Risk Theory: A Heavy Tail Approach
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€198.40
A01=Dimitrios George Konstantinides
Absolute Ruin
Actuarial Mathematics
Applied Probability
Asymptotic Analysis
Author_Dimitrios George Konstantinides
Category=PBT
Dependence Models
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
Extreme Value Theory
Financial Optimization
Finite Horizon Risk Model
Interest Rate
One Big Jump
Regular Variation
Renewal Risk Model
Ruin Probability
Product details
- ISBN 9789813223141
- Publication Date: 23 Aug 2017
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Hardback
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"Heavy-tailed risk modelling plays a central role in modern risk theory; within this perspective, the book provides an excellent guide concerning problems and solutions in risk theory."zbMATHThis 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.
