Books > Professional & Technical > Technology: general issues > Engineering: general
|
Buy Now
Lectures on Risk Theory (Paperback, Softcover reprint of the original 1st ed. 1996)
Loot Price: R1,541
Discovery Miles 15 410
|
|
Lectures on Risk Theory (Paperback, Softcover reprint of the original 1st ed. 1996)
Series: Teubner Skripten zur Mathematischen Stochastik
Expected to ship within 10 - 15 working days
|
Twenty-five years ago, Hans Blihlmann published his famous
monograph Mathe matical Methods in Risk Theory in the series
Grundlehren der Mathematischen Wis8enschaften and thus established
nonlife actuarial mathematics as a recognized subject of
probability theory and statistics with a glance towards economics.
This book was my guide to the subject when I gave my first course
on nonlife actuarial mathematics in Summer 1988, but at the same
time I tried to incorporate into my lectures parts of the rapidly
growing literature in this area which to a large extent was
inspired by Blihlmann's book. The present book is entirely devoted
to a single topic of risk theory: Its subject is the development in
time of a fixed portfolio of risks. The book thus concentrates on
the claim number process and its relatives, the claim arrival
process, the aggregate claims process, the risk process, and the
reserve process. Particular emphasis is laid on characterizations
of various classes of claim number processes, which provide
alternative criteria for model selection, and on their relation to
the trinity of the binomial, Poisson, and negativebinomial
distributions. Special attention is also paid to the mixed Poisson
process, which is a useful model in many applications, to the
problems of thinning, decomposition, and superposition of risk
processe8, which are important with regard to reinsurance, and to
the role of martingales, which occur in a natural way in canonical
situations."
General
Imprint: |
Vieweg+teubner Verlag
|
Country of origin: |
Germany |
Series: |
Teubner Skripten zur Mathematischen Stochastik |
Release date: |
1996 |
First published: |
1996 |
As told to: |
Klaus D. Schmidt
|
Dimensions: |
244 x 170 x 12mm (L x W x T) |
Format: |
Paperback
|
Pages: |
210 |
Edition: |
Softcover reprint of the original 1st ed. 1996 |
ISBN-13: |
978-3-519-02735-5 |
Subtitles: |
German
|
Categories: |
Books >
Professional & Technical >
Technology: general issues >
Engineering: general
|
LSN: |
3-519-02735-6 |
Barcode: |
9783519027355 |
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
|
|
Email address subscribed successfully.
A activation email has been sent to you.
Please click the link in that email to activate your subscription.