LEADER 03839nam 22006015 450 001 9910254289303321 005 20200701041211.0 010 $a3-319-66536-7 024 7 $a10.1007/978-3-319-66536-8 035 $a(CKB)4100000000881640 035 $a(DE-He213)978-3-319-66536-8 035 $a(MiAaPQ)EBC5112684 035 $a(PPN)220126496 035 $a(EXLCZ)994100000000881640 100 $a20171024d2017 u| 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aActuarial Sciences and Quantitative Finance$b[electronic resource] $eICASQF2016, Cartagena, Colombia, June 2016 /$fedited by Jaime A. Londoņo, José Garrido, Monique Jeanblanc 205 $a1st ed. 2017. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2017. 215 $a1 online resource (IX, 174 p. 50 illus., 42 illus. in color.) 225 1 $aSpringer Proceedings in Mathematics & Statistics,$x2194-1009 ;$v214 311 $a3-319-66534-0 320 $aIncludes bibliographical references at the end of each chapters and index. 327 $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. 330 $aDeveloped from the Second International Congress on Actuarial Science and Quantitative Finance, this volume showcases the latest progress in all theoretical and empirical aspects of actuarial science and quantitative finance. Held at the Universidad de Cartagena in Cartegena, Colombia in June 2016, the conference emphasized relations between industry and academia and provided a platform for practitioners to discuss problems arising from the financial and insurance industries in the Andean and Caribbean regions. Based on invited lectures as well as carefully selected papers, these proceedings address topics such as statistical techniques in finance and actuarial science, portfolio management, risk theory, derivative valuation and economics of insurance. 410 0$aSpringer Proceedings in Mathematics & Statistics,$x2194-1009 ;$v214 606 $aActuarial science 606 $aEconomics, Mathematical  606 $aStatistics  606 $aActuarial Sciences$3https://scigraph.springernature.com/ontologies/product-market-codes/M13080 606 $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062 606 $aStatistics for Business, Management, Economics, Finance, Insurance$3https://scigraph.springernature.com/ontologies/product-market-codes/S17010 615 0$aActuarial science. 615 0$aEconomics, Mathematical . 615 0$aStatistics . 615 14$aActuarial Sciences. 615 24$aQuantitative Finance. 615 24$aStatistics for Business, Management, Economics, Finance, Insurance. 676 $a368.01 702 $aLondoņo$b Jaime A$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aGarrido$b José$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aJeanblanc$b Monique$4edt$4http://id.loc.gov/vocabulary/relators/edt 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910254289303321 996 $aActuarial sciences and quantitative finance$91522652 997 $aUNINA