Aspects of Risk Theory (Springer Series in Statistics) - Softcover
Book 19 of 160: Springer Series in Statistics
Synopsis
The book is intended for graduate or postgraduate students in actuarial science and probability as well as for working actuaries with background in probability. To make the book self-contained, surveys are given on Markov processes, martingales and point processes. It also contains an introduction to traditional risk theory.
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Aspects of Risk Theory (eng)
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Aspects of Risk Theory (Springer Series in Statistics)
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Aspects of Risk Theory (Springer Series in Statistics)
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Springer New York 1991-01-01, 1991
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Aspects of Risk Theory
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Aspects of Risk Theory (Springer Series in Statistics)
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Aspects of Risk Theory
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Aspects of Risk Theory
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Aspects of Risk Theory
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Risk theory, which deals with stochastic models of an insurance business, is a classical application of probability theory. The fundamental problem in risk theory is to investigate the ruin possibility of the risk business. Traditionally the occurrence of t. Seller Inventory # 4196451
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Aspects of Risk Theory
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Springer, Copernicus Okt 2011, 2011
ISBN 10: 1461390605
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The book is intended for graduate or postgraduate students in actuarial science and probability as well as for working actuaries with background in probability. To make the book self-contained, surveys are given on Markov processes, martingales and point processes. It also contains an introduction to traditional risk theory.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 188 pp. Englisch. Seller Inventory # 9781461390602
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Aspects of Risk Theory
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Risk theory, which deals with stochastic models of an insurance business, is a classical application of probability theory. The fundamental problem in risk theory is to investigate the ruin possibility of the risk business. Traditionally the occurrence of the claims is described by a Poisson process and the cost of the claims by a sequence of random variables. This book is a treatise of risk theory with emphasis on models where the occurrence of the claims is described by more general point processes than the Poisson process, such as renewal processes, Cox processes and general stationary point processes. In the Cox case the possibility of risk fluctuation is explicitly taken into account. The presentation is based on modern probabilistic methods rather than on analytic methods. The theory is accompanied with discussions on practical evaluation of ruin probabilities and statistical estimation. Many numerical illustrations of the results are given. Seller Inventory # 9781461390602