Actuarial Sciences and Quantitative Finance
ICASQF2016, Cartagena, Colombia, June 2016
Editors: Londoño, Jaime A., Garrido, Jose, Jeanblanc, Monique (Eds.)
- Showcases recent theoretical development on topics in Actuarial Science and Quantitative Finance
- Spotlights research originating in the Andean and Caribbean regions
- Features selected contributes presented by the invited speakers at ICASQF2016
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- About this book
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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.
- Table of contents (8 chapters)
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Robust Paradigm Applied to Parameter Reduction in Actuarial Triangle Models
Pages 3-23
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Unlocking Reserve Assumptions Using Retrospective Analysis
Pages 25-48
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Spatial Statistical Tools to Assess Mortality Differences in Europe
Pages 49-74
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Stochastic Control for Insurance: Models, Strategies, and Numerics
Pages 75-113
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Stochastic Control for Insurance: New Problems and Methods
Pages 115-124
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Table of contents (8 chapters)
- Download Preface 1 PDF (26.4 KB)
- Download Sample pages 1 PDF (299.2 KB)
- Download Table of contents PDF (18.6 KB)
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Bibliographic Information
- Bibliographic Information
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- Book Title
- Actuarial Sciences and Quantitative Finance
- Book Subtitle
- ICASQF2016, Cartagena, Colombia, June 2016
- Editors
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- Jaime A. Londoño
- Jose Garrido
- Monique Jeanblanc
- Series Title
- Springer Proceedings in Mathematics & Statistics
- Series Volume
- 214
- Copyright
- 2017
- Publisher
- Springer International Publishing
- Copyright Holder
- Springer International Publishing AG
- eBook ISBN
- 978-3-319-66536-8
- DOI
- 10.1007/978-3-319-66536-8
- Hardcover ISBN
- 978-3-319-66534-4
- Softcover ISBN
- 978-3-319-88265-9
- Series ISSN
- 2194-1009
- Edition Number
- 1
- Number of Pages
- IX, 174
- Number of Illustrations
- 8 b/w illustrations, 42 illustrations in colour
- Topics
