| Dewey Class |
368.01 |
| Titel |
Actuarial Sciences and Quantitative Finance ([EBook]) : ICASQF2016, Cartagena, Colombia, June 2016 / / edited by Jaime A. Londoño, José Garrido, Monique Jeanblanc. |
| Added Personal Name |
Londoño, Jaime A. editor. |
| Garrido, José editor. |
| Jeanblanc, Monique editor. |
| Other name(s) |
SpringerLink (Online service) |
| Veröffentl |
Cham : : Springer International Publishing : : Imprint: Springer, , 2017. |
| Physical Details |
IX, 174 p. 50 illus., 42 illus. in color. : online resource. |
| Reihe |
Springer Proceedings in Mathematics & Statistics 2194-1009 ; ; 214 |
| ISBN |
9783319665368 |
| Summary Note |
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.: |
| Contents note |
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. |
| System details note |
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users) |
| Internet Site |
http://dx.doi.org/10.1007/978-3-319-66536-8 |
| LINKS ZU 'VERWANDTEN WERKEN |
Schlagwörter: .
Actuarial science .
Actuarial Sciences .
Economics, Mathematical .
Mathematics .
Quantitative Finance .
Statistics .
Statistics for Business/Economics/Mathematical Finance/Insurance .
Authors:
Corporate Authors:
Series:
Classification:
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