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 | ||
| Lo trovi qui: Univ. di Salerno | ||
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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 | ||
| Lo trovi qui: Univ. Federico II | ||
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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
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Lo trovi qui: Univ. Federico II | ||
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