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Risk and Insurance [[electronic resource] ] : A Graduate Text / / by Søren Asmussen, Mogens Steffensen
| Risk and Insurance [[electronic resource] ] : A Graduate Text / / by Søren Asmussen, Mogens Steffensen |
| Autore | Asmussen Søren |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (XV, 505 p. 42 illus., 32 illus. in color.) |
| Disciplina | 368.01 |
| Collana | Probability Theory and Stochastic Modelling |
| Soggetto topico |
Probabilities
Economics, Mathematical Risk management Actuarial science Probability Theory and Stochastic Processes Quantitative Finance Risk Management Actuarial Sciences |
| ISBN | 3-030-35176-9 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Basics -- Experience Rating -- Sums and Aggregate Claims -- Ruin Theory -- Markov Models in Life Insurance -- Financial Mathematics in Life Insurance -- Special Studies in Life Insurance -- Orderings and Comparisons -- Extreme Value Theory -- Dependence and Further Topics in Risk Management -- Stochastic Control in Non-Life Insurance -- Stochastic Control in Life Insurance -- Selected Further Topics. |
| Record Nr. | UNISA-996418187003316 |
Asmussen Søren
|
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Risk and Insurance : A Graduate Text / / by Søren Asmussen, Mogens Steffensen
| Risk and Insurance : A Graduate Text / / by Søren Asmussen, Mogens Steffensen |
| Autore | Asmussen Søren |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (XV, 505 p. 42 illus., 32 illus. in color.) |
| Disciplina | 368.01 |
| Collana | Probability Theory and Stochastic Modelling |
| Soggetto topico |
Probabilities
Social sciences - Mathematics Financial risk management Actuarial science Probability Theory Mathematics in Business, Economics and Finance Risk Management Actuarial Mathematics |
| ISBN | 3-030-35176-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Basics -- Experience Rating -- Sums and Aggregate Claims -- Ruin Theory -- Markov Models in Life Insurance -- Financial Mathematics in Life Insurance -- Special Studies in Life Insurance -- Orderings and Comparisons -- Extreme Value Theory -- Dependence and Further Topics in Risk Management -- Stochastic Control in Non-Life Insurance -- Stochastic Control in Life Insurance -- Selected Further Topics. |
| Record Nr. | UNINA-9910483718103321 |
|
Asmussen Søren
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Ruin probabilities [[electronic resource] /] / Søren Asmussen, Hansjörg Albrecher
| Ruin probabilities [[electronic resource] /] / Søren Asmussen, Hansjörg Albrecher |
| Autore | Asmussen Søren |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Singapore ; ; Hackensack, N.J., : World Scientific, c2010 |
| Descrizione fisica | 1 online resource (500 p.) |
| Disciplina | 368/.01 |
| Altri autori (Persone) | AlbrecherHansjörg |
| Collana | Advanced series on statistical science & applied probability |
| Soggetto topico |
Insurance - Mathematics
Risk |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-283-14383-6
9786613143839 981-4282-53-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Martingales and simple ruin calculations -- Further general tools and results -- The compound Poisson model -- The probability of ruin within finite time -- Renewal arrivals -- Risk theory in a Markovian environment -- Level-dependent risk processes -- Matrix-analytic methods -- Ruin probabilities in the presence of heavy tails -- Ruin probabilities for Lévy processes -- Gerber-Shiu functions -- Further models with dependency -- Stochastic control -- Simulation methodology -- Miscellaneous topics. |
| Record Nr. | UNINA-9910463953003321 |
|
Asmussen Søren
|
||
| Singapore ; ; Hackensack, N.J., : World Scientific, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Ruin probabilities [[electronic resource] /] / Søren Asmussen, Hansjörg Albrecher
| Ruin probabilities [[electronic resource] /] / Søren Asmussen, Hansjörg Albrecher |
| Autore | Asmussen Søren |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Singapore ; ; Hackensack, N.J., : World Scientific, c2010 |
| Descrizione fisica | 1 online resource (500 p.) |
| Disciplina | 368/.01 |
| Altri autori (Persone) | AlbrecherHansjörg |
| Collana | Advanced series on statistical science & applied probability |
| Soggetto topico |
Insurance - Mathematics
Risk |
| ISBN |
1-283-14383-6
9786613143839 981-4282-53-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Martingales and simple ruin calculations -- Further general tools and results -- The compound Poisson model -- The probability of ruin within finite time -- Renewal arrivals -- Risk theory in a Markovian environment -- Level-dependent risk processes -- Matrix-analytic methods -- Ruin probabilities in the presence of heavy tails -- Ruin probabilities for Lévy processes -- Gerber-Shiu functions -- Further models with dependency -- Stochastic control -- Simulation methodology -- Miscellaneous topics. |
| Record Nr. | UNINA-9910788569003321 |
|
Asmussen Søren
|
||
| Singapore ; ; Hackensack, N.J., : World Scientific, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Ruin probabilities [[electronic resource] /] / Søren Asmussen, Hansjörg Albrecher
| Ruin probabilities [[electronic resource] /] / Søren Asmussen, Hansjörg Albrecher |
| Autore | Asmussen Søren |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Singapore ; ; Hackensack, N.J., : World Scientific, c2010 |
| Descrizione fisica | 1 online resource (500 p.) |
| Disciplina | 368/.01 |
| Altri autori (Persone) | AlbrecherHansjörg |
| Collana | Advanced series on statistical science & applied probability |
| Soggetto topico |
Insurance - Mathematics
Risk |
| ISBN |
1-283-14383-6
9786613143839 981-4282-53-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Martingales and simple ruin calculations -- Further general tools and results -- The compound Poisson model -- The probability of ruin within finite time -- Renewal arrivals -- Risk theory in a Markovian environment -- Level-dependent risk processes -- Matrix-analytic methods -- Ruin probabilities in the presence of heavy tails -- Ruin probabilities for Lévy processes -- Gerber-Shiu functions -- Further models with dependency -- Stochastic control -- Simulation methodology -- Miscellaneous topics. |
| Record Nr. | UNINA-9910817775303321 |
|
Asmussen Søren
|
||
| Singapore ; ; Hackensack, N.J., : World Scientific, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||