Northern light : [interview to] Nick Higham, professor of applied mathematics at the University of Manchester
<?xml version="1.0" encoding="UTF-8"?><modsCollection xmlns="http://www.loc.gov/mods/v3" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-8.xsd">
<mods version="3.8">
<titleInfo>
<title>Northern light</title>
<subTitle>: [interview to] Nick Higham, professor of applied mathematics at the University of Manchester</subTitle>
</titleInfo>
<name type="personal" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20200014102">
<namePart>Higham, Nick</namePart>
<nameIdentifier>MAPA20200014102</nameIdentifier>
</name>
<typeOfResource>text</typeOfResource>
<genre authority="marcgt">periodical</genre>
<originInfo>
<place>
<placeTerm type="code" authority="marccountry">gbr</placeTerm>
</place>
<dateIssued encoding="marc">2020</dateIssued>
<issuance>serial</issuance>
</originInfo>
<language>
<languageTerm type="code" authority="iso639-2b">eng</languageTerm>
</language>
<physicalDescription>
<form authority="marcform">print</form>
</physicalDescription>
<abstract displayLabel="Summary">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.</abstract>
<note type="statement of responsibility">Dan Georgescu</note>
<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080586294">
<topic>Mercado de seguros</topic>
</subject>
<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080602437">
<topic>Matemática del seguro</topic>
</subject>
<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080579258">
<topic>Cálculo actuarial</topic>
</subject>
<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080553128">
<topic>Algoritmos</topic>
</subject>
<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080558130">
<topic>Entrevistas</topic>
</subject>
<classification authority="">6</classification>
<relatedItem type="host">
<titleInfo>
<title>The Actuary : the magazine of the Institute & Faculty of Actuaries</title>
</titleInfo>
<originInfo>
<publisher>London : Redactive Publishing, 2019-</publisher>
</originInfo>
<identifier type="local">MAP20200013259</identifier>
<part>
<text>01/06/2020 Número 5 - junio 2020 , p. 12-14</text>
</part>
</relatedItem>
<recordInfo>
<recordContentSource authority="marcorg">MAP</recordContentSource>
<recordCreationDate encoding="marc">200616</recordCreationDate>
<recordChangeDate encoding="iso8601">20200617085352.0</recordChangeDate>
<recordIdentifier source="MAP">MAP20200020172</recordIdentifier>
<languageOfCataloging>
<languageTerm type="code" authority="iso639-2b">spa</languageTerm>
</languageOfCataloging>
</recordInfo>
</mods>
</modsCollection>