Risk Theory

A Heavy Tail Approach

Nonfiction, Science & Nature, Mathematics, Statistics, Business & Finance, Finance & Investing, Finance
Cover of the book Risk Theory by Dimitrios G Konstantinides, World Scientific Publishing Company
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Dimitrios G Konstantinides ISBN: 9789813223165
Publisher: World Scientific Publishing Company Publication: July 7, 2017
Imprint: WSPC Language: English
Author: Dimitrios G Konstantinides
ISBN: 9789813223165
Publisher: World Scientific Publishing Company
Publication: July 7, 2017
Imprint: WSPC
Language: English

This book is written to help graduate students and young researchers to enter quickly into the subject of Risk Theory. It can also be used by actuaries and financial practitioners for the optimization of their decisions and further by regulatory authorities for the stabilization of the insurance industry. The topic of extreme claims is especially presented as a crucial feature of the modern ruin probability.

Contents:

  • Classical Risk Model
  • Renewal Risk Model
  • Ruin Probability Estimation
  • Extreme Value Theory
  • Regular Variation
  • Ruin Under Subexponentiality
  • Random Sums
  • The Single Big Jump
  • Ruin Under Constant Interest Force
  • Absolute Ruin
  • Discrete Dependence Model
  • Ruin Under Dependence
  • Multivariate Regular Variation

Readership: Researchers in probability and statistics, mathematical economics/game theory/operations research.
Key Features:

  • Combines the practical aspects of Risk Theory with theoretical background of Applied Probability
  • Provides a concrete structure of the class of heavy tailed distributions, providing the main subclasses of it
  • Describes several dependence models in relation with the large claims and the risk management
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

This book is written to help graduate students and young researchers to enter quickly into the subject of Risk Theory. It can also be used by actuaries and financial practitioners for the optimization of their decisions and further by regulatory authorities for the stabilization of the insurance industry. The topic of extreme claims is especially presented as a crucial feature of the modern ruin probability.

Contents:

Readership: Researchers in probability and statistics, mathematical economics/game theory/operations research.
Key Features:

More books from World Scientific Publishing Company

Cover of the book BIOMAT 2012 by Dimitrios G Konstantinides
Cover of the book Digital Innovation by Dimitrios G Konstantinides
Cover of the book Matrix Spaces and Schur Multipliers by Dimitrios G Konstantinides
Cover of the book Microscopic and Macroscopic Simulation Techniques by Dimitrios G Konstantinides
Cover of the book Getting to Grips with Science by Dimitrios G Konstantinides
Cover of the book A Brief History of Economics by Dimitrios G Konstantinides
Cover of the book Analysis on Fock Spaces and Mathematical Theory of Quantum Fields by Dimitrios G Konstantinides
Cover of the book Saving Ourselves by Dimitrios G Konstantinides
Cover of the book Textbook of Occupational Medicine Practice by Dimitrios G Konstantinides
Cover of the book Journeys Through the Precision Frontier: Amplitudes for Colliders by Dimitrios G Konstantinides
Cover of the book Analysis and Differential Equations by Dimitrios G Konstantinides
Cover of the book Wisdom of the Martians of Science by Dimitrios G Konstantinides
Cover of the book Optical Properties of Graphene by Dimitrios G Konstantinides
Cover of the book The Selected Works of Roderick S C Wong by Dimitrios G Konstantinides
Cover of the book Brain vs Computer by Dimitrios G Konstantinides
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy