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Risk theory / Hanspeter Schmidli.

Schmidli, Hanspeter, author.
2017
HG8054.5
Available Online
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Title
Risk theory / Hanspeter Schmidli.
Author
Schmidli, Hanspeter, author.
ISBN
9783319720050 (electronic book)
3319720058 (electronic book)
9783319720043
331972004X
DOI
https://doi.org/10.1007/978-3-319-72005-0
Published
Cham : Springer, [2017]
Language
English
Description
1 online resource.
Item Number
10.1007/978-3-319-72005-0 doi
Call Number
HG8054.5
Dewey Decimal Classification
368.01
Summary
This book provides an overview of classical actuarial techniques, including material that is not readily accessible elsewhere such as the Ammeter risk model and the Markov-modulated risk model. Other topics covered include utility theory, credibility theory, claims reserving and ruin theory. The author treats both theoretical and practical aspects and also discusses links to Solvency II. Written by one of the leading experts in the field, these lecture notes serve as a valuable introduction to some of the most frequently used methods in non-life insurance. They will be of particular interest to graduate students, researchers and practitioners in insurance, finance and risk management.
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Access limited to authorized users.
Digital File Characteristics
text file PDF
Source of Description
Online resource; title from PDF title page (viewed April 10, 2018)
Series
Springer actuarial lecture notes.
Available in Other Form
Print version: 9783319720043
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Record Appears in
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All Resources
Risk models
Utility theory
Credibility theory
Claims reserving
The Cramer-Lundberg model
The renewal risk model
The Ammeter risk model
Change of measure techniques
The Markov modulated risk model.

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