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Aspects of Risk Theory
Jan Grandell
€ 65.89
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Description for Aspects of Risk Theory
Paperback. Series: Springer Series in Statistics. Num Pages: 185 pages, biography. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 10. Weight in Grams: 294.
Risk theory, which deals with stochastic models of an insurance business, is a classical application of probability theory. The fundamental problem in risk theory is to investigate the ruin possibility of the risk business. Traditionally the occurrence of the claims is described by a Poisson process and the cost of the claims by a sequence of random variables. This book is a treatise of risk theory with emphasis on models where the occurrence of the claims is described by more general point processes than the Poisson process, such as renewal processes, Cox processes and general stationary point processes. In the ... Read more
Risk theory, which deals with stochastic models of an insurance business, is a classical application of probability theory. The fundamental problem in risk theory is to investigate the ruin possibility of the risk business. Traditionally the occurrence of the claims is described by a Poisson process and the cost of the claims by a sequence of random variables. This book is a treatise of risk theory with emphasis on models where the occurrence of the claims is described by more general point processes than the Poisson process, such as renewal processes, Cox processes and general stationary point processes. In the ... Read more
Product Details
Format
Paperback
Publication date
2011
Publisher
Springer-Verlag New York Inc. United States
Number of pages
185
Condition
New
Series
Springer Series in Statistics
Number of Pages
175
Place of Publication
New York, NY, United States
ISBN
9781461390602
SKU
V9781461390602
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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