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Actuarial sciences and quantitative ...

(1998 :)

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

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Actuarial sciences and quantitative financeedited by Jaime A. Londono, Jose Garrido, Monique Jeanblanc.
其他題名:	ICASQF2016, Cartagena, Colombia, June 2016 /
其他題名:	ICASQF2016
其他作者:	Londono, Jaime A.
團體作者:
出版者:	Cham :Springer International Publishing :2017.
面頁冊數:	ix, 174 p. :ill., digital ;24 cm.
Contained By:	Springer eBooks
標題:	Actuarial scienceTextbooks.
電子資源:	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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