Aspects of Risk Theory:
Gespeichert in:
1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
New York, NY
Springer New York
1991
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Schriftenreihe: | Springer Series in Statistics, Probability and its Applications
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Schlagworte: | |
Online-Zugang: | Volltext |
Beschreibung: | Risk theory, which deals with stochastic models of an insurance business, is a classical application of probability theory. The fundamental problem in risk theory is to investigate the ruin possibility of the risk business. Traditionally the occurrence of the claims is described by a Poisson process and the cost of the claims by a sequence of random variables. This book is a treatise of risk theory with emphasis on models where the occurrence of the claims is described by more general point processes than the Poisson process, such as renewal processes, Cox processes and general stationary point processes. In the Cox case the possibility of risk fluctuation is explicitly taken into account. The presentation is based on modern probabilistic methods rather than on analytic methods. The theory is accompanied with discussions on practical evaluation of ruin probabilities and statistical estimation. Many numerical illustrations of the results are given |
Beschreibung: | 1 Online-Ressource (X, 175p. 5 illus) |
ISBN: | 9781461390589 9781461390602 |
ISSN: | 0172-7397 |
DOI: | 10.1007/978-1-4613-9058-9 |
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Datensatz im Suchindex
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any_adam_object | |
author | Grandell, Jan |
author_facet | Grandell, Jan |
author_role | aut |
author_sort | Grandell, Jan |
author_variant | j g jg |
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discipline | Mathematik |
doi_str_mv | 10.1007/978-1-4613-9058-9 |
format | Electronic eBook |
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institution | BVB |
isbn | 9781461390589 9781461390602 |
issn | 0172-7397 |
language | English |
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publisher | Springer New York |
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series2 | Springer Series in Statistics, Probability and its Applications |
spelling | Grandell, Jan Verfasser aut Aspects of Risk Theory by Jan Grandell New York, NY Springer New York 1991 1 Online-Ressource (X, 175p. 5 illus) txt rdacontent c rdamedia cr rdacarrier Springer Series in Statistics, Probability and its Applications 0172-7397 Risk theory, which deals with stochastic models of an insurance business, is a classical application of probability theory. The fundamental problem in risk theory is to investigate the ruin possibility of the risk business. Traditionally the occurrence of the claims is described by a Poisson process and the cost of the claims by a sequence of random variables. This book is a treatise of risk theory with emphasis on models where the occurrence of the claims is described by more general point processes than the Poisson process, such as renewal processes, Cox processes and general stationary point processes. In the Cox case the possibility of risk fluctuation is explicitly taken into account. The presentation is based on modern probabilistic methods rather than on analytic methods. The theory is accompanied with discussions on practical evaluation of ruin probabilities and statistical estimation. Many numerical illustrations of the results are given Statistics Statistics, general Statistik Risikotheorie (DE-588)4135592-1 gnd rswk-swf Statistik (DE-588)4056995-0 gnd rswk-swf Risikotheorie (DE-588)4135592-1 s 1\p DE-604 Statistik (DE-588)4056995-0 s 2\p DE-604 https://doi.org/10.1007/978-1-4613-9058-9 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 |
spellingShingle | Grandell, Jan Aspects of Risk Theory Statistics Statistics, general Statistik Risikotheorie (DE-588)4135592-1 gnd Statistik (DE-588)4056995-0 gnd |
subject_GND | (DE-588)4135592-1 (DE-588)4056995-0 |
title | Aspects of Risk Theory |
title_auth | Aspects of Risk Theory |
title_exact_search | Aspects of Risk Theory |
title_full | Aspects of Risk Theory by Jan Grandell |
title_fullStr | Aspects of Risk Theory by Jan Grandell |
title_full_unstemmed | Aspects of Risk Theory by Jan Grandell |
title_short | Aspects of Risk Theory |
title_sort | aspects of risk theory |
topic | Statistics Statistics, general Statistik Risikotheorie (DE-588)4135592-1 gnd Statistik (DE-588)4056995-0 gnd |
topic_facet | Statistics Statistics, general Statistik Risikotheorie |
url | https://doi.org/10.1007/978-1-4613-9058-9 |
work_keys_str_mv | AT grandelljan aspectsofrisktheory |