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020 _a9783319665368
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024 7 _a10.1007/978-3-319-66536-8
_2doi
040 _aISI Library, Kolkata
050 4 _aHG8779-8793
072 7 _aKFFN
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072 7 _aBUS033000
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082 0 4 _a368.01
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245 1 0 _aActuarial Sciences and Quantitative Finance
_h[electronic resource] :
_bICASQF2016, Cartagena, Colombia, June 2016 /
_cedited by Jaime A. Londoño, José Garrido, Monique Jeanblanc.
264 1 _aCham :
_bSpringer International Publishing :
_bImprint: Springer,
_c2017.
300 _aIX, 174 p. 50 illus., 42 illus. in color.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
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347 _atext file
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490 1 _aSpringer Proceedings in Mathematics & Statistics,
_x2194-1009 ;
_v214
505 0 _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.
520 _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.
650 0 _aFinance.
650 0 _aStatistics.
650 1 4 _aActuarial Sciences.
_0http://scigraph.springernature.com/things/product-market-codes/M13080
650 2 4 _aQuantitative Finance.
_0http://scigraph.springernature.com/things/product-market-codes/M13062
650 2 4 _aStatistics for Business/Economics/Mathematical Finance/Insurance.
_0http://scigraph.springernature.com/things/product-market-codes/S17010
700 1 _aLondoño, Jaime A.
_eeditor.
_4edt
_4http://id.loc.gov/vocabulary/relators/edt
700 1 _aGarrido, José.
_eeditor.
_4edt
_4http://id.loc.gov/vocabulary/relators/edt
700 1 _aJeanblanc, Monique.
_eeditor.
_4edt
_4http://id.loc.gov/vocabulary/relators/edt
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783319665344
776 0 8 _iPrinted edition:
_z9783319665351
776 0 8 _iPrinted edition:
_z9783319882659
830 0 _aSpringer Proceedings in Mathematics & Statistics,
_x2194-1009 ;
_v214
856 4 0 _uhttps://doi.org/10.1007/978-3-319-66536-8
912 _aZDB-2-SMA
942 _cEB
950 _aMathematics and Statistics (Springer-11649)
999 _c427075
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