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Actuarial Mathematics and Risk Management
| Actuarial Mathematics and Risk Management |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2023 |
| Descrizione fisica | 1 online resource (226 p.) |
| Soggetto topico |
Mathematics and Science
Probability and statistics Research and information: general |
| Soggetto non controllato |
Archimedean generator
cash flow copula counting distributions coupled lives critical health insurance dependence distortion risk measures enhanced annuities equalization reserves equity release expected utility extended TCE financial protection of elderly GAM GLM human capital impaired annuities insurance regulation Lee-Carter life annuities life insurance Macaulay convexity Macaulay duration model uncertainty mortality projections n/a natural exponential family net present value of cash flows non-life personal finance preferred risks product design reinsurance reverse annuity contract risk measurement risk neutral pricing robustness and sensitivity analysis standard annuities substandard lives Switzerland tax TCE underwritten annuities unit-linked tontine utility optimization utility performance VaR Wasserstein distance |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9911053207703321 |
| MDPI - Multidisciplinary Digital Publishing Institute, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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 online resource (210 p.) |
| Soggetto non controllato |
advanced measurement approach
aggregate discounted claims aggregate risk archimedean copulas background risk central limit theorem clustering collective risk model concomitant confidence interval constant interest rate copula copulas covariance cumulative Parisian ruin discounted aggregate claims dual risk model financial time series hazard model individual risk model information processing insurance integral equation Laplace transform Markovian arrival process max-stable random fields maximal tail dependence Monte Carlo multiplicative background risk model multivariate gamma distribution n/a national culture numerical approximation operational risk order statistic partial integro-differential equation rate of spatial diversification rating migrations reinsurance renewal process risk management risk measure risk theory ruin probability spatial dependence spatial risk measures and corresponding axiomatic approach stochastic orders surplus process survival analysis systematic risk transfer function value-at-risk weighted cuts |
| 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
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| MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||