Lectures on risk theory:
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Stuttgart
Teubner
1996
|
| Schriftenreihe: | Teubner Skripten zur mathematischen Stochastik
|
| Schlagwörter: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007080478&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Beschreibung: | Literaturverz. S.181-192 |
| Umfang: | X, 200 S. |
| ISBN: | 3519027356 |
Internformat
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| 100 | 1 | |a Schmidt, Klaus D. |d 1951- |e Verfasser |0 (DE-588)118198181 |4 aut | |
| 245 | 1 | 0 | |a Lectures on risk theory |c by Klaus D. Schmidt |
| 264 | 1 | |a Stuttgart |b Teubner |c 1996 | |
| 300 | |a X, 200 S. | ||
| 336 | |b txt |2 rdacontent | ||
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| 490 | 0 | |a Teubner Skripten zur mathematischen Stochastik | |
| 500 | |a Literaturverz. S.181-192 | ||
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| 650 | 7 | |a Verzekeringswiskunde |2 gtt | |
| 650 | 4 | |a Insurance |x Statistical methods | |
| 650 | 4 | |a Mathematical statistics | |
| 650 | 4 | |a Risk assessment |x Statistical methods | |
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Datensatz im Suchindex
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|---|---|
| adam_text | Contents
Introduction 1
1 The Claim Arrival Process 5
1.1 The Model 5
1.2 The Erlang Case 9
1.3 A Characterization of the Exponential Distribution 12
1.4 Remarks 16
2 The Claim Number Process 17
2.1 The Model 17
2.2 The Erlang Case 21
2.3 A Characterization of the Poisson Process 23
2.4 Remarks 41
3 The Claim Number Process as a Markov Process 43
3.1 The Model 43
3.2 A Characterization of Regularity 51
3.3 A Characterization of the Inhomogeneous Poisson Process 56
3.4 A Characterization of Homogeneity 62
3.5 A Characterization of the Poisson Process 76
3.6 A Claim Number Process with Contagion 77
3.7 Remarks 84
4 The Mixed Claim Number Process 85
4.1 The Model 85
4.2 The Mixed Poisson Process 87
4.3 The Polya Lundberg Process 93
4.4 Remarks 100
5 The Aggregate Claims Process 103
5.1 The Model 103
5.2 Compound Distributions 109
5.3 A Characterization of the Binomial, Poisson, and Negativebinomial
Distributions 115
5.4 The Recursions of Panjer and DePril 119
5.5 Remarks 124
x Contents
6 The Risk Process in Reinsurance 127
6.1 The Model 127
6.2 Thinning a Risk Process 128
6.3 Decomposition of a Poisson Risk Process 133
6.4 Superposition of Poisson Risk Processes 141
6.5 Remarks 154
7 The Reserve Process and the Ruin Problem 155
7.1 The Model 155
7.2 Kolmogorov s Inequality for Positive Supermartingales 161
7.3 Lundberg s Inequality 164
7.4 On the Existence of a Superadjustment Coefficient 166
7.5 Remarks 169
Appendix: Special Distributions 171
Auxiliary Notions 171
Measures 172
Generalities on Distributions 172
Discrete Distributions 175
Continuous Distributions 179
Bibliography 181
List of Symbols 193
Author Index 195
Subject Index 198
|
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| discipline | Mathematik Wirtschaftswissenschaften |
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| id | DE-604.BV010612598 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T09:57:41Z |
| institution | BVB |
| isbn | 3519027356 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007080478 |
| oclc_num | 36689669 |
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| physical | X, 200 S. |
| publishDate | 1996 |
| publishDateSearch | 1996 |
| publishDateSort | 1996 |
| publisher | Teubner |
| record_format | marc |
| series2 | Teubner Skripten zur mathematischen Stochastik |
| spellingShingle | Schmidt, Klaus D. 1951- Lectures on risk theory Risicotheorie gtt Verzekeringswiskunde gtt Insurance Statistical methods Mathematical statistics Risk assessment Statistical methods Risikotheorie (DE-588)4135592-1 gnd |
| subject_GND | (DE-588)4135592-1 |
| title | Lectures on risk theory |
| title_auth | Lectures on risk theory |
| title_exact_search | Lectures on risk theory |
| title_full | Lectures on risk theory by Klaus D. Schmidt |
| title_fullStr | Lectures on risk theory by Klaus D. Schmidt |
| title_full_unstemmed | Lectures on risk theory by Klaus D. Schmidt |
| title_short | Lectures on risk theory |
| title_sort | lectures on risk theory |
| topic | Risicotheorie gtt Verzekeringswiskunde gtt Insurance Statistical methods Mathematical statistics Risk assessment Statistical methods Risikotheorie (DE-588)4135592-1 gnd |
| topic_facet | Risicotheorie Verzekeringswiskunde Insurance Statistical methods Mathematical statistics Risk assessment Statistical methods Risikotheorie |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007080478&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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