國立高雄大學圖資館 |

Language: English

Back

Risk Theory

Schmidli, Hanspeter.

Risk Theory

Record Type:	Electronic resources : Monograph/item
Title/Author:	Risk Theoryby Hanspeter Schmidli.
Author:	Schmidli, Hanspeter.
Published:	Cham :Springer International Publishing :2017.
Description:	xii, 242 p. :ill., digital ;24 cm.
Contained By:	Springer eBooks
Subject:	Risk (Insurance)Mathematical models.
Online resource:	http://dx.doi.org/10.1007/978-3-319-72005-0
ISBN:	9783319720050$q(electronic bk.)

Risk Theory
Schmidli, Hanspeter.

Risk Theory[electronic resource] /by Hanspeter Schmidli. - Cham :Springer International Publishing :2017. - xii, 242 p. :ill., digital ;24 cm. - Springer actuarial,2523-3262. - Springer actuarial..

1 Risk Models -- 2 Utility Theory -- 3 Credibility Theory -- 4 Claims Reserving -- 5 The Cramer-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.

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.

ISBN: 9783319720050$q(electronic bk.)

Standard No.: 10.1007/978-3-319-72005-0doiSubjects--Topical Terms:

246067
Risk (Insurance)
--Mathematical models.

LC Class. No.: HG8054.5

Dewey Class. No.: 368.01

Risk Theory
LDR:02142nmm a2200325 a 4500 001 526073
003 DE-He213
005 20180404072903.0
006 m d
007 cr nn 008maaau
008 180927s2017 gw s 0 eng d
020 $a 9783319720050$q(electronic bk.)
020 $a 9783319720043$q(paper)
024 7 $a 10.1007/978-3-319-72005-0 $2 doi
035 $a 978-3-319-72005-0
040 $a GP $c GP
041 0 $a eng
050 4 $a HG8054.5
072 7 $a KFFN $2 bicssc
072 7 $a BUS033000 $2 bisacsh
082 0 4 $a 368.01 $2 23
090 $a HG8054.5 $b .S348 2017
100 1 $a Schmidli, Hanspeter. $3 274847
245 1 0 $a Risk Theory $h [electronic resource] / $c by Hanspeter Schmidli.
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2017.
300 $a xii, 242 p. : $b ill., digital ; $c 24 cm.
490 1 $a Springer actuarial, $x 2523-3262
505 0 $a 1 Risk Models -- 2 Utility Theory -- 3 Credibility Theory -- 4 Claims Reserving -- 5 The Cramer-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 $a 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.
650 0 $a Risk (Insurance) $x Mathematical models. $3 246067
650 0 $a Risk assessment $x Mathematical models. $3 237946
650 0 $a Risk $x Mathematical models. $3 266525
650 1 4 $a Mathematics. $3 184409
650 2 4 $a Actuarial Sciences. $3 569133
650 2 4 $a Game Theory, Economics, Social and Behav. Sciences. $3 274083
710 2 $a SpringerLink (Online service) $3 273601
773 0 $t Springer eBooks
830 0 $a Springer actuarial. $3 798195
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-72005-0
950 $a Mathematics and Statistics (Springer-11649)