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Actuarial Sciences and Quantitative Finance: ICASQF2016, Cartagena, Colombia, June 2016 /
Tag	Description
020	$a9783319665368$9978-3-319-66536-8
082	$a368.01$223
099	$aOnline resource: Springer
245	$aActuarial Sciences and Quantitative Finance$h[EBook]$bICASQF2016, Cartagena, Colombia, June 2016 /$cedited by Jaime A. Londoño, José Garrido, Monique Jeanblanc.
260	$aCham :$bSpringer International Publishing :$bImprint: Springer,$c2017.
300	$aIX, 174 p. 50 illus., 42 illus. in color.$bonline resource.
336	$atext$btxt$2rdacontent
337	$acomputer$bc$2rdamedia
338	$aonline resource$bcr$2rdacarrier
440	$aSpringer Proceedings in Mathematics & Statistics,$x2194-1009 ;$v214
505	$aPart 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.
520	$aDeveloped 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.
538	$aOnline access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
700	$aLondoño, Jaime A.$eeditor.
700	$aGarrido, José.$eeditor.
700	$aJeanblanc, Monique.$eeditor.
710	$aSpringerLink (Online service)
830	$aSpringer Proceedings in Mathematics & Statistics,$x2194-1009 ;$v214
856	$uhttp://dx.doi.org/10.1007/978-3-319-66536-8