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Stochastische Modelle Der Aktuariellen Risikotheorie - Eine Mathematische Einfuhrung (German, Paperback, 2014 ed.) Loot Price: R779
Discovery Miles 7 790
Repayment Terms: R73 pm x 12*
Stochastische Modelle Der Aktuariellen Risikotheorie - Eine Mathematische Einfuhrung (German, Paperback, 2014 ed.): Riccardo...

Stochastische Modelle Der Aktuariellen Risikotheorie - Eine Mathematische Einfuhrung (German, Paperback, 2014 ed.)

Riccardo Gatto

Series: Masterclass

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Loot Price R779 Discovery Miles 7 790 | Repayment Terms: R73 pm x 12*

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Stochastische Modelle sind bei der Bewertung von Schadensbetragen fur Versicherungen von besonderer Bedeutung. Das Buch gibt eine Einfuhrung in die dabei verwendeten Modelle fur kleine und grosse Schadensbetrage wie auch in die stochastische Prozesse der aktuariellen Risikotheorie (Zahlprozesse und Poisson-Prozess). Zentrales Thema ist die Analyse der Ruinwahrscheinlichkeit, wobei exakte Berechnungsmethoden, asymptotische Approximationen und numerische Algorithmen wie Monte Carlo-Simulation und schnelle Fourier-Transformation vorgestellt werden. Ein Appendix mit wichtigen Resultaten der Wahrscheinlichkeitstheorie erleichtert die Lekture dieses Buches.

General

Imprint: Springer-Verlag
Country of origin: Germany
Series: Masterclass
Release date: April 2014
First published: April 2014
Authors: Riccardo Gatto
Dimensions: 244 x 170 x 11mm (L x W x T)
Format: Paperback - Trade
Pages: 196
Edition: 2014 ed.
ISBN-13: 978-3-642-53951-0
Languages: German
Categories: Books > Business & Economics > Finance & accounting > Finance > Insurance > General
Books > Money & Finance > Insurance > General
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LSN: 3-642-53951-3
Barcode: 9783642539510

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