Northern light : [interview to] Nick Higham, professor of applied mathematics at the University of Manchester

<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.loc.gov/MARC21/slim http://www.loc.gov/standards/marcxml/schema/MARC21slim.xsd">
  <record>
    <leader>00000cab a2200000   4500</leader>
    <controlfield tag="001">MAP20200020172</controlfield>
    <controlfield tag="003">MAP</controlfield>
    <controlfield tag="005">20200617085352.0</controlfield>
    <controlfield tag="008">200616e20200601gbr|||p      |0|||b|eng d</controlfield>
    <datafield tag="040" ind1=" " ind2=" ">
      <subfield code="a">MAP</subfield>
      <subfield code="b">spa</subfield>
      <subfield code="d">MAP</subfield>
    </datafield>
    <datafield tag="084" ind1=" " ind2=" ">
      <subfield code="a">6</subfield>
    </datafield>
    <datafield tag="100" ind1=" " ind2=" ">
      <subfield code="0">MAPA20200009214</subfield>
      <subfield code="a">Georgescu, Dan</subfield>
    </datafield>
    <datafield tag="245" ind1="1" ind2="0">
      <subfield code="a">Northern light</subfield>
      <subfield code="b">: [interview to] Nick Higham, professor of applied mathematics at the University of Manchester</subfield>
      <subfield code="c">Dan Georgescu</subfield>
    </datafield>
    <datafield tag="520" ind1=" " ind2=" ">
      <subfield code="a">It is difficult to overstate the importance of Professor Nick Higham's work for the insurance industry. The Higham algorithm and its successors for fi nding the nearest (valid) correlation matrix (NCM) are embedded in most internal models and economic scenario generators, underpinning the calculation of the capital requirements across Europe, which is measured in billions of pounds and euros.</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080586294</subfield>
      <subfield code="a">Mercado de seguros</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080602437</subfield>
      <subfield code="a">Matemática del seguro</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080579258</subfield>
      <subfield code="a">Cálculo actuarial</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080553128</subfield>
      <subfield code="a">Algoritmos</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080558130</subfield>
      <subfield code="a">Entrevistas</subfield>
    </datafield>
    <datafield tag="700" ind1="1" ind2=" ">
      <subfield code="0">MAPA20200014102</subfield>
      <subfield code="a">Higham, Nick</subfield>
    </datafield>
    <datafield tag="773" ind1="0" ind2=" ">
      <subfield code="w">MAP20200013259</subfield>
      <subfield code="t">The Actuary : the magazine of the Institute & Faculty of Actuaries</subfield>
      <subfield code="d">London :  Redactive Publishing, 2019-</subfield>
      <subfield code="g">01/06/2020 Número 5 - junio 2020 , p. 12-14</subfield>
    </datafield>
  </record>
</collection>