Mathematical Methods in Risk Theory

Produktbeschreibung

From the reviews: "The huge literature in risk theory has been carefully selected and supplemented by personal contributions of the author, many of which appear here for the first time. The result is a systematic and very readable book, which takes into account the most recent developments of the field. It will be of great interest to the actuary as well as to the statistician who wants to become familiar with the subject." Math. Reviews Vol. 43 "It is a book of fundamental importance for all interested in the application or teaching of the subject and a significant addition to the literature." Journal of the Royal Statistical Society (England) 1971 "This latest addition to the literature of risk theory is a masterful work.." Transactions, Soc of Actuaries meetings 65 

Inhaltsverzeichnis

The Theoretical Model.- Probability Aspects of Risk.- The Risk Process.- The Risk in the Collective.- Consequences of the Theoretical Model.- Premium Calculation.- Retentions and Reserves.- The Insurance Carrier's Stability Criteria. 

Autoreninfo

Hans Bühlmann is professor emeritus of ETH Zürich, where he taught mathematics for more than thirty years. He has held visiting appointments at UC Berkeley, University of Michigan, UL Bruxelles, University of Tokyo, University of Manitoba, Universit… La Sapienza in Rome, Scuola Normale Superiore Pisa. His interest in actuarial science dates back to his first employment after his doctorate, when he worked in the insurance industry.