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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  
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
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. UNINA-9910483718103321
Asmussen Søren  
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Risks : Feature Papers 2020
Risks : Feature Papers 2020
Autore Steffensen Mogens
Pubbl/distr/stampa Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021
Descrizione fisica 1 electronic resource (170 p.)
Soggetto topico Medicine
Soggetto non controllato medical services’ consumption
lifestyle factors
insurance plan
structural equation model
stock–bond correlation
VIX
economic policy uncertainty
monetary policy uncertainty
fiscal policy uncertainty
agricultural commodity futures
price discovery
market reflexivity
Hawkes process
poisson autoregressive models
contagion
predictive monitoring
information-based asset pricing
Lévy processes
gamma processes
variance gamma processes
Brownian bridges
gamma bridges
nonlinear filtering
house price prediction
real estate
machine learning
random forest
Lévy process
subordination
option pricing
risk sensitivity
stochastic volatility
Greeks
time-change
time series
volatility
probability-integral transform
ARMA model
copula
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Altri titoli varianti Risks
Record Nr. UNINA-9910557488303321
Steffensen Mogens  
Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui