Online Public Access Catalogue (OPAC)Library,Documentation and Information Science Division
“A research journal serves that narrow
borderland which separates the known from the unknown”
-P.C.Mahalanobis
368.01 Schmidli, Hanspeter. Risk Theory by Hanspeter Schmidli. - XII, 242 p. 5 illus. online resource. - (Springer Actuarial Lecture Notes, ) Content notes : 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. 9783319720050 * Mathematics. Actuarial Sciences. Game Theory, Economics, Social and Behav. Sciences. * Series
