Hanspeter Schmidli: Risk Theory | Taschenbuch

Cover: 9783319720043 | Risk Theory | Hanspeter Schmidli | Taschenbuch | xii | Englisch | 2018

Rückseite: 9783319720043 | Risk Theory | Hanspeter Schmidli | Taschenbuch | xii | Englisch | 2018

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Sprache: Englisch

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Beschreibung

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.

Über den Autor

Hanspeter Schmidli is Professor of Stochastics and Actuarial Mathematics at the University of Cologne, Germany. He is one of the leading experts in the areas of optimization in insurance and ruin theory. He has published intensively in risk theory and related fields, having (co-)authored Stochastic Control in Insurance (Springer, 2008) and Stochastic Processes for Insurance and Finance (Wiley, 1999), which continue to be widely used resources.

Zusammenfassung

Provides a self-contained introduction to important methods in non-life insurance

Covers the Ammeter risk model and the Markov-modulated risk model in detail

Discusses aspects of solvency and links to Solvency II

Inhaltsverzeichnis

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.

Details

Erscheinungsjahr:	2018
Fachbereich:	Wirtschaft International
Genre:	Recht , Sozialwissenschaften , Wirtschaft
Rubrik:	Recht & Wirtschaft
Medium:	Taschenbuch
Inhalt:	xii 242 S. 5 s/w Illustr. 242 p. 5 illus.
ISBN-13:	9783319720043
ISBN-10:	331972004X
Sprache:	Englisch
Herstellernummer:	978-3-319-72004-3
Einband:	Kartoniert / Broschiert
Autor:	Schmidli, Hanspeter
Hersteller:	Springer Springer International Publishing AG
Verantwortliche Person für die EU:	Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße:	235 x 155 x 15 mm
Von/Mit:	Hanspeter Schmidli
Erscheinungsdatum:	11.04.2018
Gewicht:	0,394 kg