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Risk Theory

Risk Theory
Catalogue Information
Field name Details
Dewey Class 368.01
Title Risk Theory ([EBook]) / by Hanspeter Schmidli.
Author Schmidli, Hanspeter
Other name(s) SpringerLink (Online service)
Publication Cham : : Springer International Publishing : : Imprint: Springer, , 2017.
Physical Details XII, 242 p. 5 illus. : online resource.
Series Springer Actuarial 2523-3262
ISBN 9783319720050
Summary Note 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.:
Contents note 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.
System details note Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site http://dx.doi.org/10.1007/978-3-319-72005-0
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