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有 1 項符合
dimitrios george konstantinides的圖書 |
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$ 3653 電子書 | Risk Theory: A Heavy Tail Approach
作者：Dimitrios George Konstantinides 出版社：World Scientific Publishing Company 出版日期：2017-07-07 語言：英文  樂天KOBO - 工業與專業
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圖書介紹 - 資料來源：樂天KOBO 評分：
圖書名稱：Risk Theory
This book is written to help graduate students and young researchers to enter quickly into the subject of Risk Theory. It can also be used by actuaries and financial practitioners for the optimization of their decisions and further by regulatory authorities for the stabilization of the insurance industry. The topic of extreme claims is especially presented as a crucial feature of the modern ruin probability.
Contents:
- Classical Risk Model
- Renewal Risk Model
- Ruin Probability Estimation
- Extreme Value Theory
- Regular Variation
- Ruin Under Subexponentiality
- Random Sums
- The Single Big Jump
- Ruin Under Constant Interest Force
- Absolute Ruin
- Discrete Dependence Model
- Ruin Under Dependence
- Multivariate Regular Variation
Readership: Researchers in probability and statistics, mathematical economics/game theory/operations research.
Key Features:
- Combines the practical aspects of Risk Theory with theoretical background of Applied Probability
- Provides a concrete structure of the class of heavy tailed distributions, providing the main subclasses of it
- Describes several dependence models in relation with the large claims and the risk management
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