Risk Theory

• Main Author: Schmidli, Hanspeter (Author, http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Edition: 1st ed. 2017.
• Series: Springer Actuarial Lecture Notes,
• Subjects: Actuarial science.; Game theory.; Actuarial Sciences.; Game Theory, Economics, Social and Behav. Sciences.

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 aut...