Risk theory /

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Bibliographic Details
Author / Creator:Schmidli, Hanspeter, author.
Imprint:Cham : Springer, [2017]
Description:1 online resource
Series:Springer actuarial lecture notes
Springer actuarial lecture notes.
Subject:Risk (Insurance) -- Mathematical models.
Risk assessment -- Mathematical models.
Risk -- Mathematical models.
BUSINESS & ECONOMICS -- Insurance -- Risk Assessment & Management.
Game theory.
Insurance & actuarial studies.
Risk assessment -- Mathematical models.
Risk (Insurance) -- Mathematical models.
Risk -- Mathematical models.
Electronic books.
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11654194
Hidden Bibliographic Details
Digital file characteristics:text file PDF
Notes:Online resource; title from PDF title page (EBSCO, viewed April 10, 2018)
Summary:This book provides an overview of classical actuarial techniques, including material that is not readily accessible elsewhere such as the Ammeter risk model and the Markov-modulated risk model. Other topics covered include utility theory, credibility theory, claims reserving and ruin theory. The author treats both theoretical and practical aspects and also discusses links to Solvency II. Written by one of the leading experts in the field, these lecture notes serve as a valuable introduction to some of the most frequently used methods in non-life insurance. They will be of particular interest to graduate students, researchers and practitioners in insurance, finance and risk management.
Other form:Print version: Schmidli, Hanspeter. Risk theory. Cham : Springer, [2017] 331972004X 9783319720043
Standard no.:10.1007/978-3-319-72005-0