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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 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
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| MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Stochastic Processes with Applications
| Stochastic Processes with Applications |
| Autore | Macci Claudio |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
| Descrizione fisica | 1 electronic resource (284 p.) |
| Soggetto non controllato |
arithmetic progressions
weighted quadratic variation fractional differential-difference equations small deviations periodic intensity functions realized volatility rate of convergence host-parasite interaction first Chebyshev function regularly varying functions Cohen and Grossberg neural networks mixture of Gaussian laws diffusion model transition densities re-service Strang–Marchuk splitting approach random delays nematode infection first-passage-time total variation distance forecast combinations products of primes discrete time stochastic model multiplicative noises slowly varying functions growth curves stochastic process loan interest rate regulation birth-death process non-Markovian queue catastrophes exogenous factors seasonal environment repairs proportional hazard rates structural breaks transient probabilities first passage time (FPT) bounds double-ended queues mixed Gaussian process stochastic order time between inspections busy period diffusion continuous-time Markov chains general bulk service time-non-homogeneous birth-death processes stand-by server reliability sensor networks random impulses scale family of distributions maximum likelihood estimation multi-state network totally positive of order 2 lognormal diffusion process fractional birth-death processes exact asymptotics stochastic orders time-non-homogeneous jump-diffusion processes asymptotic distribution inverse first-passage problem nonhomogeneous Poisson process two-dimensional signature multiple vacation first-passage time mean square stability fractional queues differential entropy random parameter matrices Wasserstein distance breakdown and repair fusion estimation |
| ISBN | 3-03921-729-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910367741003321 |
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Macci Claudio
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| MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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