000 02935nam a22004695i 4500
001 978-3-319-72005-0
003 DE-He213
005 20181204134417.0
007 cr nn 008mamaa
008 180404s2017 gw | s |||| 0|eng d
020 _a9783319720050
_9978-3-319-72005-0
024 7 _a10.1007/978-3-319-72005-0
_2doi
040 _aISI Library, Kolkata
050 4 _aHG8779-8793
072 7 _aKFFN
_2bicssc
072 7 _aBUS033000
_2bisacsh
072 7 _aKFFN
_2thema
082 0 4 _a368.01
_223
100 1 _aSchmidli, Hanspeter.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
245 1 0 _aRisk Theory
_h[electronic resource] /
_cby Hanspeter Schmidli.
264 1 _aCham :
_bSpringer International Publishing :
_bImprint: Springer,
_c2017.
300 _aXII, 242 p. 5 illus.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aSpringer Actuarial Lecture Notes,
_x2523-3289
505 0 _a1 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.
520 _aThis 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.
650 0 _aMathematics.
650 1 4 _aActuarial Sciences.
_0http://scigraph.springernature.com/things/product-market-codes/M13080
650 2 4 _aGame Theory, Economics, Social and Behav. Sciences.
_0http://scigraph.springernature.com/things/product-market-codes/M13011
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783319720043
776 0 8 _iPrinted edition:
_z9783319720067
830 0 _aSpringer Actuarial Lecture Notes,
_x2523-3289
856 4 0 _uhttps://doi.org/10.1007/978-3-319-72005-0
912 _aZDB-2-SMA
942 _cEB
999 _c426997
_d426997