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Mathematical Methods in Risk Theory

Mathematical Methods in Risk Theory Author Hans Bühlmann
ISBN-10 9783540307112
Release 2007-06-15
Pages 210
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From the reviews: "The huge literature in risk theory has been carefully selected and supplemented by personal contributions of the author, many of which appear here for the first time. The result is a systematic and very readable book, which takes into account the most recent developments of the field. It will be of great interest to the actuary as well as to the statistician . . ." -- Math. Reviews Vol. 43



Lectures on Risk Theory

Lectures on Risk Theory Author
ISBN-10 9783322905703
Release 2012-12-06
Pages 200
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Twenty-five years ago, Hans Blihlmann published his famous monograph Mathe matical Methods in Risk Theory in the series Grundlehren der Mathematischen Wis8enschaften and thus established nonlife actuarial mathematics as a recognized subject of probability theory and statistics with a glance towards economics. This book was my guide to the subject when I gave my first course on nonlife actuarial mathematics in Summer 1988, but at the same time I tried to incorporate into my lectures parts of the rapidly growing literature in this area which to a large extent was inspired by Blihlmann's book. The present book is entirely devoted to a single topic of risk theory: Its subject is the development in time of a fixed portfolio of risks. The book thus concentrates on the claim number process and its relatives, the claim arrival process, the aggregate claims process, the risk process, and the reserve process. Particular emphasis is laid on characterizations of various classes of claim number processes, which provide alternative criteria for model selection, and on their relation to the trinity of the binomial, Poisson, and negativebinomial distributions. Special attention is also paid to the mixed Poisson process, which is a useful model in many applications, to the problems of thinning, decomposition, and superposition of risk processe8, which are important with regard to reinsurance, and to the role of martingales, which occur in a natural way in canonical situations.



Life Insurance Mathematics

Life Insurance Mathematics Author Hans U. Gerber
ISBN-10 9783662034606
Release 2013-11-11
Pages 217
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From the reviews: "The highly esteemed 1990 first edition of this book now appears in a much expanded second edition. The difference between the first two English editions is entirely due to the addition of numerous exercises. The result is a truly excellent book, balancing ideally between theory and practice. ....As already hinted at above, this book provides the ideal bridge between the classical (deterministic) life insurance theory and the emerging dynamic models based on stochastic processes and the modern theory of finance. The structure of the bridge is very solid, though at the same time pleasant to walk along. I have no doubt that Gerber's book will become the standard text for many years to come. Metrika, 44, 1996, 2



Monte Carlo Methods and Models in Finance and Insurance

Monte Carlo Methods and Models in Finance and Insurance Author Ralf Korn
ISBN-10 1420076191
Release 2010-02-26
Pages 484
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Offering a unique balance between applications and calculations, Monte Carlo Methods and Models in Finance and Insurance incorporates the application background of finance and insurance with the theory and applications of Monte Carlo methods. It presents recent methods and algorithms, including the multilevel Monte Carlo method, the statistical Romberg method, and the Heath–Platen estimator, as well as recent financial and actuarial models, such as the Cheyette and dynamic mortality models. The authors separately discuss Monte Carlo techniques, stochastic process basics, and the theoretical background and intuition behind financial and actuarial mathematics, before bringing the topics together to apply the Monte Carlo methods to areas of finance and insurance. This allows for the easy identification of standard Monte Carlo tools and for a detailed focus on the main principles of financial and insurance mathematics. The book describes high-level Monte Carlo methods for standard simulation and the simulation of stochastic processes with continuous and discontinuous paths. It also covers a wide selection of popular models in finance and insurance, from Black–Scholes to stochastic volatility to interest rate to dynamic mortality. Through its many numerical and graphical illustrations and simple, insightful examples, this book provides a deep understanding of the scope of Monte Carlo methods and their use in various financial situations. The intuitive presentation encourages readers to implement and further develop the simulation methods.



Handbook of Insurance

Handbook of Insurance Author Georges Dionne
ISBN-10 0792378709
Release 2000-01-01
Pages 974
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In the 1970's, the research agenda in insurance was dominatedby optimal insurance coverage, security design, and equilibrium underconditions of imperfect information. The 1980's saw a growth oftheoretical developments including non-expected utility, pricevolatility, retention capacity, the pricing and design of insurancecontracts in the presence of multiple risks, and the liabilityinsurance crisis. The empirical study of information problems, financial derivatives, and large losses due to catastrophic eventsdominated the research agenda in the 1990's.The "Handbook of Insurance" provides a single reference source oninsurance for professors, researchers, graduate students, regulators, consultants, and practitioners, that reviews the research developmentsin insurance and its related fields that have occurred over the lastthirty years. The book starts with the history and foundations ofinsurance theory and moves on to review asymmetric information, riskmanagement and insurance pricing, and the industrial organization ofinsurance markets. The book ends with life insurance, pensions, andeconomic security.Each chapter has been written by a leading authority in insurance, allcontributions have been peer reviewed, and each chapter can be readindependently of the others.



Books in Print

Books in Print Author
ISBN-10 STANFORD:36105022609999
Release 1997
Pages
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Books in Print has been writing in one form or another for most of life. You can find so many inspiration from Books in Print also informative, and entertaining. Click DOWNLOAD or Read Online button to get full Books in Print book for free.



Software risk management

Software risk management Author Barry W. Boehm
ISBN-10 0818689064
Release 1989-08
Pages 496
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Software risk management has been writing in one form or another for most of life. You can find so many inspiration from Software risk management also informative, and entertaining. Click DOWNLOAD or Read Online button to get full Software risk management book for free.



Acta scientiarum mathematicarum

Acta scientiarum mathematicarum Author
ISBN-10 UCAL:B4474167
Release 1971
Pages
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Acta scientiarum mathematicarum has been writing in one form or another for most of life. You can find so many inspiration from Acta scientiarum mathematicarum also informative, and entertaining. Click DOWNLOAD or Read Online button to get full Acta scientiarum mathematicarum book for free.



Developments in computer technology and mathematical modelling in relation to the work of actuaries

Developments in computer technology and mathematical modelling in relation to the work of actuaries Author
ISBN-10 0949494046
Release 1984
Pages 422
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Developments in computer technology and mathematical modelling in relation to the work of actuaries has been writing in one form or another for most of life. You can find so many inspiration from Developments in computer technology and mathematical modelling in relation to the work of actuaries also informative, and entertaining. Click DOWNLOAD or Read Online button to get full Developments in computer technology and mathematical modelling in relation to the work of actuaries book for free.



Continuous Martingales and Brownian Motion

Continuous Martingales and Brownian Motion Author Daniel Revuz
ISBN-10 9783662064009
Release 2013-03-09
Pages 602
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"This is a magnificent book! Its purpose is to describe in considerable detail a variety of techniques used by probabilists in the investigation of problems concerning Brownian motion....This is THE book for a capable graduate student starting out on research in probability: the effect of working through it is as if the authors are sitting beside one, enthusiastically explaining the theory, presenting further developments as exercises." –BULLETIN OF THE L.M.S.



Cahiers

Cahiers Author
ISBN-10 STANFORD:36105000950209
Release 1971
Pages
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Cahiers has been writing in one form or another for most of life. You can find so many inspiration from Cahiers also informative, and entertaining. Click DOWNLOAD or Read Online button to get full Cahiers book for free.



Books in Series

Books in Series Author
ISBN-10 0835221091
Release 1985
Pages 1756
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Books in Series has been writing in one form or another for most of life. You can find so many inspiration from Books in Series also informative, and entertaining. Click DOWNLOAD or Read Online button to get full Books in Series book for free.



Geometrical methods of nonlinear analysis

Geometrical methods of nonlinear analysis Author M.A. Krasnosel'skii
ISBN-10 3540129456
Release 1984
Pages 409
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Geometrical methods of nonlinear analysis has been writing in one form or another for most of life. You can find so many inspiration from Geometrical methods of nonlinear analysis also informative, and entertaining. Click DOWNLOAD or Read Online button to get full Geometrical methods of nonlinear analysis book for free.



Theory of Stein spaces

Theory of Stein spaces Author Hans Grauert
ISBN-10 3540903887
Release 1979
Pages 249
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Theory of Stein spaces has been writing in one form or another for most of life. You can find so many inspiration from Theory of Stein spaces also informative, and entertaining. Click DOWNLOAD or Read Online button to get full Theory of Stein spaces book for free.



The Analysis of Linear Partial Differential Operators Differential operators with constant coefficients

The Analysis of Linear Partial Differential Operators  Differential operators with constant coefficients Author Lars Hörmander
ISBN-10 0387121390
Release 1983-06
Pages 390
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The Analysis of Linear Partial Differential Operators Differential operators with constant coefficients has been writing in one form or another for most of life. You can find so many inspiration from The Analysis of Linear Partial Differential Operators Differential operators with constant coefficients also informative, and entertaining. Click DOWNLOAD or Read Online button to get full The Analysis of Linear Partial Differential Operators Differential operators with constant coefficients book for free.



Lectures from Markov Processes to Brownian Motion

Lectures from Markov Processes to Brownian Motion Author Kai Lai Chung
ISBN-10 UOM:39015054011625
Release 1982
Pages 239
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Mathematical Methods of Statistics

Mathematical Methods of Statistics Author
ISBN-10 UOM:39015068685133
Release 2006
Pages
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Mathematical Methods of Statistics has been writing in one form or another for most of life. You can find so many inspiration from Mathematical Methods of Statistics also informative, and entertaining. Click DOWNLOAD or Read Online button to get full Mathematical Methods of Statistics book for free.