Risk Theory - Schmidli, Hanspeter; - Prospero Internet Bookshop

Risk Theory
 
Product details:

ISBN13:9783319720043
ISBN10:331972004X
Binding:Paperback
No. of pages:242 pages
Size:235x155 mm
Weight:454 g
Language:English
Illustrations: 5 Illustrations, black & white
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Category:

Risk Theory

 
Edition number: 1st ed. 2017
Publisher: Springer
Date of Publication:
Number of Volumes: 1 pieces, Book
 
Normal price:

Publisher's listprice:
EUR 48.14
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20 420 HUF (19 448 HUF + 5% VAT)
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Estimated delivery time: In stock at the publisher, but not at Prospero's office. Delivery time approx. 3-5 weeks.
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  Piece(s)

 
Short description:

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.

Long description:

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.

Table of Contents:
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.