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Probability Theory and Stochastic Modelling

Risk and Insurance

A Graduate Text

Authors: Asmussen, Søren, Steffensen, Mogens

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  • Presents non-life and life insurance mathematics together with probabilistic aspects of risk in a single volume at the graduate level
  • Includes exercises and proposals for further reading in most of its sections
  • Can potentially replace other textbooks on basic non-life insurance mathematics and advanced risk management methods in non-life insurance
  • Provides a reference text for the state-of-the-art of the mathematics of insurance
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eBook £43.99
price for United Kingdom (gross)
  • ISBN 978-3-030-35176-2
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Hardcover £54.99
price for United Kingdom (gross)
  • ISBN 978-3-030-35175-5
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  • Immediate ebook access, if available*, with your print order
  • Usually dispatched within 3 to 5 business days.
About this Textbook

This textbook provides a broad overview of the present state of insurance mathematics and some related topics in risk management, financial mathematics and probability. Both non-life and life aspects are covered. The emphasis is on probability and modeling rather than statistics and practical implementation. Aimed at the graduate level, pointing in part to current research topics, it can potentially replace other textbooks on basic non-life insurance mathematics and advanced risk management methods in non-life insurance. Based on chapters selected according to the particular topics in mind, the book may serve as a source for introductory courses to insurance mathematics for non-specialists, advanced courses for actuarial students, or courses on probabilistic aspects of risk.  It will also be useful for practitioners and students/researchers in related areas such as finance and statistics who wish to get an overview of the general area of mathematical modeling and analysis in insurance.



About the authors

Søren Asmussen obtained his PhD at the University of Copenhagen in 1978, followed by the Danish degree of Dr. scient. in 1982. He held academic positions at the University of Copenhagen before moving to Aalborg University in 1987, where he received one of the prestigious Danish research professorships in 1990. In 1995, he became Professor of Mathematical Statistics at Lund University in Sweden, and then moved to his current position as Professor of Applied Probability at Aarhus University in Denmark in 2003. He received the Marcel F. Neuts Applied Probability Prize in 1999, the INFORMS Outstanding Publication Prizes in Simulation in 2002 and 2008, the John von Neumann Theory Prize in 2010, and the gold medal "For Great Contributions in Mathematics" from the Sobolev Institute of Mathematics, Russian Academy of Sciences in 2011.



Mogens Steffensen, University of Copenhagen








Table of contents (13 chapters)

Table of contents (13 chapters)

Buy this book

eBook £43.99
price for United Kingdom (gross)
  • ISBN 978-3-030-35176-2
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover £54.99
price for United Kingdom (gross)
  • ISBN 978-3-030-35175-5
  • Free shipping for individuals worldwide
  • Immediate ebook access, if available*, with your print order
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Risk and Insurance
Book Subtitle
A Graduate Text
Authors
Series Title
Probability Theory and Stochastic Modelling
Series Volume
96
Copyright
2020
Publisher
Springer International Publishing
Copyright Holder
Springer Nature Switzerland AG
eBook ISBN
978-3-030-35176-2
DOI
10.1007/978-3-030-35176-2
Hardcover ISBN
978-3-030-35175-5
Series ISSN
2199-3130
Edition Number
1
Number of Pages
XV, 505
Number of Illustrations
10 b/w illustrations, 32 illustrations in colour
Topics

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