Risk Theory: A Heavy Tail Approach

Risk Theory: A Heavy Tail Approach
Author :
Publisher : #N/A
Total Pages : 507
Release :
ISBN-10 : 9789813223165
ISBN-13 : 9813223162
Rating : 4/5 (162 Downloads)

Book Synopsis Risk Theory: A Heavy Tail Approach by : Dimitrios George Konstantinides

Download or read book Risk Theory: A Heavy Tail Approach written by Dimitrios George Konstantinides and published by #N/A. This book was released on 2017-07-07 with total page 507 pages. Available in PDF, EPUB and Kindle. Book excerpt: '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.


Risk Theory: A Heavy Tail Approach Related Books

Risk Theory: A Heavy Tail Approach
Language: en
Pages: 507
Authors: Dimitrios George Konstantinides
Categories: Mathematics
Type: BOOK - Published: 2017-07-07 - Publisher: #N/A

GET EBOOK

'Heavy-tailed risk modelling plays a central role in modern risk theory; within this perspective, the book provides an excellent guide concerning problems and s
Risk Theory
Language: en
Pages: 494
Authors: Dimitrios George Konstantinides
Categories: Mathematics
Type: BOOK - Published: 2017-07-10 - Publisher: World Scientific Publishing Company

GET EBOOK

Preface -- Classical risk model -- Renewal risk model -- Ruin probability estimation -- Extreme value theory -- Regular variation -- Ruin under subexponentialit
The Fundamentals of Heavy Tails
Language: en
Pages: 266
Authors: Jayakrishnan Nair
Categories: Mathematics
Type: BOOK - Published: 2022-06-09 - Publisher: Cambridge University Press

GET EBOOK

Heavy tails –extreme events or values more common than expected –emerge everywhere: the economy, natural events, and social and information networks are jus
Handbook Of Heavy-tailed Distributions In Asset Management And Risk Management
Language: en
Pages: 598
Authors: Michele Leonardo Bianchi
Categories: Business & Economics
Type: BOOK - Published: 2019-03-08 - Publisher: World Scientific

GET EBOOK

The study of heavy-tailed distributions allows researchers to represent phenomena that occasionally exhibit very large deviations from the mean. The dynamics un
Risk and Insurance
Language: en
Pages: 505
Authors: Søren Asmussen
Categories: Mathematics
Type: BOOK - Published: 2020-04-17 - Publisher: Springer Nature

GET EBOOK

This textbook provides a broad overview of the present state of insurance mathematics and some related topics in risk management, financial mathematics and prob