LEADER 03875nam 2200949z- 450 001 9910404092203321 005 20231214133102.0 010 $a3-03928-517-3 035 $a(CKB)4100000011302216 035 $a(oapen)https://directory.doabooks.org/handle/20.500.12854/58519 035 $a(EXLCZ)994100000011302216 100 $a20202102d2020 |y 0 101 0 $aeng 135 $aurmn|---annan 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aRisk, Ruin and Survival: Decision Making in Insurance and Finance 210 $cMDPI - Multidisciplinary Digital Publishing Institute$d2020 215 $a1 electronic resource (210 p.) 311 $a3-03928-516-5 330 $aDeveloping techniques for assessing various risks and calculating probabilities of ruin and survival are exciting topics for mathematically-inclined academics. For practicing actuaries and financial engineers, the resulting insights have provided enormous opportunities but also created serious challenges to overcome, thus facilitating closer cooperation between industries and academic institutions. In this book, several renown researchers with extensive interdisciplinary research experiences share their thoughts that, in one way or another, contribute to the betterment of practice and theory of decision making under uncertainty. Behavioral, cultural, mathematical, and statistical aspects of risk assessment and modelling have been explored, and have been often illustrated using real and simulated data. Topics range from financial and insurance risks to security-type risks, from one-dimensional to multi- and even infinite-dimensional risks. 517 $aRisk, Ruin and Survival 610 $ainsurance 610 $amultiplicative background risk model 610 $arenewal process 610 $adual risk model 610 $acollective risk model 610 $arisk measure 610 $aaggregate risk 610 $aLaplace transform 610 $atransfer function 610 $arisk management 610 $arisk theory 610 $amaximal tail dependence 610 $aconstant interest rate 610 $apartial integro-differential equation 610 $areinsurance 610 $afinancial time series 610 $aspatial risk measures and corresponding axiomatic approach 610 $acentral limit theorem 610 $aintegral equation 610 $aMarkovian arrival process 610 $asystematic risk 610 $ainformation processing 610 $adiscounted aggregate claims 610 $asurplus process 610 $aweighted cuts 610 $arate of spatial diversification 610 $anational culture 610 $aoperational risk 610 $acovariance 610 $acumulative Parisian ruin 610 $aspatial dependence 610 $abackground risk 610 $asurvival analysis 610 $aMonte Carlo 610 $aaggregate discounted claims 610 $astochastic orders 610 $aorder statistic 610 $amax-stable random fields 610 $acopulas 610 $ahazard model 610 $amultivariate gamma distribution 610 $acopula 610 $aadvanced measurement approach 610 $aconcomitant 610 $aarchimedean copulas 610 $arating migrations 610 $aruin probability 610 $aclustering 610 $aconfidence interval 610 $aindividual risk model 610 $anumerical approximation 610 $avalue-at-risk 700 $aRen$b Jiandong$4auth$01302116 702 $aSendova$b Kristina$4auth 702 $aZitikis$b Ricardas$4auth 906 $aBOOK 912 $a9910404092203321 996 $aRisk, Ruin and Survival: Decision Making in Insurance and Finance$93026132 997 $aUNINA