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londoño jaime a. (curatore); garrido josé (curatore); jeanblanc monique (curatore) - actuarial sciences and quantitative finance
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Actuarial Sciences and Quantitative Finance ICASQF2016, Cartagena, Colombia, June 2016

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Dettagli

Genere:Libro
Lingua: Inglese
Editore:

Springer

Pubblicazione: 08/2018
Edizione: Softcover reprint of the original 1st ed. 2017





Trama

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.





Sommario

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.










Altre Informazioni

ISBN:

9783319882659

Condizione: Nuovo
Collana: Springer Proceedings in Mathematics & Statistics
Dimensioni: 235 x 155 mm
Formato: Brossura
Illustration Notes:IX, 174 p. 50 illus., 42 illus. in color.
Pagine Arabe: 174
Pagine Romane: ix


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