Risk and Insurance
A Graduate Text
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Beschreibung
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.
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.
Presents non-life and life insurance mathematics together with probabilistic aspects of risk in a single volume at the graduate level Includes exercises and proposals for further reading in most of its sections Can potentially replace other textbooks on basic non-life insurance mathematics and advanced risk management methods in non-life insurance Provides a reference text for the state-of-the-art of the mathematics of insurance
Autor*in
Søren Asmussen
Themen in »Risk and Insurance«
non-life insurance life insurance empirical Bayes tails of sums in homogeneous Markov processes valuation of payment streams reserves risk management stochastic control risk and Insurance ruin theory consumption-investment quantitative finance