Actuarial Sciences and Quantitative Finance

ICASQF2016, Cartagena, Colombia, June 2016

  • Jaime A. Londoño
  • José Garrido
  • Monique Jeanblanc
Conference proceedings ICASQF 2016

Part of the Springer Proceedings in Mathematics & Statistics book series (PROMS, volume 214)

Table of contents

  1. Front Matter
    Pages i-ix
  2. Actuarial Sciences

    1. Front Matter
      Pages 1-1
    2. Jeyaraj Vadiveloo, Gao Niu, Emiliano A. Valdez, Guojun Gan
      Pages 25-48
    3. Patricia Carracedo, Ana Debón
      Pages 49-74
  3. Quantitative Finance

    1. Front Matter
      Pages 125-125
    2. Anastasia Borovykh, Andrea Pascucci, Cornelis W. Oosterlee
      Pages 127-138
    3. Matthias Leiss, Heinrich H. Nax
      Pages 139-153
    4. Yannick Armenti, Stéphane Crépey, Chao Zhou
      Pages 155-167
  4. Back Matter
    Pages 169-174

About these proceedings

Introduction

Developed 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.

Keywords

actuarial science applied probability mathematical finance quantitative finance statistical techniques in finance and actuarial science

Editors and affiliations

  • Jaime A. Londoño
    • 1
  • José Garrido
    • 2
  • Monique Jeanblanc
    • 3
  1. 1.Departamento de Matemáticas y Estadí-sticaUniversidad Nacional de ColombiaManizales, CaldasColombia
  2. 2.Department of Mathematics and StatisticsConcordia UniversityMontréalCanada
  3. 3.LaMME, Batiment IBGBIUniversité d’Evry Val D’EssoneEvry CedexFrance

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-66536-8
  • Copyright Information Springer International Publishing AG 2017
  • Publisher Name Springer, Cham
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-319-66534-4
  • Online ISBN 978-3-319-66536-8
  • Series Print ISSN 2194-1009
  • Series Online ISSN 2194-1017
  • About this book