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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.
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.