Actuarial Sciences and Quantitative Finance: ICASQF2016, Cartagena, Colombia, June 2016
Author:   Jaime A. Londono ,  Jose Garrido ,  Monique Jeanblanc
Publisher:   Springer International Publishing AG
Edition:   1st ed. 2017
Volume:   214
ISBN:  

9783319665344


Pages:   174
Publication Date:   25 October 2017
Format:   Hardback
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Our Price $290.37 Quantity:  
Add to Cart

Share |

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


Add your own review!

Overview

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.

Full Product Details

Author:   Jaime A. Londono ,  Jose Garrido ,  Monique Jeanblanc
Publisher:   Springer International Publishing AG
Imprint:   Springer International Publishing AG
Edition:   1st ed. 2017
Volume:   214
Weight:   4.026kg
ISBN:  

9783319665344


ISBN 10:   3319665340
Pages:   174
Publication Date:   25 October 2017
Audience:   Professional and scholarly ,  College/higher education ,  Professional & Vocational ,  Postgraduate, Research & Scholarly
Format:   Hardback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of 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.

Reviews

Author Information

Tab Content 6

Author Website:  

Customer Reviews

Recent Reviews

No review item found!

Add your own review!

Countries Available

All regions
Latest Reading Guide

MRG2025CC

 

Shopping Cart
Your cart is empty
 Shopping cart
Mailing List

 

Sign up now