000 | 02935nam a22004695i 4500 | ||
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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 |
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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 |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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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 | ||
950 | _aMathematics and Statistics (Springer-11649) | ||
999 |
_c426997 _d426997 |