Actuarial sciences and quantitative finance : ICASQF2016, Cartagena, Colombia, June 2016
[Book]
/ Jaime A. Londo?o, Josف Garrido, Monique Jeanblanc, editors
fa
Cham, Switzerland
: Springer
, 2017.
174p.
(Springer proceedings in mathematics & statistics
; volume 214)
Language: انگلیسی
Print
Includes index
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
[International Congress on Actuarial Science and Quantitative Finance (2016 : Cartagena, Colombia)]