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Ruin Theory: Actuarial Science, Applied Probability, Poisson Process, Continuous-time Markov Process, Stochastic Process, Queueing Theory, Renewal Theory - Couverture souple

 
9786130332662: Ruin Theory: Actuarial Science, Applied Probability, Poisson Process, Continuous-time Markov Process, Stochastic Process, Queueing Theory, Renewal Theory
Couverture souple
ISBN 10 : 6130332661 ISBN 13 : 9786130332662
Editeur : Betascript Publishing, 2010

Synopsis

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. Ruin theory, sometimes referred to as collective risk theory, is a branch of actuarial science that studies an insurer''s vulnerability to insolvency based on mathematical modeling of the insurer''s surplus. The theory permits the derivation and calculation of many ruin-related measures and quantities, including the probability of ultimate ruin, the distribution of an insurer''s surplus immediately prior to ruin, the deficit at the time of ruin, the distribution of the first drop in surplus given that the drop occurs, etc. It is also considered as an area of applied probability because most of the techniques and methodologies adopted in ruin theory are based on the application of stochastic processes. Though most problems in ruin theory stem from real-life actuarial studies, it is the mathematical aspects of ruin theory that have drawn much of the attention from actuarial scientists and probabilists in the past few decades.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. Ruin theory, sometimes referred to as collective risk theory, is a branch of actuarial science that studies an insurer''s vulnerability to insolvency based on mathematical modeling of the insurer''s surplus. The theory permits the derivation and calculation of many ruin-related measures and quantities, including the probability of ultimate ruin, the distribution of an insurer''s surplus immediately prior to ruin, the deficit at the time of ruin, the distribution of the first drop in surplus given that the drop occurs, etc. It is also considered as an area of applied probability because most of the techniques and methodologies adopted in ruin theory are based on the application of stochastic processes. Though most problems in ruin theory stem from real-life actuarial studies, it is the mathematical aspects of ruin theory that have drawn much of the attention from actuarial scientists and probabilists in the past few decades.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Betascript Publishing
Date d'édition
2010
Langue
anglais
ISBN 10 
6130332661
ISBN 13 
9786130332662
Reliure
Broché
Nombre de pages
88
Éditeur
Surhone Lambert M., Timpledon Miriam T., Marseken Susan F.
Coordonnées du fabricant
non disponible
Personne responsable
non disponible