LEADER 01190nam1 2200385 450 001 990000628430203316 005 20200428185001.0 035 $a0062843 035 $aUSA010062843 035 $a(ALEPH)000062843USA01 035 $a0062843 100 $a20010913d196869--km-y0itay0103----ba 101 $ager 102 $aDE 105 $a||||||||001yy 200 1 $aAdditive Zahlentheorie$fHans-Heinrich Ostmann 205 $aUnveranderter nachdruck der 1. auflage von 1956 210 $aBerlin [etc.]$cSpringer Verlag$d1968-69 215 $avolumi$d24 cm 225 2 $aErgebnisse der Mathematik und Ihre Grenzgebiete$iNeue Folge 410 $12001$aErgebnisse der Mathematik und Ihre Grenzgebiete$iNeue Folge 606 0 $aTeoria dei numeri$2BNCF 606 0 $aAnalisi matematica$2BNCF 676 $a512.73 700 1$aOSTMANN,$bHans-Heinrich$0441848 801 0$aIT$bsalbc$gISBD 912 $a990000628430203316 951 $a510 EMIG$bCBS$c510 959 $aBK 969 $aSCI 979 $aPATTY$b90$c20010913$lUSA01$h1545 979 $c20020403$lUSA01$h1712 979 $aPATRY$b90$c20040406$lUSA01$h1643 996 $aAdditive Zahlentheorie$982611 997 $aUNISA LEADER 05222nam 22006014a 450 001 9910143705203321 005 20170815121450.0 010 $a1-280-44873-3 010 $a9786610448739 010 $a0-470-01645-0 010 $a0-470-01644-2 035 $a(CKB)1000000000357388 035 $a(EBL)257676 035 $a(OCoLC)475974191 035 $a(SSID)ssj0000096991 035 $a(PQKBManifestationID)11120016 035 $a(PQKBTitleCode)TC0000096991 035 $a(PQKBWorkID)10083688 035 $a(PQKB)11615975 035 $a(MiAaPQ)EBC257676 035 $a(EXLCZ)991000000000357388 100 $a20050318d2005 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 00$aActuarial theory for dependent risks$b[electronic resource] $emeasures, orders and models /$fM. Denuit ... [et al.] 210 $aHoboken, N.J. $cWiley$dc2005 215 $a1 online resource (460 p.) 300 $aDescription based upon print version of record. 311 $a0-470-01492-X 320 $aIncludes bibliographical references p. ([422]-437) and index. 327 $aActuarial Theory for Dependent Risks; Contents; Foreword; Preface; PART I THE CONCEPT OF RISK; 1 Modelling Risks; 1.1 Introduction; 1.2 The Probabilistic Description of Risks; 1.2.1 Probability space; 1.2.2 Experiment and universe; 1.2.3 Random events; 1.2.4 Sigma-algebra; 1.2.5 Probability measure; 1.3 Independence for Events and Conditional Probabilities; 1.3.1 Independent events; 1.3.2 Conditional probability; 1.4 Random Variables and Random Vectors; 1.4.1 Random variables; 1.4.2 Random vectors; 1.4.3 Risks and losses; 1.5 Distribution Functions; 1.5.1 Univariate distribution functions 327 $a1.5.2 Multivariate distribution functions1.5.3 Tail functions; 1.5.4 Support; 1.5.5 Discrete random variables; 1.5.6 Continuous random variables; 1.5.7 General random variables; 1.5.8 Quantile functions; 1.5.9 Independence for random variables; 1.6 Mathematical Expectation; 1.6.1 Construction; 1.6.2 Riemann-Stieltjes integral; 1.6.3 Law of large numbers; 1.6.4 Alternative representations for the mathematical expectation in the continuous case; 1.6.5 Alternative representations for the mathematical expectation in the discrete case; 1.6.6 Stochastic Taylor expansion 327 $a1.6.7 Variance and covariance1.7 Transforms; 1.7.1 Stop-loss transform; 1.7.2 Hazard rate; 1.7.3 Mean-excess function; 1.7.4 Stationary renewal distribution; 1.7.5 Laplace transform; 1.7.6 Moment generating function; 1.8 Conditional Distributions; 1.8.1 Conditional densities; 1.8.2 Conditional independence; 1.8.3 Conditional variance and covariance; 1.8.4 The multivariate normal distribution; 1.8.5 The family of the elliptical distributions; 1.9 Comonotonicity; 1.9.1 Definition; 1.9.2 Comonotonicity and Fre?chet upper bound; 1.10 Mutual Exclusivity; 1.10.1 Definition 327 $a1.10.2 Fre?chet lower bound1.10.3 Existence of Fre?chet lower bounds in Fre?chet spaces; 1.10.4 Fre?chet lower bounds and maxima; 1.10.5 Mutual exclusivity and Fre?chet lower bound; 1.11 Exercises; 2 Measuring Risk; 2.1 Introduction; 2.2 Risk Measures; 2.2.1 Definition; 2.2.2 Premium calculation principles; 2.2.3 Desirable properties; 2.2.4 Coherent risk measures; 2.2.5 Coherent and scenario-based risk measures; 2.2.6 Economic capital; 2.2.7 Expected risk-adjusted capital; 2.3 Value-at-Risk; 2.3.1 Definition; 2.3.2 Properties; 2.3.3 VaR-based economic capital 327 $a2.3.4 VaR and the capital asset pricing model2.4 Tail Value-at-Risk; 2.4.1 Definition; 2.4.2 Some related risk measures; 2.4.3 Properties; 2.4.4 TVaR-based economic capital; 2.5 Risk Measures Based on Expected Utility Theory; 2.5.1 Brief introduction to expected utility theory; 2.5.2 Zero-Utility Premiums; 2.5.3 Esscher risk measure; 2.6 Risk Measures Based on Distorted Expectation Theory; 2.6.1 Brief introduction to distorted expectation theory; 2.6.2 Wang risk measures; 2.6.3 Some particular cases of Wang risk measures; 2.7 Exercises; 2.8 Appendix: Convexity and Concavity; 2.8.1 Definition 327 $a2.8.2 Equivalent conditions 330 $aThe increasing complexity of insurance and reinsurance products has seen a growing interest amongst actuaries in the modelling of dependent risks. For efficient risk management, actuaries need to be able to answer fundamental questions such as: Is the correlation structure dangerous? And, if yes, to what extent? Therefore tools to quantify, compare, and model the strength of dependence between different risks are vital. Combining coverage of stochastic order and risk measure theories with the basics of risk management and stochastic dependence, this book provides an essential guide to managing 606 $aRisk (Insurance)$xMathematical models 608 $aElectronic books. 615 0$aRisk (Insurance)$xMathematical models. 676 $a368 676 $a368/.001/51 701 $aDenuit$b M$g(Michel)$0781288 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910143705203321 996 $aActuarial theory for dependent risks$91968225 997 $aUNINA LEADER 01653nam0-22004571i-450 001 990003360850403321 005 20230614103309.0 010 $a88-348-0575-5 035 $a000336085 035 $aFED01000336085 035 $a(Aleph)000336085FED01 100 $a20030910d1992----km-y0itay50------ba 101 0 $aita 102 $aIT 105 $ay-------001yy 200 1 $a<>principi di revisione internazionali$eanalisi comparata degli ordinamenti nei sei paesi più industrializzati$fGiovanni Aspes e Bettina Campedelli 210 $aTorino$cGiappichelli$dc1992 215 $a190 p.$d24 cm 300 $aIn appendice : Decreto legislativo 27 gennaio 1992, n. 88 di attuazione della Direttiva n. 84/253 C.E.E. in materia societaria relativa all'abilitazione delle persone incaricate del controllo legale dei documenti contabili 610 0 $aBilancio$aRevisione$aRegolamenti comunitari 676 $a341.753 700 1$aAspes,$bGiovanni$0374005 701 1$aCampedelli,$bBettina$f<1962- >$0374003 801 0$aIT$bUNINA$gRICA$2UNIMARC 901 $aBK 912 $a990003360850403321 952 $aC2-P32-05-RA$b5019 DEA$fECA 952 $aC2-P32-13-RA$b6241$fECA 952 $aC2-P31-23-RA$b3242$fECA 952 $aASP341.753A$b9590C$fDECBC 952 $aASP341.753B$b9590B$fDECBC 952 $aAZRAG42A(SR)$b9590A$fDECBC 952 $aASP341.753C$b9590D$fDECBC 952 $aASP341.753E$b9590E$fDECBC 952 $aASP341.753D$b9590F$fDECBC 952 $aVI H 204$b17131$fFSPBC 959 $aECA 959 $aDECBC 959 $aFSPBC 996 $aPrincipi di revisione internazionali$9443444 997 $aUNINA LEADER 01445nam0 22002891i 450 001 UON00007826 005 20250114105842.354 100 $a20020107d1889 |0itac50 ba 101 $aita 102 $aIT 105 $a|||| 1|||| 200 1 $aˆI ‰demoni dell'aria$eMemoria letta all'Accademia di Archeologia, Lettere e Belle Arti in varie tornate dell'anno 1889$fdal socio Michele Kerbaker 205 $aNapoli : Tipografia della Regia Università$b1889 210 $a96 p.$a31 cm 215 $aRilegato con: Varuna, genio del cielo sidereo 316 $aRilegato con inv. 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