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 . . ." -- Math. Reviews Vol. 43
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0 of 1 people found the following review helpful:
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Very Usefull in specific items,
By "erna_t" (Queretaro, Mexico) - See all my reviews
This review is from: Mathematical Methods in Risk Theory (Grundlehren der mathematischen Wissenschaften) (Paperback)
Incredible and excelent book for actuarial siences, i need it to prepare my tesis in risk theory and give some applications i have some good learnings about this book, is like the bible for the Actuarial Maths.
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Key Phrases - Statistically Improbable Phrases (SIPs):
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accumulated claim process, known risk parameter, absolute retention problem, relative retention problem, collective premium, credibility formulae, claim number process, credibility premium, interoccurrence times, claim amount distribution, incoming premiums, expected value part, expected value principle, reduced basic form, utility kernels, standard deviation principle, premium calculation principle, proportional reinsurance, step distribution function, variance principle, collective risk theory, auxiliary theorem, free reserves, negative contagion, expected discounted sum Key Phrases - Capitalized Phrases (CAPs): (learn more)
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accumulated claim process, known risk parameter, absolute retention problem, relative retention problem, collective premium, credibility formulae, claim number process, credibility premium, interoccurrence times, claim amount distribution, incoming premiums, expected value part, expected value principle, reduced basic form, utility kernels, standard deviation principle, premium calculation principle, proportional reinsurance, step distribution function, variance principle, collective risk theory, auxiliary theorem, free reserves, negative contagion, expected discounted sum Key Phrases - Capitalized Phrases (CAPs): (learn more)
Ove Lundberg, Probability Aspects of Risk New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Surprise Me!
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