Mathematical Methods In Risk Theory
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Mathematical Methods In Risk Theory
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Author : Hans Bühlmann
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-06-15
Mathematical Methods In Risk Theory written by Hans Bühlmann and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-06-15 with Mathematics categories.
From the reviews: "The huge literature in risk theory has been carefully selected and supplemented by personal contributions of the author, many of which appear here for the first time. The result is a systematic and very readable book, which takes into account the most recent developments of the field. It will be of great interest to the actuary as well as to the statistician . . ." -- Math. Reviews Vol. 43
Mathematical Methods In Risk Theory
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Author : H. Buhlmann
language : en
Publisher:
Release Date : 1970
Mathematical Methods In Risk Theory written by H. Buhlmann and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1970 with categories.
Mathematical Methods In Risk Theory A Series Of Comprehensive Studies In Mathmatics
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Author :
language : en
Publisher:
Release Date : 2005
Mathematical Methods In Risk Theory A Series Of Comprehensive Studies In Mathmatics written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with categories.
From the reviews: " ... a masterful work.."--"Transactions", Soc of Actuaries Meetings 65. "The huge literature in risk theory has been carefully selected and supplemented by personal contributions of the author, many of which appear here for the first time. The result is a systematic and very readable book, which takes into account the most recent developments of the field. It will be of great interest to the actuary, as well as to the statistician who wants to become familiar with the subject."--"Math. Reviews Vol. 43"." ..., the book (and its author) had enormous impact on the development of risk theory. It was the first self-contained monograph on risk theory providing a rigorous probabilistic foundation ... [and] ... made an important contribution to the successful development of risk theory. This success has made the book a classic."--"Zentralblatt MATH, 1996."
Lectures On Risk Theory
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Author :
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Lectures On Risk Theory written by and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Technology & Engineering categories.
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.
Mathematical Methods For Finance
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Author : Sergio M. Focardi
language : en
Publisher: John Wiley & Sons
Release Date : 2013-09-04
Mathematical Methods For Finance written by Sergio M. Focardi and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-09-04 with Business & Economics categories.
The mathematical and statistical tools needed in the rapidly growing quantitative finance field With the rapid growth in quantitative finance, practitioners must achieve a high level of proficiency in math and statistics. Mathematical Methods and Statistical Tools for Finance, part of the Frank J. Fabozzi Series, has been created with this in mind. Designed to provide the tools needed to apply finance theory to real world financial markets, this book offers a wealth of insights and guidance in practical applications. It contains applications that are broader in scope from what is covered in a typical book on mathematical techniques. Most books focus almost exclusively on derivatives pricing, the applications in this book cover not only derivatives and asset pricing but also risk management—including credit risk management—and portfolio management. Includes an overview of the essential math and statistical skills required to succeed in quantitative finance Offers the basic mathematical concepts that apply to the field of quantitative finance, from sets and distances to functions and variables The book also includes information on calculus, matrix algebra, differential equations, stochastic integrals, and much more Written by Sergio Focardi, one of the world's leading authors in high-level finance Drawing on the author's perspectives as a practitioner and academic, each chapter of this book offers a solid foundation in the mathematical tools and techniques need to succeed in today's dynamic world of finance.
Mathematical Risk Analysis
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Author : Ludger Rüschendorf
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-12
Mathematical Risk Analysis written by Ludger Rüschendorf and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-12 with Mathematics categories.
The author's particular interest in the area of risk measures is to combine this theory with the analysis of dependence properties. The present volume gives an introduction of basic concepts and methods in mathematical risk analysis, in particular of those parts of risk theory that are of special relevance to finance and insurance. Describing the influence of dependence in multivariate stochastic models on risk vectors is the main focus of the text that presents main ideas and methods as well as their relevance to practical applications. The first part introduces basic probabilistic tools and methods of distributional analysis, and describes their use to the modeling of dependence and to the derivation of risk bounds in these models. In the second, part risk measures with a particular focus on those in the financial and insurance context are presented. The final parts are then devoted to applications relevant to optimal risk allocation, optimal portfolio problems as well as to the optimization of insurance contracts. Good knowledge of basic probability and statistics as well as of basic general mathematics is a prerequisite for comfortably reading and working with the present volume, which is intended for graduate students, practitioners and researchers and can serve as a reference resource for the main concepts and techniques.
Mathematical Methods In Risk Theory
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Author : Hans Bühlmann
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-06-15
Mathematical Methods In Risk Theory written by Hans Bühlmann and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-06-15 with Mathematics categories.
From the reviews: "The huge literature in risk theory has been carefully selected and supplemented by personal contributions of the author, many of which appear here for the first time. The result is a systematic and very readable book, which takes into account the most recent developments of the field. It will be of great interest to the actuary as well as to the statistician . . ." -- Math. Reviews Vol. 43
Risk Theory
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Author : Hanspeter Schmidli
language : en
Publisher: Springer
Release Date : 2018-04-04
Risk Theory written by Hanspeter Schmidli and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-04-04 with Business & Economics categories.
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.
An Introduction To Mathematical Risk Theory
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Author : Hans U. Gerber
language : en
Publisher:
Release Date : 1979
An Introduction To Mathematical Risk Theory written by Hans U. Gerber and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1979 with Mathematics categories.
Risk Management And Solvency
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Author : Doreen Straßburger
language : en
Publisher:
Release Date : 2006
Risk Management And Solvency written by Doreen Straßburger and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with categories.
