Risk Theory: The Stochastic Basis of Insurance
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Dordrecht
Springer Netherlands
1984
|
| Ausgabe: | Third Edition |
| Schriftenreihe: | Monographs on Statistics and Applied Probability
20 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | The theory of risk already has its traditions. A review of its classical results is contained in Bohlmann (1909). This classical theory was associated with life insurance mathematics, and dealt mainly with deviations which were expected to be produced by random fluctuations in individual policies. According to this theory, these deviations are discounted to some initial instant; the square root of the sum of the squares of the capital values calculated in this way then gives a measure for the stability of the portfolio. A theory constituted in this manner is not, however, very appropriate for practical purposes. The fact is that it does not give an answer to such questions as, for example, within what limits a company's probable gain or loss will lie during different periods. Further, non-life insurance, to which risk theory has, in fact, its most rewarding applications, was mainly outside the field of interest of the risk theorists. Thus it is quite understandable that this theory did not receive very much attention and that its applications to practical problems of insurance activity remained rather unimportant. A new phase of development began following the studies of Filip Lundberg (1909, 1919), which, thanks to H. Cramer (1926), e.O. |
| Beschreibung: | 1 Online-Ressource (XVII, 408 p) |
| ISBN: | 9789401176804 9789401176828 |
| DOI: | 10.1007/978-94-011-7680-4 |
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Datensatz im Suchindex
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| any_adam_object | |
| author | Beard, Robert Eric |
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| author_sort | Beard, Robert Eric |
| author_variant | r e b re reb |
| building | Verbundindex |
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| 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 Mathematik |
| doi_str_mv | 10.1007/978-94-011-7680-4 |
| edition | Third Edition |
| format | Electronic eBook |
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| id | DE-604.BV042424005 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:21:14Z |
| institution | BVB |
| isbn | 9789401176804 9789401176828 |
| language | English |
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| publishDate | 1984 |
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| series2 | Monographs on Statistics and Applied Probability |
| spelling | Beard, Robert Eric Verfasser aut Risk Theory The Stochastic Basis of Insurance by Robert Eric Beard, Teivo Pentikäinen, Erkki Pesonen Third Edition Dordrecht Springer Netherlands 1984 1 Online-Ressource (XVII, 408 p) txt rdacontent c rdamedia cr rdacarrier Monographs on Statistics and Applied Probability 20 The theory of risk already has its traditions. A review of its classical results is contained in Bohlmann (1909). This classical theory was associated with life insurance mathematics, and dealt mainly with deviations which were expected to be produced by random fluctuations in individual policies. According to this theory, these deviations are discounted to some initial instant; the square root of the sum of the squares of the capital values calculated in this way then gives a measure for the stability of the portfolio. A theory constituted in this manner is not, however, very appropriate for practical purposes. The fact is that it does not give an answer to such questions as, for example, within what limits a company's probable gain or loss will lie during different periods. Further, non-life insurance, to which risk theory has, in fact, its most rewarding applications, was mainly outside the field of interest of the risk theorists. Thus it is quite understandable that this theory did not receive very much attention and that its applications to practical problems of insurance activity remained rather unimportant. A new phase of development began following the studies of Filip Lundberg (1909, 1919), which, thanks to H. Cramer (1926), e.O. Science (General) Science, general Naturwissenschaft Versicherungsmathematik (DE-588)4063194-1 gnd rswk-swf Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd rswk-swf Risikotheorie (DE-588)4135592-1 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 Sonstige oth Pesonen, Erkki Sonstige oth Monographs on Statistics and Applied Probability 20 (DE-604)BV002494005 20 https://doi.org/10.1007/978-94-011-7680-4 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 Statistics and Applied Probability Science (General) Science, general Naturwissenschaft Versicherungsmathematik (DE-588)4063194-1 gnd Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd Risikotheorie (DE-588)4135592-1 gnd Versicherung (DE-588)4063173-4 gnd |
| subject_GND | (DE-588)4063194-1 (DE-588)4079013-7 (DE-588)4135592-1 (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 Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd Risikotheorie (DE-588)4135592-1 gnd Versicherung (DE-588)4063173-4 gnd |
| topic_facet | Science (General) Science, general Naturwissenschaft Versicherungsmathematik Wahrscheinlichkeitstheorie Risikotheorie Versicherung |
| url | https://doi.org/10.1007/978-94-011-7680-4 |
| volume_link | (DE-604)BV002494005 |
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