Risk Theory - Couverture souple

Schmidli, Hanspeter

Couverture souple

ISBN 10 : 331972004X ISBN 13 : 9783319720043

Editeur : Springer, 2018

Synopsis

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.

A propos du livre

À propos de l?auteur

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.

Détails de l'édition

• Éditeur: Springer
• Date d'édition: 2018
• Langue: anglais
• ISBN 10: 331972004X
• ISBN 13: 9783319720043
• Reliure: Broché
• Nombre de pages: 256
• Coordonnées du fabricant: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Allemagne