Overview
- 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
Part of the book series: Probability Theory and Stochastic Modelling (PTSM, volume 96)
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Table of contents (13 chapters)
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Front Matter
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Back Matter
Keywords
About this book
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.
Authors and Affiliations
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
Bibliographic Information
Book Title: Risk and Insurance
Book Subtitle: A Graduate Text
Authors: Søren Asmussen, Mogens Steffensen
Series Title: Probability Theory and Stochastic Modelling
DOI: https://doi.org/10.1007/978-3-030-35176-2
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer Nature Switzerland AG 2020
Hardcover ISBN: 978-3-030-35175-5Published: 18 April 2020
Softcover ISBN: 978-3-030-35178-6Published: 18 April 2021
eBook ISBN: 978-3-030-35176-2Published: 17 April 2020
Series ISSN: 2199-3130
Series E-ISSN: 2199-3149
Edition Number: 1
Number of Pages: XV, 505
Number of Illustrations: 10 b/w illustrations, 32 illustrations in colour
Topics: Probability Theory and Stochastic Processes, Quantitative Finance, Risk Management, Actuarial Sciences