Risk Theory / Hanspeter Schmidli

• Autore: Schmidli, Hanspeter
• Pubblicazione: Cham, : Springer, 2017
• Titolo uniforme: Risk Theory
• 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
• Titolo autorizzato: Risk Theory
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN0124381
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://doi.org/10.1007/978-3-319-72005-0
• Serie: Springer Actuarial Cham [etc.] . -Springer; Springer Actuarial Lecture notes Cham [etc.] . -Springer