Survival probabilities: the goal of risk theory
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Chichester [u.a.]
Wiley
1978
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | X, 103 S. |
| ISBN: | 0471996831 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV006136473 | ||
| 003 | DE-604 | ||
| 005 | 20230119 | ||
| 007 | t | ||
| 008 | 921030s1978 |||| 00||| eng d | ||
| 020 | |a 0471996831 |9 0-471-99683-1 | ||
| 035 | |a (OCoLC)3893513 | ||
| 035 | |a (DE-599)BVBBV006136473 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-12 |a DE-703 |a DE-739 |a DE-945 |a DE-19 |a DE-20 |a DE-706 |a DE-N2 |a DE-83 |a DE-11 |a DE-188 | ||
| 050 | 0 | |a HG8053 | |
| 082 | 0 | |a 368 |2 18 | |
| 084 | |a QQ 600 |0 (DE-625)141985: |2 rvk | ||
| 084 | |a SK 850 |0 (DE-625)143263: |2 rvk | ||
| 084 | |a SK 980 |0 (DE-625)143277: |2 rvk | ||
| 084 | |a SK 800 |0 (DE-625)143256: |2 rvk | ||
| 100 | 1 | |a Seal, Hilary L. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Survival probabilities |b the goal of risk theory |c Hilary L. Seal |
| 264 | 1 | |a Chichester [u.a.] |b Wiley |c 1978 | |
| 300 | |a X, 103 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 650 | 4 | |a Risque (Assurance) | |
| 650 | 7 | |a Risque (assurance) |2 ram | |
| 650 | 4 | |a Risk (Insurance) | |
| 650 | 0 | 7 | |a Versicherung |0 (DE-588)4063173-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Risikotheorie |0 (DE-588)4135592-1 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Risikotheorie |0 (DE-588)4135592-1 |D s |
| 689 | 0 | 1 | |a Versicherung |0 (DE-588)4063173-4 |D s |
| 689 | 0 | |5 DE-604 | |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=003878074&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 940 | 1 | |q TUB-nveb | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-003878074 | ||
| 980 | 4 | |a (DE-12)AK20080098 | |
Datensatz im Suchindex
| _version_ | 1804120361162244096 |
|---|---|
| adam_text | Contents
1. Historical Introduction 1
The random variables Y and T 1
Barrois and Dormoy 2
Filip Lundberg 3
The Poisson process 4
Lundberg s formula for F(x, t), the df of aggregate claims 5
The Spielf onds and ruin of the company 6
2. The Choices for pn(t) and JS(-); the Simplest Model of a Nonlife Com¬
pany; and the Use of Queueing Techniques 9
The Poisson, negative binomial and generalized Waring distribu¬
tions 9
Distributions used for B{ •) ! 4
Queueing models 16
U(w, t) for the M/M/1 case 17
Arfwedson s formula for U(w, i) 19
Survival through the Kth claim 22
Vale to queueing techniques 25
3. A Computational Accessory — The Laplace Transform 26
De Moivre s Lemma 26
Numerical illustration 27
Inverting a generating function 29
Fourier reciprocal relations and the Laplace transform 31
Inversion formulas 33
Numerical illustration 35
Real and imaginary forms of/3(s) 40
4. The Probability of f-year Survival 43
An operational formula for U(w, t) 43
Arfwedson and Thyrion: an imaginary collaboration 48
ix
x CONTENTS
Numerical evaluation of relation (1) 49
Beard s formula for Wn(w) 52
5. Approximations and Controls 54
Approximations to F(x, t) 54
Approximate calculation of U(w, t) 56
Calculation of U(w) 59
Appendix: Computer Programs 64
BESSEL 64
DEMOIV 67
TRIALS 70
GETUWT 78
GETBRM 83
POLLAK 88
DEMUWT 90
UINTEG 94
Bibliography 97
Index 101
|
| any_adam_object | 1 |
| author | Seal, Hilary L. |
| author_facet | Seal, Hilary L. |
| author_role | aut |
| author_sort | Seal, Hilary L. |
| author_variant | h l s hl hls |
| building | Verbundindex |
| bvnumber | BV006136473 |
| callnumber-first | H - Social Science |
| callnumber-label | HG8053 |
| callnumber-raw | HG8053 |
| callnumber-search | HG8053 |
| callnumber-sort | HG 48053 |
| callnumber-subject | HG - Finance |
| classification_rvk | QQ 600 SK 850 SK 980 SK 800 |
| ctrlnum | (OCoLC)3893513 (DE-599)BVBBV006136473 |
| dewey-full | 368 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 368 - Insurance |
| dewey-raw | 368 |
| dewey-search | 368 |
| dewey-sort | 3368 |
| dewey-tens | 360 - Social problems and services; associations |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01666nam a2200457 c 4500</leader><controlfield tag="001">BV006136473</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20230119 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">921030s1978 |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0471996831</subfield><subfield code="9">0-471-99683-1</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)3893513</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV006136473</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-12</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-945</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-706</subfield><subfield code="a">DE-N2</subfield><subfield code="a">DE-83</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-188</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG8053</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">368</subfield><subfield code="2">18</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QQ 600</subfield><subfield code="0">(DE-625)141985:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 850</subfield><subfield code="0">(DE-625)143263:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 980</subfield><subfield code="0">(DE-625)143277:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 800</subfield><subfield code="0">(DE-625)143256:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Seal, Hilary L.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Survival probabilities</subfield><subfield code="b">the goal of risk theory</subfield><subfield code="c">Hilary L. Seal</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Chichester [u.a.]</subfield><subfield code="b">Wiley</subfield><subfield code="c">1978</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">X, 103 S.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Risque (Assurance)</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Risque (assurance)</subfield><subfield code="2">ram</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Risk (Insurance)</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Versicherung</subfield><subfield code="0">(DE-588)4063173-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Risikotheorie</subfield><subfield code="0">(DE-588)4135592-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Risikotheorie</subfield><subfield code="0">(DE-588)4135592-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Versicherung</subfield><subfield code="0">(DE-588)4063173-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=003878074&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">TUB-nveb</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-003878074</subfield></datafield><datafield tag="980" ind1="4" ind2=" "><subfield code="a">(DE-12)AK20080098</subfield></datafield></record></collection> |
| id | DE-604.BV006136473 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T16:40:52Z |
| institution | BVB |
| isbn | 0471996831 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-003878074 |
| oclc_num | 3893513 |
| open_access_boolean | |
| owner | DE-12 DE-703 DE-739 DE-945 DE-19 DE-BY-UBM DE-20 DE-706 DE-N2 DE-83 DE-11 DE-188 |
| owner_facet | DE-12 DE-703 DE-739 DE-945 DE-19 DE-BY-UBM DE-20 DE-706 DE-N2 DE-83 DE-11 DE-188 |
| physical | X, 103 S. |
| psigel | TUB-nveb |
| publishDate | 1978 |
| publishDateSearch | 1978 |
| publishDateSort | 1978 |
| publisher | Wiley |
| record_format | marc |
| spelling | Seal, Hilary L. Verfasser aut Survival probabilities the goal of risk theory Hilary L. Seal Chichester [u.a.] Wiley 1978 X, 103 S. txt rdacontent n rdamedia nc rdacarrier Risque (Assurance) Risque (assurance) ram Risk (Insurance) Versicherung (DE-588)4063173-4 gnd rswk-swf Risikotheorie (DE-588)4135592-1 gnd rswk-swf Risikotheorie (DE-588)4135592-1 s Versicherung (DE-588)4063173-4 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=003878074&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Seal, Hilary L. Survival probabilities the goal of risk theory Risque (Assurance) Risque (assurance) ram Risk (Insurance) Versicherung (DE-588)4063173-4 gnd Risikotheorie (DE-588)4135592-1 gnd |
| subject_GND | (DE-588)4063173-4 (DE-588)4135592-1 |
| title | Survival probabilities the goal of risk theory |
| title_auth | Survival probabilities the goal of risk theory |
| title_exact_search | Survival probabilities the goal of risk theory |
| title_full | Survival probabilities the goal of risk theory Hilary L. Seal |
| title_fullStr | Survival probabilities the goal of risk theory Hilary L. Seal |
| title_full_unstemmed | Survival probabilities the goal of risk theory Hilary L. Seal |
| title_short | Survival probabilities |
| title_sort | survival probabilities the goal of risk theory |
| title_sub | the goal of risk theory |
| topic | Risque (Assurance) Risque (assurance) ram Risk (Insurance) Versicherung (DE-588)4063173-4 gnd Risikotheorie (DE-588)4135592-1 gnd |
| topic_facet | Risque (Assurance) Risque (assurance) Risk (Insurance) Versicherung Risikotheorie |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=003878074&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT sealhilaryl survivalprobabilitiesthegoalofrisktheory |