Stochastic processes for insurance and finance [[electronic resource] /] / Tomasz Rolski ... [et al.]

• Record Nr.: UNINA9910677849903321
• Pubbl/distr/stampa: Chicester, : J. Wiley, 1999
• ISBN: 9786612307928; 0-470-31788-4; 1-282-30792-4; 0-470-86042-1; 0-470-31704-3; 0-585-27223-9
• Descrizione fisica: 1 online resource (683 p.)
• Collana: Wiley series in probability and statistics
• Altri autori (Persone): RolskiTomasz
• Disciplina: 332; 368.015192
• Soggetti: Insurance - Mathematical models; Finance - Mathematical models; Stochastic processes
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references (p. [617]-638) and index.
• Nota di contenuto: Stochastic Processes for Insurance and Finance; Contents; Preface; List of Principal Notation; 1 Concepts from Insurance and Finance; 1.1 Introduction; 1.2 The Claim Number Process; 1.2.1 Renewal Processes; 1.2.2 Mixed Poisson Processes; 1.2.3 Some Other Models; 1.3 The Claim Size Process; 1.3.1 Dangerous Risks; 1.3.2 The Aggregate Claim Amount; 1.3.3 Comparison of Risks; 1.4 Solvability of the Portfolio; 1.4.1 Premiums; 1.4.2 The Risk Reserve; 1.4.3 Economic Environment; 1.5 Reinsurance; 1.5.1 Need for Reinsurance; 1.5.2 Types of Reinsurance; 1.6 Ruin Problems; 1.7 Related Financial Topics; 1.7.1 Investment of Surplus1.7.2 Diffusion Processes; 1.7.3 Equity Linked Life Insurance; 2 Probability Distributions; 2.1 Random Variables and Their Characteristics; 2.1.1 Distributions of Random Variables; 2.1.2 Basic Characteristics; 2.1.3 Independence and Conditioning; 2.1.4 Convolution; 2.1.5 Transforms; 2.2 Parametrized Families of Distributions; 2.2.1 Discrete Distributions; 2.2.2 Absolutely Continuous ; Distributions; 2.2.3 Parametrized Distributions with Heavy Tail; 2.2.4 Operations on Distributions; 2.2.5 Some Special Functions; 2.3 Associated Distributions; 2.4 Distributions with Monotone Hazard Rates2.4.1 Discrete Distributions; 2.4.2 Absolutely Continuous Distributions; 2.5 Heavy-Tailed Distributions; 2.5.1 Definition and Basic Properties; 2.5.2 Subexponential Distributions; 2.5.3 Criteria for Subexponentiality and the Class S'; 2.5.4 Pareto Mixtures of Exponentials; 2.6 Detection of Heavy-Tailed Distributions; 2.6.1 Large claims; 2.6.2 Quantile Plots; 2.6.3 Mean Residual Hazard Function; 2.6.4 Extreme Value Statistics; 3 Premiums and Ordering of Risks; 3.1 Premium Calculation Principles; 3.1.1 Desired Properties of "Good" Premiums; 3.1.2 Basic Premium Principles3.1.3 Quantile Function: Two More Premium Principles; 3.2 Ordering of Distributions; 3.2.1 Concepts of Utility Theory; 3.2.2 Stochastic Order; 3.2.3 Stop-Loss order; 3.2.4 The Zero Utility Principle; 3.3 Some Aspects of Reinsurance; 4 Distributions of Aggregate Claim Amount; 4.1 Individual and Collective Model; 4.2 Compound Distributions; 4.2.1 Definition and Elementary Properties; 4.2.2 Three Special Cases; 4.2.3 Some Actuarial Applications; 4.2.4 Ordering of Compounds; 4.2.5 The Larger Claims in the PortfoIio; 4.3 Claim Number Distributions; 4.3.1 Classical Examples Panjer's Recurrence Relation; 4.3.2 Discrete Compound Poisson Distributions; 4.3.3 Mixed Poisson Distributions; 4.4 Recursive Computation Methods; 4.4.1 The Individual Model: De Pril's Algorithm; 4.4.2 The Collective Model: Panjer's Algorithm; 4.4.3 A Continuous Version of Panjer's Algorithm; 4.5 Lundberg Bounds; 4.5.1 Geometric Compounds; 4.5.2 More General Compound Distributions; 4.5.3 Estimation of the Adjustment Coefficient; 4.6 Approximation by Compound Distributions; 4.6.1 The Total Variation Distance; 4.6.2 The Compound Poisson Approximation; 4.6.3 Homogeneous Portfolio
• Sommario/riassunto: Stochastic Processes for Insurance and Finance offers a thorough yet accessible reference for researchers and practitioners of insurance mathematics. Building on recent and rapid developments in applied probability, the authors describe in general terms models based on Markov processes, martingales and various types of point processes. Discussing frequently asked insurance questions, the authors present a coherent overview of the subject and specifically address:The principal concepts from insurance and financePractical examples with real life dataNumerical and algorit

Elizabethan music and musical criticism / / by Morrison Comegys Boyd

• Record Nr.: UNINA9910792675403321
• Autore: Boyd Morrison Comegys <1891-1971, >
• Pubbl/distr/stampa: Philadelphia : , : University of Pennsylvania Press, , [1962]; ©1962
• ISBN: 1-5128-0072-4
• Edizione: [Second edition.]
• Descrizione fisica: 1 online resource (382 p.)
• Collana: Anniversary Collection
• Disciplina: 780.942
• Soggetti: Music - England - History and criticism; Music - 16th century - History and criticism
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Nota di contenuto: Front matter -- Preface -- Content -- Illustrations -- I. Music in High Places -- II. Music Attacked and Defended -- III. Music Sung in Church -- IV. Madrigals -- V. Songs -- VI. Instruments and Instrumental Music -- VII. Music on the Stage -- VIII. Musical Relations with the Continent -- IX. Musical Theory -- X. The Musician Himself -- XI. Finale -- Appendices -- Bibliographies -- Index -- Back matter

Thinking through transition : liberal democracy, authoritarian pasts, and intellectual history in East Central Europe after 1989 / / edited by Michal Kopeček and Piotr Wciślik

• Record Nr.: UNINA9910796023903321
• Pubbl/distr/stampa: Budapest ; ; New York : , : Central European University Press, , 2015; ©2015
• ISBN: 963-386-110-1
• Descrizione fisica: 1 online resource (vii, 599 pages)
• Classificazione: MG 80329
• Disciplina: 320.943
• Soggetti: Political science - Europe, Eastern - History; Political science - Europe, Central - History; Post-communism - Europe, Eastern - History; Post-communism - Europe, Central - History; Social change - Europe, Eastern - History; Social change - Europe, Central - History; Europe, Eastern Politics and government 1989-; Europe, Central Politics and government 1989-; Europe, Eastern Intellectual life 1989-; Europe, Central Intellectual life
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Nota di bibliografia: Includes bibliographical references and index.
• Nota di contenuto: Towards an intellectual history of post-socialism / Michal Kopecek (ICH, Prague), Piotr Wcislik (CEU, Budapest) -- Liberalism : dissident illusions and disillusions -- Faces of post-dissident Hungarian liberalism : a study in agendas, concepts and ambiguities / Ferenc Laczó (Imre Kertesz Kolleg, Jena) -- Totalitarianism and the limits of the political thought of Polish dissidents : late socialism and after / Piotr Wcislik (CEU, Budapest) -- Václav Havel, his idea of civil society and the Czech liberal tradition / Milan Znoj (Charles University, Prague) -- The (re-)emergence of constitutionalism in East-Central Europe / Paul Blokker (University of Trento) -- Conservatism : a counter-revolution? -- The conservative counter-revolution : post-dissident ; neoconservatives in post-communist transformation / Petr Roubal (ICH, Prague) -- Songs of innocence and songs of experience : Polish conservatism, 1979-2011 / Rafal Matyja (WSB-NLU, Nowy Sacz) -- The abortion of a "conservative" constitution-making : a discourse analysis of the 1994-1998 failed Hungarian constitution-making enterprise / Zoltán Gábor Szucs (Hungarian Academy of Science, Budapest) -- Populism : endemic pasts and global effects -- Populism and democratic malaise in post-communist Romania / Camil Alexandru Parvu (University of Bucharest) -- Configurations of populism in Hungary / András Bozóki (CEU, Budapest) -- The political lives of dead populists in post-socialist Slovakia / Juraj Buzalka (Comenius University, Bratislava) -- The Left : between communist legacy and neoliberal challenge -- Non-post-communist Left in Hungary after 1989 : diverging paths of Leftist criticism, civil activism and radicalizing constituency / Agnes Gagyi (Moholy-Nagy University of Arts, Budapest) -- The architecture of revival : left-wing ideas and politics in Poland after 2002 / Maciej Gdula (University of Warsaw) -- The formation of the Czech post-communist intellectual Left : twenty years of seeking an identity / Stanislav Holubec (Imre Kertesz Kolleg Jena) -- Feminist criticism of the "new democracies" in Serbia and Croatia in the early 1990's / Zsófia Lóránd (CEU, Budapest) -- Politics of history : nations, wars, revolutions -- Remembering the end of communism in East-Central Europe / James Mark (University of Exeter), Muriel Blaive (Ludwig Boltzmann Institute, Vienna), Adam Hudek (Historical Institute SAV, Bratislava), Anna Saunder, Stanislaw Tyszka -- A fate for a nation : concepts of history and the nation in the Hungarian politics, 1989-2010 / Gábor Egry (Institute of Political History, Budapest) -- From "Husakism" to "Meciarism" : the national identity-building discourse of the Slovak left-wing intellectuals in the 1990's Slovakia / Stevo Đurašković (University of Zagreb) -- Post-communist Europe : on the path to a regional regime of remembrance? / Zoltán Dujisin (CEU, Budapest).
• Sommario/riassunto: "The book intends to be the first collective monograph of the post-1989 history of political and social thought of Central, Eastern and Southeastern Europe. The project emerges from a deep conviction that the period of political transitions in the region, whether accomplished, aborted or abhorred, can and needs to be treated as a chapter in the intellectual history of political thought. Adopting the perspective of intellectual history, but inviting multidisciplinary expertise, the book aims to contribute to a more complex reflection on the post-socialist 'transition period' in East Central Europe and its historicization. While necessarily lacking comprehensiveness, it has a remarkable exploratory value for the future challenges in the field. The volume raises some of the most pressing problems of intellectual history of the period as addressed by the current scholarship, clustered into several major themes"--Provided by publisher.