Actuarial Sciences and Quantitative Finance
-15%
portes grátis
Actuarial Sciences and Quantitative Finance
ICASQF2016, Cartagena, Colombia, June 2016
Londono, Jaime A.; Garrido, Jose; Jeanblanc, Monique
Springer International Publishing AG
08/2018
174
Mole
Inglês
9783319882659
15 a 20 dias
454
Descrição não disponível.
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.
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actuarial science;applied probability;mathematical finance;quantitative finance;statistical techniques in finance and actuarial science
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.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
