Coverart for item
The Resource Actuarial sciences and quantitative finance : ICASQF2016, Cartagena, Colombia, June 2016, edited by Jaime A. Londoño, José Garrido, Monique Jeanblanc, (electronic resource)

Actuarial sciences and quantitative finance : ICASQF2016, Cartagena, Colombia, June 2016, edited by Jaime A. Londoño, José Garrido, Monique Jeanblanc, (electronic resource)

Label
Actuarial sciences and quantitative finance : ICASQF2016, Cartagena, Colombia, June 2016
Title
Actuarial sciences and quantitative finance
Title remainder
ICASQF2016, Cartagena, Colombia, June 2016
Statement of responsibility
edited by Jaime A. Londoño, José Garrido, Monique Jeanblanc
Contributor
Editor
Subject
Language
eng
Summary
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.--
Member of
Assigning source
Provided by publisher
Image bit depth
0
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorDate
1947-
http://library.link/vocab/relatedWorkOrContributorName
  • Londoño, Jaime A
  • Garrido, José
  • Jeanblanc-Picqué, Monique
Series statement
  • Springer eBooks
  • Springer Proceedings in Mathematics & Statistics,
Series volume
214
http://library.link/vocab/subjectName
  • Mathematics
  • Economics, Mathematical
  • Actuarial science
  • Statistics
Label
Actuarial sciences and quantitative finance : ICASQF2016, Cartagena, Colombia, June 2016, edited by Jaime A. Londoño, José Garrido, Monique Jeanblanc, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=http://dx.doi.org/10.1007/978-3-319-66536-8
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
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
Control code
978-3-319-66536-8
Dimensions
unknown
Extent
1 online resource (IX, 174 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783319665368
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
50 illustrations, 42 illustrations in color.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)1007700602
Label
Actuarial sciences and quantitative finance : ICASQF2016, Cartagena, Colombia, June 2016, edited by Jaime A. Londoño, José Garrido, Monique Jeanblanc, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=http://dx.doi.org/10.1007/978-3-319-66536-8
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
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
Control code
978-3-319-66536-8
Dimensions
unknown
Extent
1 online resource (IX, 174 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783319665368
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
50 illustrations, 42 illustrations in color.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)1007700602

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