Actuarial Sciences and Quantitative Finance ICASQF2016, Cartagena, Colombia, June 2016 /

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,...

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Corporate Author: SpringerLink (Online service)
Other Authors: Londoño, Jaime A. (Editor, http://id.loc.gov/vocabulary/relators/edt), Garrido, José. (Editor, http://id.loc.gov/vocabulary/relators/edt), Jeanblanc, Monique. (Editor, http://id.loc.gov/vocabulary/relators/edt)
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
Edition:1st ed. 2017.
Series:Springer Proceedings in Mathematics & Statistics, 214
Subjects:
Online Access:https://doi.org/10.1007/978-3-319-66536-8
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505 0 |a 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. 
520 |a 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. 
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700 1 |a Garrido, José.  |e editor.  |4 edt  |4 http://id.loc.gov/vocabulary/relators/edt 
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