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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.



Abstract Harmonic Analysis

Abstract Harmonic Analysis Author Edwin Hewitt
ISBN-10 9781441986382
Release 2012-12-06
Pages 525
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Abstract Harmonic Analysis has been writing in one form or another for most of life. You can find so many inspiration from Abstract Harmonic Analysis also informative, and entertaining. Click DOWNLOAD or Read Online button to get full Abstract Harmonic Analysis book for free.



Theory of Stein Spaces

Theory of Stein Spaces Author H. Grauert
ISBN-10 9781475743579
Release 2013-03-14
Pages 252
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1. The classical theorem of Mittag-Leffler was generalized to the case of several complex variables by Cousin in 1895. In its one variable version this says that, if one prescribes the principal parts of a merom orphic function on a domain in the complex plane e, then there exists a meromorphic function defined on that domain having exactly those principal parts. Cousin and subsequent authors could only prove the analogous theorem in several variables for certain types of domains (e. g. product domains where each factor is a domain in the complex plane). In fact it turned out that this problem can not be solved on an arbitrary domain in em, m ~ 2. The best known example for this is a "notched" bicylinder in 2 2 e . This is obtained by removing the set { (z , z ) E e 11 z I ~ !, I z 1 ~ !}, from 1 2 1 2 2 the unit bicylinder, ~ :={(z , z ) E e llz1



Theory of Stochastic Processes

Theory of Stochastic Processes Author Dmytro Gusak
ISBN-10 0387878629
Release 2010-07-10
Pages 376
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Providing the necessary materials within a theoretical framework, this volume presents stochastic principles and processes, and related areas. Over 1000 exercises illustrate the concepts discussed, including modern approaches to sample paths and optimal stopping.



Methods of Bifurcation Theory

Methods of Bifurcation Theory Author S.-N. Chow
ISBN-10 9781461381594
Release 2012-12-06
Pages 525
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An alternative title for this book would perhaps be Nonlinear Analysis, Bifurcation Theory and Differential Equations. Our primary objective is to discuss those aspects of bifurcation theory which are particularly meaningful to differential equations. To accomplish this objective and to make the book accessible to a wider we have presented in detail much of the relevant background audience, material from nonlinear functional analysis and the qualitative theory of differential equations. Since there is no good reference for some of the mate rial, its inclusion seemed necessary. Two distinct aspects of bifurcation theory are discussed-static and dynamic. Static bifurcation theory is concerned with the changes that occur in the structure of the set of zeros of a function as parameters in the function are varied. If the function is a gradient, then variational techniques play an important role and can be employed effectively even for global problems. If the function is not a gradient or if more detailed information is desired, the general theory is usually local. At the same time, the theory is constructive and valid when several independent parameters appear in the function. In differential equations, the equilibrium solutions are the zeros of the vector field. Therefore, methods in static bifurcation theory are directly applicable.



Acta scientiarum mathematicarum

Acta scientiarum mathematicarum Author
ISBN-10 UCAL:B4474167
Release 1971
Pages
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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.



Books in Print

Books in Print Author
ISBN-10 STANFORD:36105022609999
Release 1997
Pages
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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.



Cahiers Centre D tudes de Recherche Op rationnelle

Cahiers   Centre D   tudes de Recherche Op  rationnelle Author
ISBN-10 UVA:X001697964
Release 1970
Pages
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Cahiers

Cahiers Author
ISBN-10 STANFORD:36105000950209
Release 1971
Pages
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Books in Series

Books in Series Author
ISBN-10 0835221091
Release 1985
Pages 1756
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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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