Springer Proceedings in Mathematics & Statistics
cover

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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eBook $84.99
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  • ISBN 978-3-319-66536-8
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Hardcover $159.99
price for USA in USD
  • ISBN 978-3-319-66534-4
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Softcover $109.99
price for USA in USD
  • ISBN 978-3-319-88265-9
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions & severe weather in the US may cause delays
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
About this book

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)

Table of contents (8 chapters)
  • Robust Paradigm Applied to Parameter Reduction in Actuarial Triangle Models

    Pages 3-23

    Venter, Gary

  • Unlocking Reserve Assumptions Using Retrospective Analysis

    Pages 25-48

    Vadiveloo, Jeyaraj (et al.)

  • Spatial Statistical Tools to Assess Mortality Differences in Europe

    Pages 49-74

    Carracedo, Patricia (et al.)

  • Stochastic Control for Insurance: Models, Strategies, and Numerics

    Pages 75-113

    Hipp, Christian

  • Stochastic Control for Insurance: New Problems and Methods

    Pages 115-124

    Hipp, Christian

Buy this book

eBook $84.99
price for USA in USD
  • ISBN 978-3-319-66536-8
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $159.99
price for USA in USD
  • ISBN 978-3-319-66534-4
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions & severe weather in the US may cause delays
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
Softcover $109.99
price for USA in USD
  • ISBN 978-3-319-88265-9
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions & severe weather in the US may cause delays
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
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Bibliographic Information

Bibliographic Information
Book Title
Actuarial Sciences and Quantitative Finance
Book Subtitle
ICASQF2016, Cartagena, Colombia, June 2016
Editors
  • 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