Springer Actuarial Lecture Notes

Risk Theory

Authors: Schmidli, Hanspeter

Free Preview
  • 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
see more benefits

Buy this book

eBook $44.99
price for USA in USD
  • ISBN 978-3-319-72005-0
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $59.99
price for USA in USD
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.

About the authors

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.

Table of contents (9 chapters)

Table of contents (9 chapters)

Buy this book

eBook $44.99
price for USA in USD
  • ISBN 978-3-319-72005-0
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $59.99
price for USA in USD
Loading...

Recommended for you

Loading...

Bibliographic Information

Bibliographic Information
Book Title
Risk Theory
Authors
Series Title
Springer Actuarial Lecture Notes
Copyright
2017
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing AG, part of Springer Nature
eBook ISBN
978-3-319-72005-0
DOI
10.1007/978-3-319-72005-0
Softcover ISBN
978-3-319-72004-3
Series ISSN
2523-3289
Edition Number
1
Number of Pages
XII, 242
Number of Illustrations
5 b/w illustrations
Topics