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.
Access Note 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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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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