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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 : 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
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 online resource (170 p.)
Soggetto topico Medicine
Soggetto non controllato agricultural commodity futures
ARMA model
Brownian bridges
contagion
copula
economic policy uncertainty
fiscal policy uncertainty
gamma bridges
gamma processes
Greeks
Hawkes process
house price prediction
information-based asset pricing
insurance plan
Lévy process
Lévy processes
lifestyle factors
machine learning
market reflexivity
medical services' consumption
monetary policy uncertainty
nonlinear filtering
option pricing
poisson autoregressive models
predictive monitoring
price discovery
probability-integral transform
random forest
real estate
risk sensitivity
stochastic volatility
stock-bond correlation
structural equation model
subordination
time series
time-change
variance gamma processes
VIX
volatility
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