Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Risk, Ruin and Survival: Decision Making in Insurance and Finance
| Risk, Ruin and Survival: Decision Making in Insurance and Finance |
| Autore | Ren Jiandong |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 electronic resource (210 p.) |
| Soggetto non controllato |
insurance
multiplicative background risk model renewal process dual risk model collective risk model risk measure aggregate risk Laplace transform transfer function risk management risk theory maximal tail dependence constant interest rate partial integro-differential equation reinsurance financial time series spatial risk measures and corresponding axiomatic approach central limit theorem integral equation Markovian arrival process systematic risk information processing discounted aggregate claims surplus process weighted cuts rate of spatial diversification national culture operational risk covariance cumulative Parisian ruin spatial dependence background risk survival analysis Monte Carlo aggregate discounted claims stochastic orders order statistic max-stable random fields copulas hazard model multivariate gamma distribution copula advanced measurement approach concomitant archimedean copulas rating migrations ruin probability clustering confidence interval individual risk model numerical approximation value-at-risk |
| ISBN | 3-03928-517-3 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Risk, Ruin and Survival |
| Record Nr. | UNINA-9910404092203321 |
Ren Jiandong
|
||
| MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic Processes: Theory and Applications
| Stochastic Processes: Theory and Applications |
| Autore | Korolev Victor |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
| Descrizione fisica | 1 electronic resource (216 p.) |
| Soggetto non controllato |
recursive formula
rate of convergence asymptotic approximation parabolic equation processor heating and cooling compound poisson insurance risk model Koksma-Hlawka inequality phase-type service time distribution discrete-time Geo/D/1 queue lower record values Fourier-cosine series retrials state-dependent marked Markovian arrival process queuing network stochastic processes Laplace transform von-Neumann–Ulam scheme Monte Carlo method Lévy process Wiener–Poisson risk model queueing systems quasi-random sequences closed-form solution Cauchy problem product form estimation extreme order statistics guaranteed minimum death benefit valuation multidimensional birth-death process Markovian queueing models survival probability truncated distribution Markovian arrival process inhomogeneous continuous-time Markov chain measure of information option unbiased estimator matrix-geometric solution Dickson–Hipp operator Fourier transform multi-class arrival processes total precipitation volume one dimensional projection random sample size markovian arrival process cumulative inaccuracy mutual information Quasi-Birth-and-Death process limiting characteristics testing statistical hypotheses wet periods compound Poisson risk model time-dependent queue-length probability non-stationary equity-linked death benefits wireless telecommunication networks Fourier cosine series expansion impatience generalized Gerber–Shiu discounted penalty function quasi-Monte Carlo method expected discounted penalty function Nonparametric threshold estimation |
| ISBN | 3-03921-963-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Stochastic Processes |
| Record Nr. | UNINA-9910367737703321 |
|
Korolev Victor
|
||
| MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||