Risk theory : a heavy tail approach
著者
書誌事項
Risk theory : a heavy tail approach
World Scientific, c2018
- : hardcover
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注記
Includes bibliographical references (p. 487-489) and index
内容説明・目次
内容説明
'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.
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