Mathematical Methods in Risk Theory / Edition 1

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More About This Textbook

Overview

From the reviews: "... a masterful work.." Transactions, Soc of Actuaries Meetings 65 "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 "..., the book (and its author) had enormous impact on the development of risk theory. It was the first self-contained monograph on risk theory providing a rigorous probabilistic foundation. ...[and]... made an important contribution to the successful development of risk theory. This success has made the book a classic." Zentralblatt MATH, 1996

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Product Details

  • ISBN-13: 9783540617037
  • Publisher: Springer Berlin Heidelberg
  • Publication date: 10/2/1996
  • Series: Grundlehren der mathematischen Wissenschaften Series, #172
  • Edition description: 1st ed. 1970. 2nd printing 1996
  • Edition number: 1
  • Pages: 210
  • Product dimensions: 0.48 (w) x 6.14 (h) x 9.21 (d)

Table of Contents

From the contents: Probability Aspects of Risk.- The Risk Process.- The Risk in the Collective.- Premium Calculation.- Retentions and Reserves.- The Insurance Carrier's Stability Criteria.- Appendix: The Generalized Riemann-Stieltjes Integral.
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