1.

Record Nr.

UNINA990004617850403321

Autore

Hancock, William Keith <1898-1988>

Titolo

Problems of social policy / by Richard M. Titmuss

Pubbl/distr/stampa

London, Nendeln : Kraus, 1976

Edizione

[Rev. ed. with amendments]

Descrizione fisica

XI, 632 p. ; 24 cm

Collana

History of the second world war. United Kingdom civil series ; 3

Disciplina

940.542141

Locazione

FLFBC

Collocazione

940.54 HAN 1 (3)

Lingua di pubblicazione

Italiano

Formato

Materiale a stampa

Livello bibliografico

Monografia

2.

Record Nr.

UNINA9910254289303321

Titolo

Actuarial Sciences and Quantitative Finance : ICASQF2016, Cartagena, Colombia, June 2016 / / edited by Jaime A. Londoño, José Garrido, Monique Jeanblanc

Pubbl/distr/stampa

Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017

ISBN

3-319-66536-7

Edizione

[1st ed. 2017.]

Descrizione fisica

1 online resource (IX, 174 p. 50 illus., 42 illus. in color.)

Collana

Springer Proceedings in Mathematics & Statistics, , 2194-1017 ; ; 214

Disciplina

368.01

Soggetti

Actuarial science

Social sciences - Mathematics

Statistics

Actuarial Mathematics

Mathematics in Business, Economics and Finance

Statistics in Business, Management, Economics, Finance, Insurance

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa



Livello bibliografico

Monografia

Nota di bibliografia

Includes bibliographical references at the end of each chapters and index.

Nota di contenuto

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.

Sommario/riassunto

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.