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Risk and insurancea graduate text /
~
Asmussen, Soren.
Risk and insurancea graduate text /
紀錄類型:
書目-電子資源 : Monograph/item
正題名/作者:
Risk and insuranceby Soren Asmussen, Mogens Steffensen.
其他題名:
a graduate text /
作者:
Asmussen, Soren.
其他作者:
Steffensen, Mogens.
出版者:
Cham :Springer International Publishing :2020.
面頁冊數:
xv, 505 p. :ill., digital ;24 cm.
Contained By:
Springer eBooks
標題:
InsuranceMathematics.
電子資源:
https://doi.org/10.1007/978-3-030-35176-2
ISBN:
9783030351762$q(electronic bk.)
Risk and insurancea graduate text /
Asmussen, Soren.
Risk and insurance
a graduate text /[electronic resource] :by Soren Asmussen, Mogens Steffensen. - Cham :Springer International Publishing :2020. - xv, 505 p. :ill., digital ;24 cm. - Probability theory and stochastic modelling,v.962199-3130 ;. - Probability theory and stochastic modelling ;v.70..
Basics -- Experience Rating -- Sums and Aggregate Claims -- Ruin Theory -- Markov Models in Life Insurance -- Financial Mathematics in Life Insurance -- Special Studies in Life Insurance -- Orderings and Comparisons -- Extreme Value Theory -- Dependence and Further Topics in Risk Management -- Stochastic Control in Non-Life Insurance -- Stochastic Control in Life Insurance -- Selected Further Topics.
This textbook provides a broad overview of the present state of insurance mathematics and some related topics in risk management, financial mathematics and probability. Both non-life and life aspects are covered. The emphasis is on probability and modeling rather than statistics and practical implementation. Aimed at the graduate level, pointing in part to current research topics, it can potentially replace other textbooks on basic non-life insurance mathematics and advanced risk management methods in non-life insurance. Based on chapters selected according to the particular topics in mind, the book may serve as a source for introductory courses to insurance mathematics for non-specialists, advanced courses for actuarial students, or courses on probabilistic aspects of risk. It will also be useful for practitioners and students/researchers in related areas such as finance and statistics who wish to get an overview of the general area of mathematical modeling and analysis in insurance.
ISBN: 9783030351762$q(electronic bk.)
Standard No.: 10.1007/978-3-030-35176-2doiSubjects--Topical Terms:
191037
Insurance
--Mathematics.
LC Class. No.: HG8781 / .A868 2020
Dewey Class. No.: 368.01
Risk and insurancea graduate text /
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