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Risk and Insurance : A Graduate Text / Søren Asmussen, Mogens Steffensen
| Risk and Insurance : A Graduate Text / Søren Asmussen, Mogens Steffensen |
| Autore | Asmussen, Soren |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xv, 505 p. : ill. ; 24 cm |
| Altri autori (Persone) | Steffensen, Mogens |
| Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] 91G05 - Actuarial mathematics [MSC 2020] |
| Soggetto non controllato |
Consumption-investment
Empirical Bayes Life insurance Non-life insurance Quantitative Finance Reserves Risk and Insurance Risk management Ruin theory Stochastic Controls Tails of sums Valuation of payment streams |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0249744 |
Asmussen, Soren
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| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Risk and Insurance : A Graduate Text / Søren Asmussen, Mogens Steffensen
| Risk and Insurance : A Graduate Text / Søren Asmussen, Mogens Steffensen |
| Autore | Asmussen, Søren |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xv, 505 p. : ill. ; 24 cm |
| Altri autori (Persone) | Steffensen, Mogens |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91B05 - Risk models (general) [MSC 2020] 91G05 - Actuarial mathematics [MSC 2020] |
| Soggetto non controllato |
Consumption-Investment
Empirical Bayes Life insurance Non-life insurance Quantitative Finance Reserves Risk Management Risk and Insurance Ruin theory Stochastic Controls Tails of sums Valuation of payment streams |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00249744 |
|
Asmussen, Søren
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||
| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Risk Theory / Hanspeter Schmidli
| Risk Theory / Hanspeter Schmidli |
| Autore | Schmidli, Hanspeter |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | xii, 242 p. : ill. ; 24 cm |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
91B05 - Risk models (general) [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020] 60F10 - Large deviations [MSC 2020] 91B16 - Utility theory [MSC 2020] 60Kxx - Special processes [MSC 2020] 60K20 - Applications of Markov renewal processes (reliability, queueing networks, etc.) [MSC 2020] |
| Soggetto non controllato |
Approximation
Change of measure Credibility Lundberg exponent Markov modulated model Renewal model Reserving Risk Models Risk measures Risk theory Ruin theory Subexponential distributions Utility theory |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124381 |
|
Schmidli, Hanspeter
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||
| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Risk Theory / Hanspeter Schmidli
| Risk Theory / Hanspeter Schmidli |
| Autore | Schmidli, Hanspeter |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | xii, 242 p. : ill. ; 24 cm |
| Soggetto topico |
60F10 - Large deviations [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] 60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020] 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020] 60K20 - Applications of Markov renewal processes (reliability, queueing networks, etc.) [MSC 2020] 60Kxx - Special processes [MSC 2020] 91B05 - Risk models (general) [MSC 2020] 91B16 - Utility theory [MSC 2020] |
| Soggetto non controllato |
Approximation
Change of Measure Credibility Lundberg exponent Markov modulated model Renewal model Reserving Risk Models Risk measures Risk theory Ruin theory Subexponential distributions Utility theory |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00124381 |
|
Schmidli, Hanspeter
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||
| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Risk theory and reinsurance / Griselda Deelstra, Guillaume Plantin ; translated from the french by Urmie Ray
| Risk theory and reinsurance / Griselda Deelstra, Guillaume Plantin ; translated from the french by Urmie Ray |
| Autore | Deelstra, Griselda |
| Pubbl/distr/stampa | London, : Springer, 2014 |
| Descrizione fisica | VIII, 78 p. ; 24 cm |
| Altri autori (Persone) | Plantin, Guillaume |
| Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 58E17 - Multiobjective variational problems, Pareto optimality, applications to economics, etc. [MSC 2020] |
| Soggetto non controllato |
Collective Model
Cramer-Lundberg Model Non-Proportional Reinsurance Optimal Priority Optimal Reinsurance Optimal Risk Sharing Optimal design Premium Calculation Proportional Reinsurance Reinsurance Market Practices Retention Risk Ordering Risk theory Ruin theory |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0102537 |
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Deelstra, Griselda
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||
| London, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Risk theory and reinsurance / Griselda Deelstra, Guillaume Plantin ; translated from the french by Urmie Ray
| Risk theory and reinsurance / Griselda Deelstra, Guillaume Plantin ; translated from the french by Urmie Ray |
| Autore | Deelstra, Griselda |
| Pubbl/distr/stampa | London, : Springer, 2014 |
| Descrizione fisica | VIII, 78 p. ; 24 cm |
| Altri autori (Persone) | Plantin, Guillaume |
| Soggetto topico |
58E17 - Multiobjective variational problems, Pareto optimality, applications to economics, etc. [MSC 2020]
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91B05 - Risk models (general) [MSC 2020] |
| Soggetto non controllato |
Collective Model
Cramer-Lundberg Model Non-Proportional Reinsurance Optimal Priority Optimal Reinsurance Optimal Risk Sharing Optimal design Premium Calculation Proportional Reinsurance Reinsurance Market Practices Retention Risk Ordering Risk theory Ruin theory |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00102537 |
|
Deelstra, Griselda
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||
| London, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
The Cramér–Lundberg Model and Its Variants : A Queueing Perspective / Michel Mandjes, Onno Boxma
| The Cramér–Lundberg Model and Its Variants : A Queueing Perspective / Michel Mandjes, Onno Boxma |
| Autore | Mandjes, Michel |
| Pubbl/distr/stampa | Cham, : Springer, 2023 |
| Descrizione fisica | xi, 246 p. : ill. ; 24 cm |
| Altri autori (Persone) | Boxma, Onno |
| Soggetto non controllato |
Cramer-Lundberg Model
Insurance Risk Lévy processes Probability Theory Queueing Theory Ruin theory |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0279630 |
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Mandjes, Michel
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| Cham, : Springer, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
The Cramér–Lundberg Model and Its Variants : A Queueing Perspective / Michel Mandjes, Onno Boxma
| The Cramér–Lundberg Model and Its Variants : A Queueing Perspective / Michel Mandjes, Onno Boxma |
| Autore | Mandjes, Michel |
| Pubbl/distr/stampa | Cham, : Springer, 2023 |
| Descrizione fisica | xi, 246 p. : ill. ; 24 cm |
| Altri autori (Persone) | Boxma, Onno |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60K25 - Queueing theory (aspects of probability theory) [MSC 2020] 60K30 - Applications of queueing theory (congestion, allocation, storage, traffic, etc.) [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91G05 - Actuarial mathematics [MSC 2020] |
| Soggetto non controllato |
Cramer-Lundberg Model
Insurance Risk Lévy processes Probability theory Queueing Theory Ruin theory |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00279630 |
|
Mandjes, Michel
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||
| Cham, : Springer, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||