Risk theory a heavy tail approach
This book is written to help graduate students and young researchers to enter quickly into the subject of Risk Theory. It can also be used by actuaries and financial practitioners for the optimization of their decisions and further by regulatory authorities for the stabilization of the insurance ind...
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| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Singapore
World Scientific Publishing Co.
2018
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| Subjects: | |
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| Summary: | This book is written to help graduate students and young researchers to enter quickly into the subject of Risk Theory. It can also be used by actuaries and financial practitioners for the optimization of their decisions and further by regulatory authorities for the stabilization of the insurance industry. The topic of extreme claims is especially presented as a crucial feature of the modern ruin probability |
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| Physical Description: | xii, 494 pages 24 cm. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9789813223141 (hardcover) 9813223146 (hardcover) |