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



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Titolo: Actuarial Sciences and Quantitative Finance : ICASQF2016, Cartagena, Colombia, June 2016 / / edited by Jaime A. Londoño, José Garrido, Monique Jeanblanc Visualizza cluster
Pubblicazione: Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017
Edizione: 1st ed. 2017.
Descrizione fisica: 1 online resource (IX, 174 p. 50 illus., 42 illus. in color.)
Disciplina: 368.01
Soggetto topico: Actuarial science
Economics, Mathematical 
Statistics 
Actuarial Sciences
Quantitative Finance
Statistics for Business, Management, Economics, Finance, Insurance
Persona (resp. second.): LondoñoJaime A
GarridoJosé
JeanblancMonique
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.
Titolo autorizzato: Actuarial sciences and quantitative finance  Visualizza cluster
ISBN: 3-319-66536-7
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: 9910254289303321
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Serie: Springer Proceedings in Mathematics & Statistics, . 2194-1009 ; ; 214