Risk, Ruin and Survival: Decision Making in Insurance and Finance

Developing techniques for assessing various risks and calculating probabilities of ruin and survival are exciting topics for mathematically-inclined academics. For practicing actuaries and financial engineers, the resulting insights have provided enormous opportunities but also created serious chall...

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Detalles Bibliográficos
Otros Autores:	Ren, Jiandong (auth), Sendova, Kristina, Zitikis, Ricardas
Formato:	Libro electrónico
Idioma:	Inglés
Publicado:	MDPI - Multidisciplinary Digital Publishing Institute 2020
Materias:	insurance multiplicative background risk model renewal process dual risk model collective risk model risk measure aggregate risk Laplace transform transfer function risk management risk theory maximal tail dependence constant interest rate partial integro-differential equation reinsurance financial time series spatial risk measures and corresponding axiomatic approach central limit theorem integral equation Markovian arrival process systematic risk information processing discounted aggregate claims surplus process weighted cuts rate of spatial diversification national culture operational risk covariance cumulative Parisian ruin spatial dependence background risk survival analysis Monte Carlo aggregate discounted claims stochastic orders order statistic max-stable random fields copulas hazard model multivariate gamma distribution copula advanced measurement approach concomitant archimedean copulas rating migrations ruin probability clustering confidence interval individual risk model numerical approximation value-at-risk
Ver en Biblioteca Universitat Ramon Llull:	https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009431800106719