Ruin Probabilities

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  • Publisher : World Scientific
  • Release : 13 August 2022
  • ISBN : 9789814282529
  • Page : 602 pages
  • Rating : 4.5/5 from 103 voters

Ruin Probabilities Book PDF summary

The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cram‚r?Lundberg approximation, exact solutions, other approximations (e.g., for heavy-tailed claim size distributions), finite horizon ruin probabilities, extensions of the classical compound Poisson model to allow for reserve-dependent premiums, Markov-modulation, periodicity, change of measure techniques, phase-type distributions as a computational vehicle and the connection to other applied probability areas, like queueing theory. In this substantially updated and extended second version, new topics include stochastic control, fluctuation theory for Levy processes, Gerber?Shiu functions and dependence.

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Ruin Probabilities

Ruin Probabilities
  • Author : S?ren Asmussen,Hansj”rg Albrecher
  • Publisher : World Scientific
  • Release Date : 2010
  • ISBN : 9789814282529
DOWNLOAD BOOKRuin Probabilities

The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cram‚r?Lundberg approximation, exact solutions, other approximations (e.g., for heavy-tailed claim size distributions), finite horizon ruin probabilities, extensions of the classical compound Poisson model to allow for reserve-dependent premiums, Markov-modulation, periodicity, change of measure techniques, phase-type distributions as a computational vehicle and the connection to other applied probability areas, like queueing theory. In this substantially updated

Ruin Probabilities

Ruin Probabilities
  • Author : Yuliya Mishura,Olena Ragulina
  • Publisher : Elsevier
  • Release Date : 2016-11-08
  • ISBN : 9780081020982
DOWNLOAD BOOKRuin Probabilities

Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach deals with continuous-time risk models and covers several aspects of risk theory. The first of them is the smoothness of the survival probabilities. In particular, the book provides a detailed investigation of the continuity and differentiability of the infinite-horizon and finite-horizon survival probabilities for different risk models. Next, it gives some possible applications of the results concerning the smoothness of the survival probabilities. Additionally, the book introduces the supermartingale approach, which generalizes the martingale

Ruin Probabilities

Ruin Probabilities
  • Author : Asmussen Soren
  • Publisher : World Scientific
  • Release Date : 2000-07-24
  • ISBN : 9789814500326
DOWNLOAD BOOKRuin Probabilities

The book is a comprehensive treatment of classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramér-Lundberg approximation, exact solutions, other approximations (eg. for heavy-tailed claim size distributions), finite horizon ruin probabilities, extensions of the classical compound Poisson model to allow for reserve-dependent premiums, Markov-modulation or periodicity. Special features of the book are the emphasis on change of measure techniques, phase-type distributions as a computational vehicle and the connection to other applied probability areas

Ruin Probabilities

Ruin Probabilities
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 2022-08-13
  • ISBN : 9789814466929
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Encyclopedia of Quantitative Risk Analysis and Assessment

Encyclopedia of Quantitative Risk Analysis and Assessment
  • Author : Anonim
  • Publisher : John Wiley & Sons
  • Release Date : 2008-09-02
  • ISBN : 9780470035498
DOWNLOAD BOOKEncyclopedia of Quantitative Risk Analysis and Assessment

Leading the way in this field, the Encyclopedia of Quantitative Risk Analysis and Assessment is the first publication to offer a modern, comprehensive and in-depth resource to the huge variety of disciplines involved. A truly international work, its coverage ranges across risk issues pertinent to life scientists, engineers, policy makers, healthcare professionals, the finance industry, the military and practising statisticians. Drawing on the expertise of world-renowned authors and editors in this field this title provides up-to-date material on drug safety,

Insurance Risk and Ruin

Insurance Risk and Ruin
  • Author : David C. M. Dickson
  • Publisher : Cambridge University Press
  • Release Date : 2016-10-31
  • ISBN : 9781107154605
DOWNLOAD BOOKInsurance Risk and Ruin

Balancing rigor and intuition, the new edition of this first course in risk theory has added exercises and expands on contemporary topics.

Retirement Income Recipes in R

Retirement Income Recipes in R
  • Author : Moshe Arye Milevsky
  • Publisher : Springer Nature
  • Release Date : 2020-09-26
  • ISBN : 9783030514341
DOWNLOAD BOOKRetirement Income Recipes in R

This book provides computational tools that readers can use to flourish in the retirement income industry. Each chapter describes recipe-like algorithms and explains how to implement them via simple scripts in the freely available R coding language. Students can use those skills to generate quantitative answers to the most common questions in retirement income planning, as well as to develop a deeper understanding of the finance and economics underlying the field itself. The book will be an excellent asset for

Modern Actuarial Risk Theory

Modern Actuarial Risk Theory
  • Author : Rob Kaas,Marc Goovaerts,Jan Dhaene
  • Publisher : Springer Science & Business Media
  • Release Date : 2008-12-03
  • ISBN : 9783540867364
DOWNLOAD BOOKModern Actuarial Risk Theory

Modern Actuarial Risk Theory contains what every actuary needs to know about non-life insurance mathematics. It starts with the standard material like utility theory, individual and collective model and basic ruin theory. Other topics are risk measures and premium principles, bonus-malus systems, ordering of risks and credibility theory. It also contains some chapters about Generalized Linear Models, applied to rating and IBNR problems. As to the level of the mathematics, the book would fit in a bachelors or masters program

Actuarial Research Clearing House

Actuarial Research Clearing House
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 2001
  • ISBN : UOM:39015053988294
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Stochastic Processes for Insurance and Finance

Stochastic Processes for Insurance and Finance
  • Author : Tomasz Rolski,Hanspeter Schmidli,V. Schmidt,Jozef L. Teugels
  • Publisher : John Wiley & Sons
  • Release Date : 2009-09-25
  • ISBN : 9780470317884
DOWNLOAD BOOKStochastic Processes for Insurance and Finance

Stochastic Processes for Insurance and Finance offers a thorough yet accessible reference for researchers and practitioners of insurance mathematics. Building on recent and rapid developments in applied probability, the authors describe in general terms models based on Markov processes, martingales and various types of point processes. Discussing frequently asked insurance questions, the authors present a coherent overview of the subject and specifically address: The principal concepts from insurance and finance Practical examples with real life data Numerical and algorithmic procedures

Ruin Probabilities

Ruin Probabilities
  • Author : S?ren Asmussen
  • Publisher : World Scientific
  • Release Date : 2000
  • ISBN : 9789812779311
DOWNLOAD BOOKRuin Probabilities

The text is a treatment of classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramer-Lundberg approximation, exact solutions, other approximations (for example, for heavy-tailed claim size distributions), finite horizon ruin probabilities, extensions of the classical compound Poisson model to allow for reserve-dependent premiums, Markov-modulation or periodicity. Special features of the book are the emphasis on change of measure techniques, phase-type distributions as computational vehicle and the connection to other applied probability areas like queueing

Incerto

Incerto
  • Author : Nassim Nicholas Taleb
  • Publisher : Random House Trade
  • Release Date : 2021-05-04
  • ISBN : 9780593243657
DOWNLOAD BOOKIncerto

The landmark five-book series--all together in one boxed set The Incerto is an investigation of opacity, luck, uncertainty, probability, human error, risk, and decision making when we don't understand the world, expressed in the form of a personal essay with autobiographical sections, stories, parables, and philosophical, historical, and scientific discussions, in non-overlapping volumes that can be accessed in any order. The main thread is that while there is inordinate uncertainty about what is going on, there is great certainty as

Skin in the Game

Skin in the Game
  • Author : Nassim Nicholas Taleb
  • Publisher : Random House
  • Release Date : 2018-02-27
  • ISBN : 9780425284636
DOWNLOAD BOOKSkin in the Game

#1 NEW YORK TIMES BESTSELLER • A bold work from the author of The Black Swan that challenges many of our long-held beliefs about risk and reward, politics and religion, finance and personal responsibility In his most provocative and practical book yet, one of the foremost thinkers of our time redefines what it means to understand the world, succeed in a profession, contribute to a fair and just society, detect nonsense, and influence others. Citing examples ranging from Hammurabi to Seneca, Antaeus

Nonlinear Mathematics for Uncertainty and its Applications

Nonlinear Mathematics for Uncertainty and its Applications
  • Author : Shoumei Li,Xia Wang,Yoshiaki Okazaki,Jun Kawabe,Toshiaki Murofushi,Li Guan
  • Publisher : Springer Science & Business Media
  • Release Date : 2011-07-21
  • ISBN : 9783642228339
DOWNLOAD BOOKNonlinear Mathematics for Uncertainty and its Applications

This volume is a collection of papers presented at the international conference on Nonlinear Mathematics for Uncertainty and Its Applications (NLMUA2011), held at Beijing University of Technology during the week of September 7--9, 2011. The conference brought together leading researchers and practitioners involved with all aspects of nonlinear mathematics for uncertainty and its applications. Over the last fifty years there have been many attempts in extending the theory of classical probability and statistical models to the generalized one which can cope

Trends in Mathematical, Information and Data Sciences

Trends in Mathematical, Information and Data Sciences
  • Author : Narayanaswamy Balakrishnan,María Ángeles Gil,Nirian Martín,Domingo Morales,María del Carmen Pardo
  • Publisher : Springer Nature
  • Release Date : 2022-06-27
  • ISBN : 9783031041372
DOWNLOAD BOOKTrends in Mathematical, Information and Data Sciences

This book involves ideas/results from the topics of mathematical, information, and data sciences, in connection with the main research interests of Professor Pardo that can be summarized as Information Theory with Applications to Statistical Inference. This book is a tribute to Professor Leandro Pardo, who has chaired the Department of Statistics and OR of the Complutense University in Madrid, and he has been also President of the Spanish Society of Statistics and Operations Research. In this way, the contributions