Overview
- Provides a self-contained introduction to important methods in non-life insurance
- Covers the Ammeter risk model and the Markov-modulated risk model in detail
- Discusses aspects of solvency and links to Solvency II
Part of the book series: Springer Actuarial (SPACT)
Part of the book sub series: Springer Actuarial Lecture Notes (SPACLN)
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Table of contents (9 chapters)
Keywords
About this book
This book provides an overview of classical actuarial techniques, including material that is not readily accessible elsewhere such as the Ammeter risk model and the Markov-modulated risk model. Other topics covered include utility theory, credibility theory, claims reserving and ruin theory. The author treats both theoretical and practical aspects and also discusses links to Solvency II.
Written by one of the leading experts in the field, these lecture notes serve as a valuable introduction to some of the most frequently used methods in non-life insurance. They will be of particular interest to graduate students, researchers and practitioners in insurance, finance and risk management.
Authors and Affiliations
About the author
Hanspeter Schmidli is Professor of Stochastics and Actuarial Mathematics at the University of Cologne, Germany. He is one of the leading experts in the areas of optimization in insurance and ruin theory. He has published intensively in risk theory and related fields, having (co-)authored Stochastic Control in Insurance (Springer, 2008) and Stochastic Processes for Insurance and Finance (Wiley, 1999), which continue to be widely used resources.
Bibliographic Information
Book Title: Risk Theory
Authors: Hanspeter Schmidli
Series Title: Springer Actuarial
DOI: https://doi.org/10.1007/978-3-319-72005-0
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer International Publishing AG, part of Springer Nature 2017
Softcover ISBN: 978-3-319-72004-3Published: 11 April 2018
eBook ISBN: 978-3-319-72005-0Published: 04 April 2018
Series ISSN: 2523-3262
Series E-ISSN: 2523-3270
Edition Number: 1
Number of Pages: XII, 242
Number of Illustrations: 5 b/w illustrations
Topics: Actuarial Sciences, Game Theory, Economics, Social and Behav. Sciences