Mathematical Methods in Risk Theory

✍ Scribed by Hans Bühlmann (auth.)

• Publisher: Springer-Verlag Berlin Heidelberg
• Year: 1970
• Tongue: English
• Leaves: 217
• Series: Grundlehren der mathematischen Wissenschaft 172
• Edition: 1
• Category: Library

✦ Synopsis

From the reviews: "The huge literature in risk theory has been carefully selected and supplemented by personal contributions of the author, many of which appear here for the first time. The result is a systematic and very readable book, which takes into account the most recent developments of the field. It will be of great interest to the actuary as well as to the statistician who wants to become familiar with the subject." Math. Reviews Vol. 43
"It is a book of fundamental importance for all interested in the application or teaching of the subject and a significant addition to the literature."
Journal of the Royal Statistical Society (England) 1971
"This latest addition to the literature of risk theory is a masterful work.." Transactions, Soc of Actuaries meetings 65

✦ Table of Contents

Front Matter....Pages I-XII
Front Matter....Pages 1-1
Probability Aspects of Risk....Pages 3-34
The Risk Process....Pages 35-62
The Risk in the Collective....Pages 63-81
Front Matter....Pages 83-83
Premium Calculation....Pages 85-110
Retentions and Reserves....Pages 111-130
The Insurance Carrier's Stability Criteria....Pages 131-200
Back Matter....Pages 201-210

✦ Subjects

Quantitative Finance; Economic Theory; Statistics, general; Finance /Banking