Risk Theory: The Stochastic Basis of Insurance
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Dordrecht
Springer Netherlands
1977
|
| Ausgabe: | Second Edition |
| Schriftenreihe: | Monographs on Applied Probability and Statistics
1 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | which the developments are appropriate in an elementary text book is open to doubt. Fortunately the proceedings of the conference arranged by the Society of Actuaries Research Committee in September 1974 provide an effective review of the ourrent position (Credibility, Theory and Applications, Ed. P. M. Kahn, Academic Press, 1975). It is doubtful if any practical use is now made of the Esscher approximation and the N-P method is much more convenient and of adequate accuracy in most practical work. Thus the first half of Chapter 6 is now largely of historical interest. Chapter 11 dealing with ruin probability during a finite time interval does not give an adequate view of the current importanoe of this topic but the position is fluid because of the considerable effort being expended in the search for practical methods of calculation. Formulae are, in general, complicated and involve extensive computer based quadratures or simulation techniques. The paper by Seal in the Scandinavian Actuarial Journal (The Numerical Calculation of U(w,t) the Probability of Non-ruin in an Interval (O,t) 1974) gives a recent treatment and a fairly complete list of relevant references. In many countries studies are currently in progress in the development of models for business planning where the basic operations involve a stochastic process. Not only are insurance companies interested but in many commercial and industrial firms the needs are significant so that a very large field exists for applications |
| Beschreibung: | 1 Online-Ressource (XVI, 195 p) |
| ISBN: | 9789400957817 9789400957831 |
| DOI: | 10.1007/978-94-009-5781-7 |
Internformat
MARC
| LEADER | 00000nmm a2200000zcb4500 | ||
|---|---|---|---|
| 001 | BV042415260 | ||
| 003 | DE-604 | ||
| 005 | 20171010 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 150316s1977 |||| o||u| ||||||eng d | ||
| 020 | |a 9789400957817 |c Online |9 978-94-009-5781-7 | ||
| 020 | |a 9789400957831 |c Print |9 978-94-009-5783-1 | ||
| 024 | 7 | |a 10.1007/978-94-009-5781-7 |2 doi | |
| 035 | |a (OCoLC)864071710 | ||
| 035 | |a (DE-599)BVBBV042415260 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-91 |a DE-83 | ||
| 082 | 0 | |a 50 |2 23 | |
| 084 | |a PHY 000 |2 stub | ||
| 100 | 1 | |a Beard, Robert Eric |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Risk Theory |b The Stochastic Basis of Insurance |c by Robert Eric Beard, Teivo Pentikäinen, Erkki Pesonen |
| 250 | |a Second Edition | ||
| 264 | 1 | |a Dordrecht |b Springer Netherlands |c 1977 | |
| 300 | |a 1 Online-Ressource (XVI, 195 p) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 1 | |a Monographs on Applied Probability and Statistics |v 1 | |
| 500 | |a which the developments are appropriate in an elementary text book is open to doubt. Fortunately the proceedings of the conference arranged by the Society of Actuaries Research Committee in September 1974 provide an effective review of the ourrent position (Credibility, Theory and Applications, Ed. P. M. Kahn, Academic Press, 1975). It is doubtful if any practical use is now made of the Esscher approximation and the N-P method is much more convenient and of adequate accuracy in most practical work. Thus the first half of Chapter 6 is now largely of historical interest. Chapter 11 dealing with ruin probability during a finite time interval does not give an adequate view of the current importanoe of this topic but the position is fluid because of the considerable effort being expended in the search for practical methods of calculation. Formulae are, in general, complicated and involve extensive computer based quadratures or simulation techniques. The paper by Seal in the Scandinavian Actuarial Journal (The Numerical Calculation of U(w,t) the Probability of Non-ruin in an Interval (O,t) 1974) gives a recent treatment and a fairly complete list of relevant references. In many countries studies are currently in progress in the development of models for business planning where the basic operations involve a stochastic process. Not only are insurance companies interested but in many commercial and industrial firms the needs are significant so that a very large field exists for applications | ||
| 650 | 4 | |a Science (General) | |
| 650 | 4 | |a Science, general | |
| 650 | 4 | |a Naturwissenschaft | |
| 650 | 0 | 7 | |a Versicherungsmathematik |0 (DE-588)4063194-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Risikotheorie |0 (DE-588)4135592-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Wahrscheinlichkeitstheorie |0 (DE-588)4079013-7 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Versicherung |0 (DE-588)4063173-4 |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 | |8 1\p |5 DE-604 | |
| 689 | 1 | 0 | |a Versicherungsmathematik |0 (DE-588)4063194-1 |D s |
| 689 | 1 | 1 | |a Wahrscheinlichkeitstheorie |0 (DE-588)4079013-7 |D s |
| 689 | 1 | |8 2\p |5 DE-604 | |
| 689 | 2 | 0 | |a Risikotheorie |0 (DE-588)4135592-1 |D s |
| 689 | 2 | 1 | |a Versicherungsmathematik |0 (DE-588)4063194-1 |D s |
| 689 | 2 | |8 3\p |5 DE-604 | |
| 700 | 1 | |a Pentikäinen, Teivo |d 1917-2006 |e Sonstige |0 (DE-588)170324826 |4 oth | |
| 700 | 1 | |a Pesonen, Erkki |e Sonstige |4 oth | |
| 830 | 0 | |a Monographs on Applied Probability and Statistics |v 1 |w (DE-604)BV002494005 |9 1 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/978-94-009-5781-7 |x Verlag |3 Volltext |
| 912 | |a ZDB-2-PHA |a ZDB-2-BAE | ||
| 940 | 1 | |q ZDB-2-PHA_Archive | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-027850753 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 883 | 1 | |8 2\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 883 | 1 | |8 3\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
Datensatz im Suchindex
| _version_ | 1804153082100056064 |
|---|---|
| any_adam_object | |
| author | Beard, Robert Eric |
| author_GND | (DE-588)170324826 |
| author_facet | Beard, Robert Eric |
| author_role | aut |
| author_sort | Beard, Robert Eric |
| author_variant | r e b re reb |
| building | Verbundindex |
| bvnumber | BV042415260 |
| classification_tum | PHY 000 |
| collection | ZDB-2-PHA ZDB-2-BAE |
| ctrlnum | (OCoLC)864071710 (DE-599)BVBBV042415260 |
| dewey-full | 50 |
| dewey-hundreds | 000 - Computer science, information, general works |
| dewey-ones | 050 - General serial publications |
| dewey-raw | 50 |
| dewey-search | 50 |
| dewey-sort | 250 |
| dewey-tens | 050 - General serial publications |
| discipline | Allgemeine Naturwissenschaft Physik |
| doi_str_mv | 10.1007/978-94-009-5781-7 |
| edition | Second Edition |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>04016nmm a2200637zcb4500</leader><controlfield tag="001">BV042415260</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20171010 </controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">150316s1977 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9789400957817</subfield><subfield code="c">Online</subfield><subfield code="9">978-94-009-5781-7</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9789400957831</subfield><subfield code="c">Print</subfield><subfield code="9">978-94-009-5783-1</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1007/978-94-009-5781-7</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)864071710</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV042415260</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-91</subfield><subfield code="a">DE-83</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">50</subfield><subfield code="2">23</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">PHY 000</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Beard, Robert Eric</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Risk Theory</subfield><subfield code="b">The Stochastic Basis of Insurance</subfield><subfield code="c">by Robert Eric Beard, Teivo Pentikäinen, Erkki Pesonen</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">Second Edition</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Dordrecht</subfield><subfield code="b">Springer Netherlands</subfield><subfield code="c">1977</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (XVI, 195 p)</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">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Monographs on Applied Probability and Statistics</subfield><subfield code="v">1</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">which the developments are appropriate in an elementary text book is open to doubt. Fortunately the proceedings of the conference arranged by the Society of Actuaries Research Committee in September 1974 provide an effective review of the ourrent position (Credibility, Theory and Applications, Ed. P. M. Kahn, Academic Press, 1975). It is doubtful if any practical use is now made of the Esscher approximation and the N-P method is much more convenient and of adequate accuracy in most practical work. Thus the first half of Chapter 6 is now largely of historical interest. Chapter 11 dealing with ruin probability during a finite time interval does not give an adequate view of the current importanoe of this topic but the position is fluid because of the considerable effort being expended in the search for practical methods of calculation. Formulae are, in general, complicated and involve extensive computer based quadratures or simulation techniques. The paper by Seal in the Scandinavian Actuarial Journal (The Numerical Calculation of U(w,t) the Probability of Non-ruin in an Interval (O,t) 1974) gives a recent treatment and a fairly complete list of relevant references. In many countries studies are currently in progress in the development of models for business planning where the basic operations involve a stochastic process. Not only are insurance companies interested but in many commercial and industrial firms the needs are significant so that a very large field exists for applications</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Science (General)</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Science, general</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Naturwissenschaft</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Versicherungsmathematik</subfield><subfield code="0">(DE-588)4063194-1</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="650" ind1="0" ind2="7"><subfield code="a">Wahrscheinlichkeitstheorie</subfield><subfield code="0">(DE-588)4079013-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</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="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="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Versicherungsmathematik</subfield><subfield code="0">(DE-588)4063194-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Wahrscheinlichkeitstheorie</subfield><subfield code="0">(DE-588)4079013-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="8">2\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="2" 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="2" ind2="1"><subfield code="a">Versicherungsmathematik</subfield><subfield code="0">(DE-588)4063194-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2=" "><subfield code="8">3\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Pentikäinen, Teivo</subfield><subfield code="d">1917-2006</subfield><subfield code="e">Sonstige</subfield><subfield code="0">(DE-588)170324826</subfield><subfield code="4">oth</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Pesonen, Erkki</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Monographs on Applied Probability and Statistics</subfield><subfield code="v">1</subfield><subfield code="w">(DE-604)BV002494005</subfield><subfield code="9">1</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1007/978-94-009-5781-7</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-2-PHA</subfield><subfield code="a">ZDB-2-BAE</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">ZDB-2-PHA_Archive</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-027850753</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">2\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">3\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield></record></collection> |
| id | DE-604.BV042415260 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:20:57Z |
| institution | BVB |
| isbn | 9789400957817 9789400957831 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027850753 |
| oclc_num | 864071710 |
| open_access_boolean | |
| owner | DE-91 DE-BY-TUM DE-83 |
| owner_facet | DE-91 DE-BY-TUM DE-83 |
| physical | 1 Online-Ressource (XVI, 195 p) |
| psigel | ZDB-2-PHA ZDB-2-BAE ZDB-2-PHA_Archive |
| publishDate | 1977 |
| publishDateSearch | 1977 |
| publishDateSort | 1977 |
| publisher | Springer Netherlands |
| record_format | marc |
| series | Monographs on Applied Probability and Statistics |
| series2 | Monographs on Applied Probability and Statistics |
| spelling | Beard, Robert Eric Verfasser aut Risk Theory The Stochastic Basis of Insurance by Robert Eric Beard, Teivo Pentikäinen, Erkki Pesonen Second Edition Dordrecht Springer Netherlands 1977 1 Online-Ressource (XVI, 195 p) txt rdacontent c rdamedia cr rdacarrier Monographs on Applied Probability and Statistics 1 which the developments are appropriate in an elementary text book is open to doubt. Fortunately the proceedings of the conference arranged by the Society of Actuaries Research Committee in September 1974 provide an effective review of the ourrent position (Credibility, Theory and Applications, Ed. P. M. Kahn, Academic Press, 1975). It is doubtful if any practical use is now made of the Esscher approximation and the N-P method is much more convenient and of adequate accuracy in most practical work. Thus the first half of Chapter 6 is now largely of historical interest. Chapter 11 dealing with ruin probability during a finite time interval does not give an adequate view of the current importanoe of this topic but the position is fluid because of the considerable effort being expended in the search for practical methods of calculation. Formulae are, in general, complicated and involve extensive computer based quadratures or simulation techniques. The paper by Seal in the Scandinavian Actuarial Journal (The Numerical Calculation of U(w,t) the Probability of Non-ruin in an Interval (O,t) 1974) gives a recent treatment and a fairly complete list of relevant references. In many countries studies are currently in progress in the development of models for business planning where the basic operations involve a stochastic process. Not only are insurance companies interested but in many commercial and industrial firms the needs are significant so that a very large field exists for applications Science (General) Science, general Naturwissenschaft Versicherungsmathematik (DE-588)4063194-1 gnd rswk-swf Risikotheorie (DE-588)4135592-1 gnd rswk-swf Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd rswk-swf Versicherung (DE-588)4063173-4 gnd rswk-swf Risikotheorie (DE-588)4135592-1 s Versicherung (DE-588)4063173-4 s 1\p DE-604 Versicherungsmathematik (DE-588)4063194-1 s Wahrscheinlichkeitstheorie (DE-588)4079013-7 s 2\p DE-604 3\p DE-604 Pentikäinen, Teivo 1917-2006 Sonstige (DE-588)170324826 oth Pesonen, Erkki Sonstige oth Monographs on Applied Probability and Statistics 1 (DE-604)BV002494005 1 https://doi.org/10.1007/978-94-009-5781-7 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Beard, Robert Eric Risk Theory The Stochastic Basis of Insurance Monographs on Applied Probability and Statistics Science (General) Science, general Naturwissenschaft Versicherungsmathematik (DE-588)4063194-1 gnd Risikotheorie (DE-588)4135592-1 gnd Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd Versicherung (DE-588)4063173-4 gnd |
| subject_GND | (DE-588)4063194-1 (DE-588)4135592-1 (DE-588)4079013-7 (DE-588)4063173-4 |
| title | Risk Theory The Stochastic Basis of Insurance |
| title_auth | Risk Theory The Stochastic Basis of Insurance |
| title_exact_search | Risk Theory The Stochastic Basis of Insurance |
| title_full | Risk Theory The Stochastic Basis of Insurance by Robert Eric Beard, Teivo Pentikäinen, Erkki Pesonen |
| title_fullStr | Risk Theory The Stochastic Basis of Insurance by Robert Eric Beard, Teivo Pentikäinen, Erkki Pesonen |
| title_full_unstemmed | Risk Theory The Stochastic Basis of Insurance by Robert Eric Beard, Teivo Pentikäinen, Erkki Pesonen |
| title_short | Risk Theory |
| title_sort | risk theory the stochastic basis of insurance |
| title_sub | The Stochastic Basis of Insurance |
| topic | Science (General) Science, general Naturwissenschaft Versicherungsmathematik (DE-588)4063194-1 gnd Risikotheorie (DE-588)4135592-1 gnd Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd Versicherung (DE-588)4063173-4 gnd |
| topic_facet | Science (General) Science, general Naturwissenschaft Versicherungsmathematik Risikotheorie Wahrscheinlichkeitstheorie Versicherung |
| url | https://doi.org/10.1007/978-94-009-5781-7 |
| volume_link | (DE-604)BV002494005 |
| work_keys_str_mv | AT beardroberteric risktheorythestochasticbasisofinsurance AT pentikainenteivo risktheorythestochasticbasisofinsurance AT pesonenerkki risktheorythestochasticbasisofinsurance |