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Asymptotic Statistics in Insurance Risk Theory

Produktform: Buch / Einband - flex.(Paperback)

The recent development of risk theory can deal with many kinds of ruin-related quantities: the probability of ruin as well as Gerber–Shiu’s discounted penalty function, both of which are useful in insurance risk management and in financial credit risk analysis. In those areas, the common stochastic models are used in the context of the structural approach of companies’ default. So far, the probabilistic point of view has been the main concern for academic researchers. However, this book emphasizes the statistical point of view because identifying the risk model is always necessary and is crucial in the final step of practical risk management. weiterlesen

Dieser Artikel gehört zu den folgenden Serien

Sprache(n): Englisch

ISBN: 978-9811692833 / 978-9811692833 / 9789811692833

Verlag: Springer Singapore

Erscheinungsdatum: 22.01.2022

Seiten: 110

Auflage: 1

Autor(en): Yasutaka Shimizu

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