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001441764 001__ 1441764
001441764 003__ OCoLC
001441764 005__ 20230309003342.0
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001441764 020__ $$a9789811692840$$q(electronic bk.)
001441764 020__ $$a981169284X$$q(electronic bk.)
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001441764 0247_ $$a10.1007/978-981-16-9284-0$$2doi
001441764 035__ $$aSP(OCoLC)1293767972
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001441764 049__ $$aISEA
001441764 050_4 $$aHG8054.5$$b.S55 2021
001441764 08204 $$a368/.01$$223
001441764 1001_ $$aShimizu, Yasutaka,$$eauthor.
001441764 24510 $$aAsymptotic statistics in insurance risk theory /$$cYasutaka Shimizu.
001441764 264_1 $$aSingapore :$$bSpringer,$$c[2021]
001441764 264_4 $$c©2021
001441764 300__ $$a1 online resource.
001441764 336__ $$atext$$btxt$$2rdacontent
001441764 337__ $$acomputer$$bc$$2rdamedia
001441764 338__ $$aonline resource$$bcr$$2rdacarrier
001441764 4901_ $$aSpringerBriefs in statistics. JSS research series in statistics,$$x2364-0065
001441764 504__ $$aIncludes bibliographical references and index.
001441764 5050_ $$a1. Introduction to ruin theory -- 2. Lþevy insurance risk models -- 3. Foundations of Statistical Inference -- 4. Inference for Ruin Probability -- 5 Inferenece for Gerber-Shiu functions.
001441764 506__ $$aAccess limited to authorized users.
001441764 520__ $$aThis book begins with the fundamental large sample theory, estimating ruin probability, and ends by dealing with the latest issues of estimating the Gerber-Shiu function. This book is the first to introduce the recent development of statistical methodologies in risk theory (ruin theory) as well as their mathematical validities. Asymptotic theory of parametric and nonparametric inference for the ruin-related quantities is discussed under the setting of not only classical compound Poisson risk processes (Cramér-Lundberg model) but also more general Lévy insurance risk processes. The recent development of risk theory can deal with many kinds of ruin-related quantities: the probability of ruin as well as Gerber-Shiu's discounted penalty function, both of which are useful in insurance risk management and in financial credit risk analysis. In those areas, the common stochastic models are used in the context of the structural approach of companies' default. So far, the probabilistic point of view has been the main concern for academic researchers. However, this book emphasizes the statistical point of view because identifying the risk model is always necessary and is crucial in the final step of practical risk management.
001441764 588__ $$aOnline resource; title from PDF title page (SpringerLink, viewed February 1, 2022).
001441764 650_0 $$aRisk (Insurance)$$xStatistical methods.
001441764 650_6 $$aRisque (Assurance)$$xMéthodes statistiques.
001441764 655_7 $$aLlibres electrònics.$$2thub
001441764 655_0 $$aElectronic books.
001441764 77608 $$iPrint version:$$z9811692831$$z9789811692833$$w(OCoLC)1287923013
001441764 830_0 $$aSpringerBriefs in statistics.$$pJSS research series in statistics.$$x2364-0065
001441764 852__ $$bebk
001441764 85640 $$3Springer Nature$$uhttps://univsouthin.idm.oclc.org/login?url=https://link.springer.com/10.1007/978-981-16-9284-0$$zOnline Access$$91397441.1
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001441764 980__ $$aEBOOK
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