Actuarial Sciences and Quantitative Finance

ICASQF2016, Cartagena, Colombia, June 2016

Jaime A. Londoño, José Garrido, Monique Jeanblanc (Herausgeber)

Buch | Hardcover

IX, 174 Seiten

2017 | 1st ed. 2017
Springer International Publishing (Verlag)
978-3-319-66534-4 (ISBN)

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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.

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.

Erscheinungsdatum	29.10.2017
Reihe/Serie	Springer Proceedings in Mathematics & Statistics
Zusatzinfo	IX, 174 p. 50 illus., 42 illus. in color.
Verlagsort	Cham
Sprache	englisch
Maße	155 x 235 mm
Gewicht	444 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
Themenwelt	Betriebswirtschaft / Management ► Spezielle Betriebswirtschaftslehre ► Versicherungsbetriebslehre
Schlagworte	actuarial science • actuarial sciences • applied probability • economics, finance, business & management • Economics, Finance, Business & Management • Finance & accounting • Finance & accounting • Insurance & actuarial studies • Insurance & actuarial studies • mathematical finance • Mathematics • mathematics and statistics • probability & statistics • Probability & statistics • Quantitative Finance • statistical techniques in finance and actuarial sc • statistical techniques in finance and actuarial science • Statistics for Business/Economics/Mathematical Fin
ISBN-10	3-319-66534-0 / 3319665340
ISBN-13	978-3-319-66534-4 / 9783319665344
Zustand	Neuware