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Garrido, José

Actuarial Sciences and Quantitative Finance

Garrido, José - Actuarial Sciences and Quantitative Finance, ebook

103,00€

Ebook, PDF with Adobe DRM
ISBN: 9783319665368
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Table of contents

Part I. Actuarial Sciences

1. Robust Paradigm Applied to Parameter Reduction in Actuarial Triangle Models
Gary Venter

2. Unlocking Reserve Assumptions Using Retrospective Analysis
Jeyaraj Vadiveloo, Gao Niu, Emiliano A. Valdez, Guojun Gan

3. Spatial Statistical Tools to Assess Mortality Differences in Europe
Patricia Carracedo, Ana Debón

4. Stochastic Control for Insurance: Models, Strategies, and Numerics
Christian Hipp

5. Stochastic Control for Insurance: New Problems and Methods
Christian Hipp

Part II. Quantitative Finance

6. Bermudan Option Valuation Under State-Dependent Models
Anastasia Borovykh, Andrea Pascucci, Cornelis W. Oosterlee

7. Option-Implied Objective Measures of Market Risk with Leverage
Matthias Leiss, Heinrich H. Nax

8. The Sustainable Black-Scholes Equations
Yannick Armenti, Stéphane Crépey, Chao Zhou

Keywords: Mathematics, Actuarial Sciences, Quantitative Finance, Statistics for Business/Economics/Mathematical Finance/Insurance

Editor
 
 
Publisher
Springer
Publication year
2017
Language
en
Edition
1
Series
Springer Proceedings in Mathematics & Statistics
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9783319665368
Printed ISBN
978-3-319-66534-4

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