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Risk Theory

  • 作者： Schmidli, Hanspeter, author.
  • 其他作者：
  • 其他題名：
    • Springer actuarial.
  • 出版： Cham : Springer International Publishing :Imprint: Springer
  • 叢書名： Springer actuarial,
  • 主題： Risk (Insurance)--Mathematical models. , Risk assessment--Mathematical models. , Risk--Mathematical models. , Mathematics. , Actuarial Sciences. , Game Theory, Economics, Social and Behav. Sciences.
  • ISBN： 9783319720050 (electronic bk.) 、 9783319720043 (paper)
  • FIND@SFXID: CGU
  • 資料類型: 電子書
  • 內容註: 1 Risk Models -- 2 Utility Theory -- 3 Credibility Theory -- 4 Claims Reserving -- 5 The Cramer-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.
  • 摘要註: 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.
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  • 系統號： 005413442 | 機讀編目格式

    • 館藏資訊

    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.

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