LEADER 05374nam 22007455 450 001 9910299986503321 005 20250606212504.0 010 $a3-319-06653-6 024 7 $a10.1007/978-3-319-06653-0 035 $a(CKB)3710000000125822 035 $a(EBL)1782958 035 $a(SSID)ssj0001276775 035 $a(PQKBManifestationID)11734010 035 $a(PQKBTitleCode)TC0001276775 035 $a(PQKBWorkID)11246673 035 $a(PQKB)10012890 035 $a(MiAaPQ)EBC1782958 035 $a(DE-He213)978-3-319-06653-0 035 $a(PPN)17976781X 035 $a(EXLCZ)993710000000125822 100 $a20140606d2014 u| 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aModern Problems in Insurance Mathematics /$fedited by Dmitrii Silvestrov, Anders Martin-Löf 205 $a1st ed. 2014. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2014. 215 $a1 online resource (388 p.) 225 1 $aEAA Series,$x1869-6929 300 $aDescription based upon print version of record. 311 08$a1-322-13567-3 311 08$a3-319-06652-8 320 $aIncludes bibliographical references and index. 327 $aInternational Cramer Symposium on Insurance Mathematics -- Harald Cramer and Insurance Mathematics -- 100 Years of the Scandinavian Actuarial Journal -- A Note on Gerber?Shiu Functions with an Application -- Improved Asymptotics for Ruin Probabilities -- Exponential Asymptotical Expansions for Ruin Probability in a Classical Risk Process with Non-Polynomial Perturbations -- Asymptotics of Ruin Probabilities for Perturbed Discrete Time Risk Processes -- Coherent Risk Measures under Dominated Variation -- Estimation of the Ruin Probability in Infinite Time for Heavy Right-Tailed Losses -- A Simulation-Based ALM Model in Practical Use by a Norwegian Life Insurance Company -- Predicting Future Claims Among High Risk Policyholders Using Random Effects -- Disability Insurance Claims Study by a Homogeneous Discrete Time Alternating Renewal Process -- Analysis of the Stochasticity of Mortality Using Variance Decomposition -- The Impact of Stress Factors on the Price of Widow?s Pensions -- The Design of an Optimal Bonus-Malus System Based on the Sichel Distribution -- Bonus-Malus Systems in Open and Closed Portfolios -- Large Deviations for a Damped Telegraph Process -- Probabilistic Choice with an Infinite Set of Options ? an Approach Based on Random Sup Measures -- Generalisation of the Damping Factor in PageRank for Weighted Networks -- Asian Options, Jump-Diffusion Processes on a Lattice and Vandermonde Matrices -- Option Pricing and CVaR Hedging in the Regime-Switching Telegraph Market Model. 330 $aThis book is a compilation of 21 papers presented at the International Cramér Symposium on Insurance Mathematics (ICSIM) held at Stockholm University in June, 2013. The book comprises selected contributions from several large research communities in modern insurance mathematics and its applications. The main topics represented in the book are modern risk theory and its applications, stochastic modelling of insurance business, new mathematical problems in life and non-life insurance, and related topics in applied and financial mathematics. The book is an original and useful source of inspiration and essential reference for a broad spectrum of theoretical and applied researchers, research students and experts from the insurance business. In this way, Modern Problems in Insurance Mathematics will contribute to the development of research and academy?industry co-operation in the area of insurance mathematics and its applications. 410 0$aEAA Series,$x1869-6929 606 $aActuarial science 606 $aProbabilities 606 $aMathematical models 606 $aInformation theory 606 $aEconomics, Mathematical 606 $aActuarial Sciences$3https://scigraph.springernature.com/ontologies/product-market-codes/M13080 606 $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004 606 $aMathematical Modeling and Industrial Mathematics$3https://scigraph.springernature.com/ontologies/product-market-codes/M14068 606 $aInformation and Communication, Circuits$3https://scigraph.springernature.com/ontologies/product-market-codes/M13038 606 $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062 615 0$aActuarial science. 615 0$aProbabilities. 615 0$aMathematical models. 615 0$aInformation theory. 615 0$aEconomics, Mathematical. 615 14$aActuarial Sciences. 615 24$aProbability Theory and Stochastic Processes. 615 24$aMathematical Modeling and Industrial Mathematics. 615 24$aInformation and Communication, Circuits. 615 24$aQuantitative Finance. 676 $a368.01 702 $aSil?vestrov$b D. S$g(Dmitrii? Sergeevich),$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aMartin-Lo?f$b A$g(Anders),$f1940-$4edt$4http://id.loc.gov/vocabulary/relators/edt 906 $aBOOK 912 $a9910299986503321 996 $aModern problems in insurance mathematics$91410321 997 $aUNINA