My Account Log in

1 option

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

Springer Nature - Springer Mathematics and Statistics eBooks 2017 English International Available online

View online
Format:
Book
Contributor:
Londoño, Jaime A., Editor.
Garrido, José., Editor.
Jeanblanc, Monique., Editor.
Series:
Springer Proceedings in Mathematics & Statistics, 2194-1017 ; 214
Language:
English
Subjects (All):
Actuarial science.
Social sciences--Mathematics.
Social sciences.
Statistics.
Actuarial Mathematics.
Mathematics in Business, Economics and Finance.
Statistics in Business, Management, Economics, Finance, Insurance.
Local Subjects:
Actuarial Mathematics.
Mathematics in Business, Economics and Finance.
Statistics in Business, Management, Economics, Finance, Insurance.
Physical Description:
1 online resource (IX, 174 p. 50 illus., 42 illus. in color.)
Edition:
1st ed. 2017.
Place of Publication:
Cham : Springer International Publishing : Imprint: Springer, 2017.
Summary:
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.
Contents:
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.
Notes:
Includes bibliographical references at the end of each chapters and index.
ISBN:
3-319-66536-7

The Penn Libraries is committed to describing library materials using current, accurate, and responsible language. If you discover outdated or inaccurate language, please fill out this feedback form to report it and suggest alternative language.

My Account

Shelf Request an item Bookmarks Fines and fees Settings

Guides

Using the Library Catalog Using Articles+ Library Account