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Self Similar Processes In Collective Risk Theory
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Book Synopsis Ruin Probabilities (2nd Edition) by : Soren Asmussen
Download or read book Ruin Probabilities (2nd Edition) written by Soren Asmussen and published by World Scientific. This book was released on 2010-09-09 with total page 621 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramér-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.
Book Synopsis Ruin Probabilities by : S?ren Asmussen
Download or read book Ruin Probabilities written by S?ren Asmussen and published by World Scientific. This book was released on 2000 with total page 399 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 like queueing theory.
Book Synopsis Long Range Dependence by : Gennady Samorodnitsky
Download or read book Long Range Dependence written by Gennady Samorodnitsky and published by Now Publishers Inc. This book was released on 2007 with total page 109 pages. Available in PDF, EPUB and Kindle. Book excerpt: Long Range Dependence is a wide ranging survey of the ideas, models and techniques associated with the notion of long memory. It will serve as an invaluable reference source for researchers studying long range dependence, for those building long memory models, and for people who are trying to detect the possible presence of long memory in data.
Book Synopsis Statistical Tools for Finance and Insurance by : Pavel Čižek
Download or read book Statistical Tools for Finance and Insurance written by Pavel Čižek and published by Springer Science & Business Media. This book was released on 2005 with total page 534 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistical Tools in Finance and Insurance presents ready-to-use solutions, theoretical developments and method construction for many practical problems in quantitative finance and insurance. Written by practitioners and leading academics in the field, this book offers a unique combination of topics from which every market analyst and risk manager will benefit. Covering topics such as heavy tailed distributions, implied trinomial trees, support vector machines, valuation of mortgage-backed securities, pricing of CAT bonds, simulation of risk processes and ruin probability approximation, the book does not only offer practitioners insight into new methods for their applications, but it also gives theoreticians insight into the applicability of the stochastic technology. Additionally, the book provides the tools, instruments and (online) algorithms for recent techniques in quantitative finance and modern treatments in insurance calculations. Written in an accessible and engaging style, this self-instructional book makes a good use of extensive examples and full explanations. Thenbsp;design of the text links theory and computational tools in an innovative way. All Quantlets for the calculation of examples given in the text are supported by the academic edition of XploRe and may be executed via XploRe Quantlet Server (XQS). The downloadable electronic edition of the book enables one to run, modify, and enhance all Quantlets on the spot.
Book Synopsis Risk Processes Driven by Stationary Stable Streams of Claims by : Uğur Tuncay Alparslan
Download or read book Risk Processes Driven by Stationary Stable Streams of Claims written by Uğur Tuncay Alparslan and published by . This book was released on 2006 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Probability and Mathematical Statistics by :
Download or read book Probability and Mathematical Statistics written by and published by . This book was released on 2005 with total page 430 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Statistical Tools for Finance and Insurance by : Pavel Cizek
Download or read book Statistical Tools for Finance and Insurance written by Pavel Cizek and published by Springer Science & Business Media. This book was released on 2011-03-18 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistical Tools for Finance and Insurance presents ready-to-use solutions, theoretical developments and method construction for many practical problems in quantitative finance and insurance. Written by practitioners and leading academics in the field, this book offers a unique combination of topics from which every market analyst and risk manager will benefit. Features of the significantly enlarged and revised second edition: Offers insight into new methods and the applicability of the stochastic technology Provides the tools, instruments and (online) algorithms for recent techniques in quantitative finance and modern treatments in insurance calculations Covers topics such as - expected shortfall for heavy tailed and mixture distributions* - pricing of variance swaps* - volatility smile calibration in FX markets - pricing of catastrophe bonds and temperature derivatives* - building loss models and ruin probability approximation - insurance pricing with GLM* - equity linked retirement plans*(new topics in the second edition marked with*) Presents extensive examples
Download or read book Mathematical Reviews written by and published by . This book was released on 2004 with total page 1574 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Stochastic-Process Limits by : Ward Whitt
Download or read book Stochastic-Process Limits written by Ward Whitt and published by Springer Science & Business Media. This book was released on 2006-04-11 with total page 616 pages. Available in PDF, EPUB and Kindle. Book excerpt: From the reviews: "The material is self-contained, but it is technical and a solid foundation in probability and queuing theory is beneficial to prospective readers. [... It] is intended to be accessible to those with less background. This book is a must to researchers and graduate students interested in these areas." ISI Short Book Reviews
Book Synopsis Non-Life Insurance Mathematics by : Thomas Mikosch
Download or read book Non-Life Insurance Mathematics written by Thomas Mikosch and published by Springer Science & Business Media. This book was released on 2009-04-21 with total page 435 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Offers a mathematical introduction to non-life insurance and, at the same time, to a multitude of applied stochastic processes. It gives detailed discussions of the fundamental models for claim sizes, claim arrivals, the total claim amount, and their probabilistic properties....The reader gets to know how the underlying probabilistic structures allow one to determine premiums in a portfolio or in an individual policy." --Zentralblatt für Didaktik der Mathematik
Book Synopsis Current Index to Statistics, Applications, Methods and Theory by :
Download or read book Current Index to Statistics, Applications, Methods and Theory written by and published by . This book was released on 1999 with total page 948 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.
Book Synopsis Environments, Social Structure, and Population Dynamics by : Karim Al-Khafaji
Download or read book Environments, Social Structure, and Population Dynamics written by Karim Al-Khafaji and published by . This book was released on 2009 with total page 130 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Lectures on Risk Theory by : Klaus D. Schmidt
Download or read book Lectures on Risk Theory written by Klaus D. Schmidt and published by Springer Science & Business Media. This book was released on 1996 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt: "... Especially now, where from the side of mathematical finance interest is also shown for insurance-related products, a book like this one will definitely be instrumental in communicating the basic mathematical models to non-experts in insurance. I therefore welcome this book for its intended audience." P. Embrechts. Mathematical Reviews, Ann Arbor "... [The book] is useful as a detailed theoretical complement to one of the classical introductory texts on risk theory ...". M. Schweizer. Zentralblatt für Mathematik, Berlin "... The author's goals are clearly proclaimed at the outset, and they are pursued with persistence and integrity. The result is a book which is an integral whole, original in some respects, with interesting contributions. And no errors - not even a single misprint. I recommend it to every tutor of risk theory as a source of mathematically solid proofs and complete explorations of certain aspects of the subject." R. Norberg. Metrika, Heidelberg
Book Synopsis The New Palgrave Dictionary of Economics by :
Download or read book The New Palgrave Dictionary of Economics written by and published by Springer. This book was released on 2016-05-18 with total page 7493 pages. Available in PDF, EPUB and Kindle. Book excerpt: The award-winning The New Palgrave Dictionary of Economics, 2nd edition is now available as a dynamic online resource. Consisting of over 1,900 articles written by leading figures in the field including Nobel prize winners, this is the definitive scholarly reference work for a new generation of economists. Regularly updated! This product is a subscription based product.
Book Synopsis Encyclopedia of Actuarial Science, 3 Volume Set by : Jozef L. Teugels
Download or read book Encyclopedia of Actuarial Science, 3 Volume Set written by Jozef L. Teugels and published by John Wiley & Sons. This book was released on 2004-10-29 with total page 652 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Encyclopedia of Actuarial Science presents a timely and comprehensive body of knowledge designed to serve as an essential reference for the actuarial profession and all related business and financial activities, as well as researchers and students in actuarial science and related areas. Drawing on the experience of leading international editors and authors from industry and academic research the encyclopedia provides an authoritative exposition of both quantitative methods and practical aspects of actuarial science and insurance. The cross-disciplinary nature of the work is reflected not only in its coverage of key concepts from business, economics, risk, probability theory and statistics but also by the inclusion of supporting topics such as demography, genetics, operations research and informatics.
Book Synopsis Regular Variation by : N. H. Bingham
Download or read book Regular Variation written by N. H. Bingham and published by Cambridge University Press. This book was released on 1989-06-15 with total page 518 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive account of the theory and applications of regular variation.
Book Synopsis Modern Problems in Insurance Mathematics by : Dmitrii Silvestrov
Download or read book Modern Problems in Insurance Mathematics written by Dmitrii Silvestrov and published by Springer. This book was released on 2014-06-06 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a compilation of 21 papers presented at the International Cramér Symposium on Insurance Mathematics (ICSIM) held at Stockholm University in June, 2013. The book comprises selected contributions from several large research communities in modern insurance mathematics and its applications. The main topics represented in the book are modern risk theory and its applications, stochastic modelling of insurance business, new mathematical problems in life and non-life insurance and related topics in applied and financial mathematics. The book is an original and useful source of inspiration and essential reference for a broad spectrum of theoretical and applied researchers, research students and experts from the insurance business. In this way, Modern Problems in Insurance Mathematics will contribute to the development of research and academy–industry co-operation in the area of insurance mathematics and its applications.
