@article{818785,
      recid = {733542},
      author = {Londoño, Jaime A., and Garrido, José, and  Hernández-Hernández, Daniel,},
      title = {Actuarial sciences and quantitative finance ICASQF,  Bogotá, Colombia, June 2014 / [electronic resource] :.  International Congress on Actuarial Science and  Quantitative Finance},
      number = {818785},
      pages = {1 online resource (xi, 98 pages) :},
      note = {Includes index.},
      abstract = {Featuring contributions from industry and academia, this  volume includes chapters covering a diverse range of  theoretical and empirical aspects of actuarial science and  quantitative finance, including portfolio management,  derivative valuation, risk theory and the economics of  insurance. Developed from the First International Congress  on Actuarial Science and Quantitative Finance, held at the  Universidad Nacional de Colombia in Bogotá in June 2014,  this volume highlights different approaches to issues  arising from industries in the Andean and Carribean  regions. Contributions address topics such as Reverse  mortgage schemes and urban dynamics, modeling spot price  dynamics in the electricity market, and optimizing  calibration and pricing with SABR models.},
      url = {http://library.usi.edu/record/733542},
      doi = {https://doi.org/10.1007/978-3-319-18239-1},
}