Actuarial sciences and quantitative finance : ICASQF2016, Cartagena, Colombia, June 2016 /: ICASQF2016, Cartagena, Colombia, June 2016. ([2017])

• Record Type: Book
• Other Titles: ICASQF2016
• Further Information: Note: Jaime A. Londoño, José Garrido, Monique Jeanblanc, editors.
• Editors: Londoño, Jaime A; Garrido, José, 1959-; Jeanblanc-Picqué, Monique, 1947-
• Other Names: International Congress on Actuarial Science and Quantitative Finance
• 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.
• Publisher Details: Cham, Switzerland : Springer
• Publication Date: 2017
• Extent: 1 online resource
• Subjects: 368/.01; Mathematics; Actuarial science -- Congresses; Insurance -- Mathematics -- Congresses; BUSINESS & ECONOMICS -- Insurance -- Risk Assessment & Management; Actuarial science; Insurance -- Mathematics; Mathematics; Actuarial Sciences; Quantitative Finance; Statistics for Business/Economics/Mathematical Finance/Insurance; Mathematics -- Applied; Business & Economics -- Statistics; Finance & accounting; Probability & statistics; Finance; Statistics; Business & Economics -- Insurance -- General; Insurance & actuarial studies; Electronic books; Conference papers and proceedings
• Languages: English
• ISBNs: 9783319665368; 3319665367; 3319665340; 9783319665344
• Related ISBNs: 9783319665344
• Notes: Note: Includes bibliographical references at the end of each chapters and index.; Note: Online resource; title from PDF title page (EBSCO, viewed October 31, 2017).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.