02174nam a22002417a 4500 OSt 20220823121940.0 2017955004 220823b |||||||| |||| 00| 0 eng d 9783319665344 10.1007/978-3-319-66536-8 Cuk Cuk Cuk HG8779-8793 2017 Actuarial Sciences and Quantitative Finance ICASQF2016, Cartagena, Colombia, June 2016 / edited by Jaime A. Londoño, José Garrido, Monique Jeanblanc. 1st ed. 2017. Cham Springer International Publishing 2017. 1 online resource (IX, 174 pages 50 illustrations, 42 illustrations in color.) 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. 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. Actuarial science. Economics, Mathematical.Statistics. lcc BOOK 9821 9821 0 0 lcc 0 0 001 001 2022-08-23 purchase 0 HG8779-8793 2017 2022-7430 2022-08-23 00:00:00 1 2022-08-23 BOOK 0 0 lcc 0 0 001 001 2022-08-23 purchase 0 HG8779-8793 2017 2022-7431 2022-08-23 00:00:00 2 2022-08-23 BOOK 0 0 lcc 0 0 001 001 2022-08-23 purchase 0 HG8779-8793 2017 2022-7436 2022-08-23 00:00:00 3 2022-08-23 BOOK