Risk Theory

• Κύριος συγγραφέας: Schmidli, Hanspeter (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Έκδοση: 1st ed. 2017.
• Σειρά: Springer Actuarial Lecture Notes,
• Θέματα: 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...

Πίνακας περιεχομένων:

• 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.