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Field name	Details
Dewey Class	300.727
Title	Asymptotic Statistics in Insurance Risk Theory ([EBook] /) / by Yasutaka Shimizu.
Author	Shimizu, Yasutaka
Other name(s)	SpringerLink (Online service)
Edition statement	1st ed. 2021.
Publication	Singapore : : Springer Singapore : : Imprint: Springer, , 2021.
Physical Details	X, 110 p. 1 illus. : online resource.
Series	JSS Research Series in Statistics 2364-0065
ISBN	9789811692840
Summary Note	This book begins with the fundamental large sample theory, estimating ruin probability, and ends by dealing with the latest issues of estimating the Gerber–Shiu function. This book is the first to introduce the recent development of statistical methodologies in risk theory (ruin theory) as well as their mathematical validities. Asymptotic theory of parametric and nonparametric inference for the ruin-related quantities is discussed under the setting of not only classical compound Poisson risk processes (Cramér–Lundberg model) but also more general Lévy insurance risk processes. The recent development of risk theory can deal with many kinds of ruin-related quantities: the probability of ruin as well as Gerber–Shiu’s discounted penalty function, both of which are useful in insurance risk management and in financial credit risk analysis. In those areas, the common stochastic models are used in the context of the structural approach of companies’ default. So far, the probabilistic point of view has been the main concern for academic researchers. However, this book emphasizes the statistical point of view because identifying the risk model is always necessary and is crucial in the final step of practical risk management.:
Contents note	1. Introduction to ruin theory -- 2. L´evy insurance risk models -- 3. Foundations of Statistical Inference -- 4. Inference for Ruin Probability -- 5 Inferenece for Gerber-Shiu functions.
Mode of acces to digital resource	Mode of access: World Wide Web. System requirements: Internet Explorer 6.0 (or higher) or Firefox 2.0 (or higher). Available as searchable text in PDF format.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users).
Internet Site	https://doi.org/10.1007/978-981-16-9284-0
Links to Related Works	Subject References: Financial Services . Financial services industry . IT Risk Management . Probabilities . Probability Theory . Risk Management . Social sciences—Statistical methods . Statistics . Statistics in Business, Management, Economics, Finance, Insurance . Statistics in Social Sciences, Humanities, Law, Education, Behavorial Sciences, Public Policy . Authors: author . Shimizu, Yasutaka . Corporate Authors: SpringerLink (Online service) . Series: JSS Research Series in Statistics . Classification: 300.727 .

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Asymptotic Statistics in Insurance Risk Theory

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