Risk Theory
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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.
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.
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
Autor*in
Hanspeter Schmidli
Themen in »Risk Theory«
MSC 2010 91B30 60F10 60G42 60G44 60G51 60G55 60J10 60J25 60K05 MSC 2010 60K20 91B16 risk theory ruin theory utility theory risk models credibility reserving risk measures change of measure Lundberg exponent subexponential distributions approximations renewal model Markov modulated model