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Risk and insurance : a graduate text
- 作者： Asmussen, Soren, author.
- 其他作者：
- 其他題名：
- Probability theory and stochastic modelling ;
- 出版： Cham : Springer International Publishing :Imprint: Springer
- 叢書名： Probability theory and stochastic modelling,volume 96
- 主題： Insurance--Mathematics. , Probability Theory and Stochastic Processes. , Quantitative Finance. , Risk Management. , Actuarial Sciences.
- ISBN： 9783030351762 (electronic bk.) 、 9783030351755 (paper)
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FIND@SFXID:
CGU
- 資料類型: 電子書
- 內容註: Basics -- Experience Rating -- Sums and Aggregate Claims -- Ruin Theory -- Markov Models in Life Insurance -- Financial Mathematics in Life Insurance -- Special Studies in Life Insurance -- Orderings and Comparisons -- Extreme Value Theory -- Dependence and Further Topics in Risk Management -- Stochastic Control in Non-Life Insurance -- Stochastic Control in Life Insurance -- Selected Further Topics.
- 摘要註: This textbook provides a broad overview of the present state of insurance mathematics and some related topics in risk management, financial mathematics and probability. Both non-life and life aspects are covered. The emphasis is on probability and modeling rather than statistics and practical implementation. Aimed at the graduate level, pointing in part to current research topics, it can potentially replace other textbooks on basic non-life insurance mathematics and advanced risk management methods in non-life insurance. Based on chapters selected according to the particular topics in mind, the book may serve as a source for introductory courses to insurance mathematics for non-specialists, advanced courses for actuarial students, or courses on probabilistic aspects of risk. It will also be useful for practitioners and students/researchers in related areas such as finance and statistics who wish to get an overview of the general area of mathematical modeling and analysis in insurance.
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讀者標籤：
- 系統號： 005483041 | 機讀編目格式
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