Buch

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Übersicht

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Verlag	:	Springer International Publishing
Buchreihe	:	Springer Actuarial, Springer Actuarial Lecture Notes
Sprache	:	Englisch
Erschienen	:	11. 04. 2018
Seiten	:	242
Einband	:	Kartoniert
Höhe	:	235 mm
Breite	:	155 mm
Gewicht	:	397 g
ISBN	:	9783319720043
Sprache	:	Englisch

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Autorinformation

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Hanspeter Schmidli is Professor of Stochastics and Actuarial Mathematics at the University of Cologne, Germany. He is one of the leading experts in the areas of optimization in insurance and ruin theory. He has published intensively in risk theory and related fields, having (co-)authored Stochastic Control in Insurance (Springer, 2008) and Stochastic Processes for Insurance and Finance (Wiley, 1999), which continue to be widely used resources.

Inhaltsverzeichnis

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1 Risk Models.- 2 Utility Theory.- 3 Credibility Theory.- 4 Claims Reserving.- 5 The Cramér-Lundberg Model.- 6 The Renewal Risk Model.- 7 The Ammeter Risk Model.- 8 Change of Measure Techniques.- 9 The Markov Modulated Risk Model.- A Stochastic Processes.- B Martingales.- C Renewal Processes.- D Brownian Motion.- E Random Walks and the Wiener-Hopf Factorisation.- F Subexponential Distributions.- G Concave and Convex Functions.- Table of Distribution Functions.- References. Indices.

Deine Buchhandlung

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