Actuarial sciences and quantitative finance : ICASQF2016, Cartagena, Colombia, June 2016
General Material Designation
[Book]
First Statement of Responsibility
/ Jaime A. Londo?o, Josف Garrido, Monique Jeanblanc, editors
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.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Cham, Switzerland
Name of Publisher, Distributor, etc.
: Springer
Date of Publication, Distribution, etc.
, 2017.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
174p.
SERIES
Series Title
(Springer proceedings in mathematics & statistics
Volume Designation
; volume 214)
GENERAL NOTES
Text of Note
Language: انگلیسی
NOTES PERTAINING TO PUBLICATION, DISTRIBUTION, ETC.
Text of Note
Print
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes index
CONTENTS NOTE
Text of Note
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
UNIFORM TITLE
[International Congress on Actuarial Science and Quantitative Finance (2016 : Cartagena, Colombia)]