| 书目名称 | Lectures on Risk Theory | | 编辑 | Klaus D. Schmidt | | 视频video | | | 丛书名称 | Teubner Skripten zur Mathematischen Stochastik | | 图书封面 |  | | 描述 | Twenty-five years ago, Hans Blihlmann published his famous monograph Mathe matical Methods in Risk Theory in the series Grundlehren der Mathematischen Wis8enschaften and thus established nonlife actuarial mathematics as a recognized subject of probability theory and statistics with a glance towards economics. This book was my guide to the subject when I gave my first course on nonlife actuarial mathematics in Summer 1988, but at the same time I tried to incorporate into my lectures parts of the rapidly growing literature in this area which to a large extent was inspired by Blihlmann‘s book. The present book is entirely devoted to a single topic of risk theory: Its subject is the development in time of a fixed portfolio of risks. The book thus concentrates on the claim number process and its relatives, the claim arrival process, the aggregate claims process, the risk process, and the reserve process. Particular emphasis is laid on characterizations of various classes of claim number processes, which provide alternative criteria for model selection, and on their relation to the trinity of the binomial, Poisson, and negativebinomial distributions. Special attention is also paid to th | | 出版日期 | Textbook 1996 | | 关键词 | Claim Arrival Process; Claim Number Process; Erlang C; Martingal; Mixed Claim Number Process; development | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-322-90570-3 | | isbn_softcover | 978-3-519-02735-5 | | isbn_ebook | 978-3-322-90570-3Series ISSN 1615-4193 | | issn_series | 1615-4193 | | copyright | Springer Fachmedien Wiesbaden 1996 |
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发表于 2025-3-21 19:04:50
