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Actuarial sciences and quantitative financeICASQF2016, Cartagena, Colombia, June 2016 /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Actuarial sciences and quantitative financeedited by Jaime A. Londono, Jose Garrido, Monique Jeanblanc.
Reminder of title:	ICASQF2016, Cartagena, Colombia, June 2016 /
remainder title:	ICASQF2016
other author:	Londono, Jaime A.
corporate name:
Published:	Cham :Springer International Publishing :2017.
Description:	ix, 174 p. :ill., digital ;24 cm.
Contained By:	Springer eBooks
Subject:	Actuarial scienceTextbooks.
Online resource:	http://dx.doi.org/10.1007/978-3-319-66536-8
ISBN:	9783319665368$q(electronic bk.)

Actuarial sciences and quantitative financeICASQF2016, Cartagena, Colombia, June 2016 /
Actuarial sciences and quantitative financeICASQF2016, Cartagena, Colombia, June 2016 /[electronic resource] :ICASQF2016edited by Jaime A. Londono, Jose Garrido, Monique Jeanblanc. - Cham :Springer International Publishing :2017. - ix, 174 p. :ill., digital ;24 cm. - Springer proceedings in mathematics & statistics,v.2142194-1009 ;. - Springer proceedings in mathematics & statistics ;v.19..

Part I: Actuarial Sciences -- Robust paradigm applied to parameter reduction in actuarial triangle models -- Unlocking reserve assumptions using retrospective analysis -- Spatial Statistical tools to assess mortality differences in Europe -- Stochastic control for insurance: Models, Strategies and Numerics -- Stochastic control for insurance: new problems and methods -- Part II: Quantitative Finance -- Bermudan option valuation under state-department models -- Option-Implied Objective Measures of Market Risk with Leverage -- The Sustainable Black-Scholes Equations -- Author Index.

Developed from the Second International Congress on Actuarial Science and Quantitative Finance, this volume showcases the latest progress in all theoretical and empirical aspects of actuarial science and quantitative finance. Held at the Universidad de Cartagena in Cartegena, Colombia in June 2016, the conference emphasized relations between industry and academia and provided a platform for practitioners to discuss problems arising from the financial and insurance industries in the Andean and Caribbean regions. Based on invited lectures as well as carefully selected papers, these proceedings address topics such as statistical techniques in finance and actuarial science, portfolio management, risk theory, derivative valuation and economics of insurance.

ISBN: 9783319665368$q(electronic bk.)

Standard No.: 10.1007/978-3-319-66536-8doiSubjects--Topical Terms:

544938
Actuarial science
--Textbooks.

LC Class. No.: HG8781 / .I58 2016

Dewey Class. No.: 368.01

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