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

• Corporate Author: SpringerLink (Online service)
• Other Authors: Londoño, Jaime A. (Editor), Garrido, José (Editor), Jeanblanc, Monique (Editor)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Series: Springer Proceedings in Mathematics & Statistics, 214
• Subjects: Mathematics.; Economics, Mathematical.; Actuarial science.; Statistics.; Actuarial Sciences.; Quantitative Finance.; Statistics for Business/Economics/Mathematical Finance/Insurance.

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,...

Table of 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.