000827460 000__ 03665cam\a2200553Ii\4500 000827460 001__ 827460 000827460 005__ 20230306144516.0 000827460 006__ m\\\\\o\\d\\\\\\\\ 000827460 007__ cr\cn\nnnunnun 000827460 008__ 171026s2017\\\\sz\\\\\\o\\\\\101\0\eng\d 000827460 019__ $$a1007929737$$a1013509773$$a1021277336$$a1026986956$$a1032282731 000827460 020__ $$a9783319665368$$q(electronic book) 000827460 020__ $$a3319665367$$q(electronic book) 000827460 020__ $$a3319665340 000827460 020__ $$a9783319665344 000827460 020__ $$z9783319665344 000827460 0247_ $$a10.1007/978-3-319-66536-8$$2doi 000827460 035__ $$aSP(OCoLC)on1007700602 000827460 035__ $$aSP(OCoLC)1007700602$$z(OCoLC)1007929737$$z(OCoLC)1013509773$$z(OCoLC)1021277336$$z(OCoLC)1026986956$$z(OCoLC)1032282731 000827460 040__ $$aN$T$$beng$$erda$$epn$$cN$T$$dN$T$$dGW5XE$$dFIE$$dEBLCP$$dOCLCF$$dCOO$$dMERUC$$dMERER$$dAZU$$dUPM$$dVT2$$dOCLCQ$$dYDX$$dCAUOI$$dOCLCQ 000827460 049__ $$aISEA 000827460 050_4 $$aHG8781 000827460 08204 $$a368/.01$$223 000827460 1112_ $$aInternational Congress on Actuarial Science and Quantitative Finance$$d(2016 :$$cCartagena, Colombia) 000827460 24510 $$aActuarial sciences and quantitative finance :$$bICASQF2016, Cartagena, Colombia, June 2016 /$$cJaime A. Londoño, José Garrido, Monique Jeanblanc, editors. 000827460 2463_ $$aICASQF2016 000827460 264_1 $$aCham, Switzerland :$$bSpringer,$$c[2017] 000827460 300__ $$a1 online resource. 000827460 336__ $$atext$$btxt$$2rdacontent 000827460 337__ $$acomputer$$bc$$2rdamedia 000827460 338__ $$aonline resource$$bcr$$2rdacarrier 000827460 347__ $$atext file$$bPDF$$2rda 000827460 4901_ $$aSpringer proceedings in mathematics & statistics ;$$vvolume 214 000827460 500__ $$aIncludes index. 000827460 5050_ $$aPart 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. 000827460 506__ $$aAccess limited to authorized users. 000827460 520__ $$aDeveloped 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.--$$cProvided by publisher. 000827460 588__ $$aOnline resource; title from PDF title page (viewed October 31, 2017). 000827460 650_0 $$aActuarial science$$vCongresses. 000827460 650_0 $$aInsurance$$xMathematics$$vCongresses. 000827460 7001_ $$aLondoño, Jaime A.,$$eeditor. 000827460 7001_ $$aGarrido, José,$$d1959-$$eeditor. 000827460 7001_ $$aJeanblanc-Picqué, Monique,$$d1947-$$eeditor. 000827460 77608 $$iPrint version: $$z9783319665344 000827460 830_0 $$aSpringer proceedings in mathematics & statistics ;$$vv. 214. 000827460 852__ $$bebk 000827460 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-319-66536-8$$zOnline Access$$91397441.1 000827460 909CO $$ooai:library.usi.edu:827460$$pGLOBAL_SET 000827460 980__ $$aEBOOK 000827460 980__ $$aBIB 000827460 982__ $$aEbook 000827460 983__ $$aOnline 000827460 994__ $$a92$$bISE