Risk Theory: Springer Actuarial
Autor Hanspeter Schmidlien Limba Engleză Paperback – 11 apr 2018
Written by one of the leading experts in the field, these lecture notes serve as a valuable introduction to some of the most frequently used methods in non-life insurance. They will be of particular interest to graduate students, researchers and practitioners in insurance, finance and risk management.
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Specificații
ISBN-13: 9783319720043
ISBN-10: 331972004X
Pagini: 232
Ilustrații: XII, 242 p. 5 illus.
Dimensiuni: 155 x 235 mm
Greutate: 0.36 kg
Ediția:1st ed. 2017
Editura: Springer International Publishing
Colecția Springer
Seriile Springer Actuarial, Springer Actuarial Lecture Notes
Locul publicării:Cham, Switzerland
ISBN-10: 331972004X
Pagini: 232
Ilustrații: XII, 242 p. 5 illus.
Dimensiuni: 155 x 235 mm
Greutate: 0.36 kg
Ediția:1st ed. 2017
Editura: Springer International Publishing
Colecția Springer
Seriile Springer Actuarial, Springer Actuarial Lecture Notes
Locul publicării:Cham, Switzerland
Cuprins
1 Risk Models.- 2 Utility Theory.- 3 Credibility Theory.- 4 Claims Reserving.- 5 The Cramér-Lundberg Model.- 6 The Renewal Risk Model.- 7 The Ammeter Risk Model.- 8 Change of Measure Techniques.- 9 The Markov Modulated Risk Model.- A Stochastic Processes.- B Martingales.- C Renewal Processes.- D Brownian Motion.- E Random Walks and the Wiener-Hopf Factorisation.- F Subexponential Distributions.- G Concave and Convex Functions.- Table of Distribution Functions.- References. Indices.
Notă biografică
Hanspeter Schmidli is Professor of Stochastics and Actuarial Mathematics at the University of Cologne, Germany. He is one of the leading experts in the areas of optimization in insurance and ruin theory. He has published intensively in risk theory and related fields, having (co-)authored Stochastic Control in Insurance (Springer, 2008) and Stochastic Processes for Insurance and Finance (Wiley, 1999), which continue to be widely used resources.
Textul de pe ultima copertă
This book provides an overview of classical actuarial techniques, including material that is not readily accessible elsewhere such as the Ammeter risk model and the Markov-modulated risk model. Other topics covered include utility theory, credibility theory, claims reserving and ruin theory. The author treats both theoretical and practical aspects and also discusses links to Solvency II.
Written by one of the leading experts in the field, these lecture notes serve as a valuable introduction to some of the most frequently used methods in non-life insurance. They will be of particular interest to graduate students, researchers and practitioners in insurance, finance and risk management.
Written by one of the leading experts in the field, these lecture notes serve as a valuable introduction to some of the most frequently used methods in non-life insurance. They will be of particular interest to graduate students, researchers and practitioners in insurance, finance and risk management.
Caracteristici
Provides a self-contained introduction to important methods in non-life insurance Covers the Ammeter risk model and the Markov-modulated risk model in detail Discusses aspects of solvency and links to Solvency II