CoWZjI4lLVDpA2)
650			_aFinance--Data processing
650			_aRisk analytics--Finance _924566
650			_aInsurance _97657
700			_aXing, Haipeng _924567
942			_cBK _2ddc
999			_c9932 _d9932