Risk Theory / Hanspeter Schmidli
| Risk Theory / Hanspeter Schmidli |
| Autore | Schmidli, Hanspeter |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | xii, 242 p. : ill. ; 24 cm |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
91B05 - Risk models (general) [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020] 60F10 - Large deviations [MSC 2020] 91B16 - Utility theory [MSC 2020] 60Kxx - Special processes [MSC 2020] 60K20 - Applications of Markov renewal processes (reliability, queueing networks, etc.) [MSC 2020] |
| Soggetto non controllato |
Approximation
Change of measure Credibility Lundberg exponent Markov modulated model Renewal model Reserving Risk Models Risk measures Risk theory Ruin theory Subexponential distributions Utility theory |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124381 |
Schmidli, Hanspeter
|
||
| Cham, : Springer, 2017 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Risk Theory / Hanspeter Schmidli
| Risk Theory / Hanspeter Schmidli |
| Autore | Schmidli, Hanspeter |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | xii, 242 p. : ill. ; 24 cm |
| Soggetto topico |
60F10 - Large deviations [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] 60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020] 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020] 60K20 - Applications of Markov renewal processes (reliability, queueing networks, etc.) [MSC 2020] 60Kxx - Special processes [MSC 2020] 91B05 - Risk models (general) [MSC 2020] 91B16 - Utility theory [MSC 2020] |
| Soggetto non controllato |
Approximation
Change of measure Credibility Lundberg exponent Markov modulated model Renewal model Reserving Risk Models Risk measures Risk theory Ruin theory Subexponential distributions Utility theory |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00124381 |
Schmidli, Hanspeter
|
||
| Cham, : Springer, 2017 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Risk Theory / Hanspeter Schmidli
| Risk Theory / Hanspeter Schmidli |
| Autore | Schmidli, Hanspeter |
| Edizione | [Cham : Springer, 2017] |
| Pubbl/distr/stampa | xii, 242 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
91B05 - Risk models (general) [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020] 60F10 - Large deviations [MSC 2020] 91B16 - Utility theory [MSC 2020] 60Kxx - Special processes [MSC 2020] 60K20 - Applications of Markov renewal processes (reliability, queueing networks, etc.) [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0124381 |
Schmidli, Hanspeter
|
||
| xii, 242 p., : ill. ; 24 cm | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||