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Actuarial Sciences and Quantitative Finance : ICASQF2016, Cartagena, Colombia, June 2016

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概要 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.
目次 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.
本文を見る Full text available from SpringerLINK ebooks - Mathematics and Statistics (2017)
Full text available from SpringerLink ebooks - Mathematics and Statistics without Lecture Notes (2017)

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登録日 2018.02.07
更新日 2018.02.07