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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 essential for modern insurance practices
Assuming competence in probability calculus, this book will provide a fairly rigorous treatment of insurance risk theory recommended for researchers and students interested in applied probability as well as practitioners of actuarial sciences.
Wiley Series in Probability and Statistics
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 essential for modern insurance practices
Assuming competence in probability calculus, this book will provide a fairly rigorous treatment of insurance risk theory recommended for researchers and students interested in applied probability as well as practitioners of actuarial sciences.
Wiley Series in Probability and Statistics
Tomasz Rolski, Mathematical Institute, University of Wroclaw, Poland.
Hanspeter Schmidli, Department of Theoretical Statistics, Aarhus University, Denmark.
Volker Schmidt, Faculty of Mathematics and Economics, University of Ulm, Germany.
Jozef Teugels, Department of Mathematics, Catholic University of Leuven, Belgium.
Concepts from Insurance and Finance.
Probability Distributions.
Premiums and Ordering of Risks.
Distributions of Aggregate Claim Amount.
Risk Processes.
Renewal Processes and Random Walks.
Markov Chains.
Continuous-Time Markov Models.
Martingale Techniques I.
Martingale Techniques II.
Piecewise Deterministic Markov Processes.
Point Processes.
Diffusion Models.
Distribution Tables.
References.
Index.
Erscheinungsjahr: | 1999 |
---|---|
Fachbereich: | Wahrscheinlichkeitstheorie |
Genre: | Mathematik |
Rubrik: | Naturwissenschaften & Technik |
Medium: | Buch |
Inhalt: |
XVIII
654 S. |
ISBN-13: | 9780471959250 |
ISBN-10: | 0471959251 |
Sprache: | Englisch |
Einband: | Gebunden |
Autor: |
Rolski, Tomasz
Schmidli, Hanspeter Schmidt, Volker Teugels, Jozef L |
Hersteller: |
Wiley
John Wiley & Sons |
Maße: | 235 x 157 x 44 mm |
Von/Mit: | Tomasz Rolski (u. a.) |
Erscheinungsdatum: | 12.03.1999 |
Gewicht: | 1,247 kg |
Tomasz Rolski, Mathematical Institute, University of Wroclaw, Poland.
Hanspeter Schmidli, Department of Theoretical Statistics, Aarhus University, Denmark.
Volker Schmidt, Faculty of Mathematics and Economics, University of Ulm, Germany.
Jozef Teugels, Department of Mathematics, Catholic University of Leuven, Belgium.
Concepts from Insurance and Finance.
Probability Distributions.
Premiums and Ordering of Risks.
Distributions of Aggregate Claim Amount.
Risk Processes.
Renewal Processes and Random Walks.
Markov Chains.
Continuous-Time Markov Models.
Martingale Techniques I.
Martingale Techniques II.
Piecewise Deterministic Markov Processes.
Point Processes.
Diffusion Models.
Distribution Tables.
References.
Index.
Erscheinungsjahr: | 1999 |
---|---|
Fachbereich: | Wahrscheinlichkeitstheorie |
Genre: | Mathematik |
Rubrik: | Naturwissenschaften & Technik |
Medium: | Buch |
Inhalt: |
XVIII
654 S. |
ISBN-13: | 9780471959250 |
ISBN-10: | 0471959251 |
Sprache: | Englisch |
Einband: | Gebunden |
Autor: |
Rolski, Tomasz
Schmidli, Hanspeter Schmidt, Volker Teugels, Jozef L |
Hersteller: |
Wiley
John Wiley & Sons |
Maße: | 235 x 157 x 44 mm |
Von/Mit: | Tomasz Rolski (u. a.) |
Erscheinungsdatum: | 12.03.1999 |
Gewicht: | 1,247 kg |