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 Semiconductor-Based Sensors by Dimitrios G Konstantinides
Cover of the book Lesson Study by Dimitrios G Konstantinides
Cover of the book Mathematics Problem-Solving Challenges for Secondary School Students and Beyond by Dimitrios G Konstantinides
Cover of the book The Rainbow and the Worm by Dimitrios G Konstantinides
Cover of the book Women's Cancers by Dimitrios G Konstantinides
Cover of the book Schisandra Chinensis by Dimitrios G Konstantinides
Cover of the book Multiscale and Multiresolution Approaches in Turbulence by Dimitrios G Konstantinides
Cover of the book The Tao of Innovation by Dimitrios G Konstantinides
Cover of the book Evidence-based Clinical Chinese Medicine by Dimitrios G Konstantinides
Cover of the book Climate Finance by Dimitrios G Konstantinides
Cover of the book Piecewise Linear Structures on Topological Manifolds by Dimitrios G Konstantinides
Cover of the book Fundamentals of Nanotransistors by Dimitrios G Konstantinides
Cover of the book Introduction to Numerical Simulation for Trade Theory and Policy by Dimitrios G Konstantinides
Cover of the book I Ching by Dimitrios G Konstantinides
Cover of the book A Walk Through Combinatorics 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