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Springer Series in Statistics

Aspects of Risk Theory

Authors: Grandell, Jan

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About this book

Risk theory, which deals with stochastic models of an insurance business, is a classical application of probability theory. The fundamental problem in risk theory is to investigate the ruin possibility of the risk business. Traditionally the occurrence of the claims is described by a Poisson process and the cost of the claims by a sequence of random variables. This book is a treatise of risk theory with emphasis on models where the occurrence of the claims is described by more general point processes than the Poisson process, such as renewal processes, Cox processes and general stationary point processes. In the Cox case the possibility of risk fluctuation is explicitly taken into account. The presentation is based on modern probabilistic methods rather than on analytic methods. The theory is accompanied with discussions on practical evaluation of ruin probabilities and statistical estimation. Many numerical illustrations of the results are given.

Table of contents (5 chapters)

Table of contents (5 chapters)

Buy this book

eBook $79.99
price for USA in USD (gross)
  • ISBN 978-1-4613-9058-9
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $99.99
price for USA in USD
  • ISBN 978-1-4613-9060-2
  • 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
Aspects of Risk Theory
Authors
Series Title
Springer Series in Statistics
Copyright
1991
Publisher
Springer-Verlag New York
Copyright Holder
Springer-Verlag New York Inc.
eBook ISBN
978-1-4613-9058-9
DOI
10.1007/978-1-4613-9058-9
Softcover ISBN
978-1-4613-9060-2
Series ISSN
0172-7397
Edition Number
1
Number of Pages
X, 175
Topics

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