Risk theory: a heavy tail approach
Preface -- Classical risk model -- Renewal risk model -- Ruin probability estimation -- Extreme value theory -- Regular variation -- Ruin under subexponentiality -- Random sums -- The single big jump -- Ruin under constant interest force -- Absolute ruin -- Discrete dependence model -- Ruin under de...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New Jersey ; London ; Singapore ; Beijing ; Shanghai ; Hong Kong ; Taipei ; Chennai ; Tokyo
World Scientific
[2018]
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Zusammenfassung: | Preface -- Classical risk model -- Renewal risk model -- Ruin probability estimation -- Extreme value theory -- Regular variation -- Ruin under subexponentiality -- Random sums -- The single big jump -- Ruin under constant interest force -- Absolute ruin -- Discrete dependence model -- Ruin under dependence -- Multivariate regular variation -- Bibliography -- Index |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | xii, 494 Seiten |
| ISBN: | 9789813223141 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV044641044 | ||
| 003 | DE-604 | ||
| 005 | 20180529 | ||
| 007 | t | ||
| 008 | 171120s2018 |||| 00||| eng d | ||
| 010 | |a 2017019359 | ||
| 020 | |a 9789813223141 |c : hardcover |9 978-981-3223-14-1 | ||
| 035 | |a (OCoLC)992118959 | ||
| 035 | |a (DE-599)GBV89074050X | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-384 |a DE-19 |a DE-83 | ||
| 084 | |a SK 980 |0 (DE-625)143277: |2 rvk | ||
| 084 | |a 91B30 |2 msc | ||
| 100 | 1 | |a Konstantinides, Dimitrios G. |d 1958- |e Verfasser |0 (DE-588)1160275068 |4 aut | |
| 245 | 1 | 0 | |a Risk theory |b a heavy tail approach |c Dimitrios G Konstantinides (University of the Aegean, Greece) |
| 264 | 1 | |a New Jersey ; London ; Singapore ; Beijing ; Shanghai ; Hong Kong ; Taipei ; Chennai ; Tokyo |b World Scientific |c [2018] | |
| 264 | 4 | |c © 2018 | |
| 300 | |a xii, 494 Seiten | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Includes bibliographical references and index | ||
| 520 | 1 | |a Preface -- Classical risk model -- Renewal risk model -- Ruin probability estimation -- Extreme value theory -- Regular variation -- Ruin under subexponentiality -- Random sums -- The single big jump -- Ruin under constant interest force -- Absolute ruin -- Discrete dependence model -- Ruin under dependence -- Multivariate regular variation -- Bibliography -- Index | |
| 650 | 4 | |a Risk assessment | |
| 650 | 4 | |a Risk perception | |
| 650 | 4 | |a Decision making | |
| 650 | 0 | 7 | |a Wirtschaftsmathematik |0 (DE-588)4066472-7 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Risikotheorie |0 (DE-588)4135592-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Entscheidungstheorie |0 (DE-588)4138606-1 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Risikotheorie |0 (DE-588)4135592-1 |D s |
| 689 | 0 | 1 | |a Wirtschaftsmathematik |0 (DE-588)4066472-7 |D s |
| 689 | 0 | 2 | |a Entscheidungstheorie |0 (DE-588)4138606-1 |D s |
| 689 | 0 | |5 DE-604 | |
| 856 | 4 | |m DE-601 |q application/pdf |u http://www.gbv.de/dms/zbw/89074050X.pdf |3 Inhaltsverzeichnis | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-030039018 | ||
Datensatz im Suchindex
| _version_ | 1804178061380288512 |
|---|---|
| any_adam_object | |
| author | Konstantinides, Dimitrios G. 1958- |
| author_GND | (DE-588)1160275068 |
| author_facet | Konstantinides, Dimitrios G. 1958- |
| author_role | aut |
| author_sort | Konstantinides, Dimitrios G. 1958- |
| author_variant | d g k dg dgk |
| building | Verbundindex |
| bvnumber | BV044641044 |
| classification_rvk | SK 980 |
| ctrlnum | (OCoLC)992118959 (DE-599)GBV89074050X |
| discipline | Mathematik |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02066nam a2200457 c 4500</leader><controlfield tag="001">BV044641044</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20180529 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">171120s2018 |||| 00||| eng d</controlfield><datafield tag="010" ind1=" " ind2=" "><subfield code="a">2017019359</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9789813223141</subfield><subfield code="c">: hardcover</subfield><subfield code="9">978-981-3223-14-1</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)992118959</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)GBV89074050X</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-384</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-83</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">91B30</subfield><subfield code="2">msc</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Konstantinides, Dimitrios G.</subfield><subfield code="d">1958-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)1160275068</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Risk theory</subfield><subfield code="b">a heavy tail approach</subfield><subfield code="c">Dimitrios G Konstantinides (University of the Aegean, Greece)</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">New Jersey ; London ; Singapore ; Beijing ; Shanghai ; Hong Kong ; Taipei ; Chennai ; Tokyo</subfield><subfield code="b">World Scientific</subfield><subfield code="c">[2018]</subfield></datafield><datafield tag="264" ind1=" " ind2="4"><subfield code="c">© 2018</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">xii, 494 Seiten</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="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references and index</subfield></datafield><datafield tag="520" ind1="1" ind2=" "><subfield code="a">Preface -- Classical risk model -- Renewal risk model -- Ruin probability estimation -- Extreme value theory -- Regular variation -- Ruin under subexponentiality -- Random sums -- The single big jump -- Ruin under constant interest force -- Absolute ruin -- Discrete dependence model -- Ruin under dependence -- Multivariate regular variation -- Bibliography -- Index</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Risk assessment</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Risk perception</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Decision making</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Wirtschaftsmathematik</subfield><subfield code="0">(DE-588)4066472-7</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">Entscheidungstheorie</subfield><subfield code="0">(DE-588)4138606-1</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">Wirtschaftsmathematik</subfield><subfield code="0">(DE-588)4066472-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Entscheidungstheorie</subfield><subfield code="0">(DE-588)4138606-1</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=" "><subfield code="m">DE-601</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://www.gbv.de/dms/zbw/89074050X.pdf</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-030039018</subfield></datafield></record></collection> |
| id | DE-604.BV044641044 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:57:59Z |
| institution | BVB |
| isbn | 9789813223141 |
| language | English |
| lccn | 2017019359 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030039018 |
| oclc_num | 992118959 |
| open_access_boolean | |
| owner | DE-384 DE-19 DE-BY-UBM DE-83 |
| owner_facet | DE-384 DE-19 DE-BY-UBM DE-83 |
| physical | xii, 494 Seiten |
| publishDate | 2018 |
| publishDateSearch | 2018 |
| publishDateSort | 2018 |
| publisher | World Scientific |
| record_format | marc |
| spelling | Konstantinides, Dimitrios G. 1958- Verfasser (DE-588)1160275068 aut Risk theory a heavy tail approach Dimitrios G Konstantinides (University of the Aegean, Greece) New Jersey ; London ; Singapore ; Beijing ; Shanghai ; Hong Kong ; Taipei ; Chennai ; Tokyo World Scientific [2018] © 2018 xii, 494 Seiten txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references and index Preface -- Classical risk model -- Renewal risk model -- Ruin probability estimation -- Extreme value theory -- Regular variation -- Ruin under subexponentiality -- Random sums -- The single big jump -- Ruin under constant interest force -- Absolute ruin -- Discrete dependence model -- Ruin under dependence -- Multivariate regular variation -- Bibliography -- Index Risk assessment Risk perception Decision making Wirtschaftsmathematik (DE-588)4066472-7 gnd rswk-swf Risikotheorie (DE-588)4135592-1 gnd rswk-swf Entscheidungstheorie (DE-588)4138606-1 gnd rswk-swf Risikotheorie (DE-588)4135592-1 s Wirtschaftsmathematik (DE-588)4066472-7 s Entscheidungstheorie (DE-588)4138606-1 s DE-604 DE-601 application/pdf http://www.gbv.de/dms/zbw/89074050X.pdf Inhaltsverzeichnis |
| spellingShingle | Konstantinides, Dimitrios G. 1958- Risk theory a heavy tail approach Risk assessment Risk perception Decision making Wirtschaftsmathematik (DE-588)4066472-7 gnd Risikotheorie (DE-588)4135592-1 gnd Entscheidungstheorie (DE-588)4138606-1 gnd |
| subject_GND | (DE-588)4066472-7 (DE-588)4135592-1 (DE-588)4138606-1 |
| title | Risk theory a heavy tail approach |
| title_auth | Risk theory a heavy tail approach |
| title_exact_search | Risk theory a heavy tail approach |
| title_full | Risk theory a heavy tail approach Dimitrios G Konstantinides (University of the Aegean, Greece) |
| title_fullStr | Risk theory a heavy tail approach Dimitrios G Konstantinides (University of the Aegean, Greece) |
| title_full_unstemmed | Risk theory a heavy tail approach Dimitrios G Konstantinides (University of the Aegean, Greece) |
| title_short | Risk theory |
| title_sort | risk theory a heavy tail approach |
| title_sub | a heavy tail approach |
| topic | Risk assessment Risk perception Decision making Wirtschaftsmathematik (DE-588)4066472-7 gnd Risikotheorie (DE-588)4135592-1 gnd Entscheidungstheorie (DE-588)4138606-1 gnd |
| topic_facet | Risk assessment Risk perception Decision making Wirtschaftsmathematik Risikotheorie Entscheidungstheorie |
| url | http://www.gbv.de/dms/zbw/89074050X.pdf |
| work_keys_str_mv | AT konstantinidesdimitriosg risktheoryaheavytailapproach |