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200 10$aActuarial Sciences and Quantitative Finance $eICASQF2016, Cartagena, Colombia, June 2016 /$fedited by Jaime A. Londoño, 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 $aSpringer Proceedings in Mathematics & Statistics,$x2194-1017 ;$v214
311 08$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,$x2194-1017 ;$v214
606   $aActuarial science
606   $aSocial sciences$xMathematics
606   $aStatistics
606   $aActuarial Mathematics
606   $aMathematics in Business, Economics and Finance
606   $aStatistics in Business, Management, Economics, Finance, Insurance
615  0$aActuarial science.
615  0$aSocial sciences$xMathematics.
615  0$aStatistics.
615 14$aActuarial Mathematics.
615 24$aMathematics in Business, Economics and Finance.
615 24$aStatistics in Business, Management, Economics, Finance, Insurance.
676   $a368.01
702   $aLondoño$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
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996   $aActuarial sciences and quantitative finance$91522652
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