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 | ||
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Lo trovi qui: Univ. di Salerno | ||
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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
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Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
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Lo trovi qui: Univ. Federico II | ||
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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
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Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
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