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Written by one of the leading experts in the field, these lecture notes serve as a valuable introduction to some of the most frequently used methods in non-life insurance. They will be of particular interest to graduate students, researchers and practitioners in insurance, finance and risk management.
Written by one of the leading experts in the field, these lecture notes serve as a valuable introduction to some of the most frequently used methods in non-life insurance. They will be of particular interest to graduate students, researchers and practitioners in insurance, finance and risk management.
Hanspeter Schmidli is Professor of Stochastics and Actuarial Mathematics at the University of Cologne, Germany. He is one of the leading experts in the areas of optimization in insurance and ruin theory. He has published intensively in risk theory and related fields, having (co-)authored Stochastic Control in Insurance (Springer, 2008) and Stochastic Processes for Insurance and Finance (Wiley, 1999), which continue to be widely used resources.
Provides a self-contained introduction to important methods in non-life insurance
Covers the Ammeter risk model and the Markov-modulated risk model in detail
Discusses aspects of solvency and links to Solvency II
| Erscheinungsjahr: | 2018 |
|---|---|
| Fachbereich: | Wirtschaft International |
| Genre: | Wirtschaft |
| Rubrik: | Recht & Wirtschaft |
| Medium: | Taschenbuch |
| Seiten: | 256 |
| Reihe: | Springer Actuarial Lecture Notes |
| Inhalt: |
xii
242 S. 5 s/w Illustr. 242 p. 5 illus. |
| ISBN-13: | 9783319720043 |
| ISBN-10: | 331972004X |
| Sprache: | Englisch |
| Herstellernummer: | 978-3-319-72004-3 |
| Ausstattung / Beilage: | Paperback |
| Einband: | Kartoniert / Broschiert |
| Autor: | Schmidli, Hanspeter |
| Auflage: | 1st ed. 2017 |
| Hersteller: |
Springer International Publishing
Springer International Publishing AG Springer Actuarial Lecture Notes |
| Maße: | 235 x 155 x 15 mm |
| Von/Mit: | Hanspeter Schmidli |
| Erscheinungsdatum: | 11.04.2018 |
| Gewicht: | 0,394 kg |
Hanspeter Schmidli is Professor of Stochastics and Actuarial Mathematics at the University of Cologne, Germany. He is one of the leading experts in the areas of optimization in insurance and ruin theory. He has published intensively in risk theory and related fields, having (co-)authored Stochastic Control in Insurance (Springer, 2008) and Stochastic Processes for Insurance and Finance (Wiley, 1999), which continue to be widely used resources.
Provides a self-contained introduction to important methods in non-life insurance
Covers the Ammeter risk model and the Markov-modulated risk model in detail
Discusses aspects of solvency and links to Solvency II
| Erscheinungsjahr: | 2018 |
|---|---|
| Fachbereich: | Wirtschaft International |
| Genre: | Wirtschaft |
| Rubrik: | Recht & Wirtschaft |
| Medium: | Taschenbuch |
| Seiten: | 256 |
| Reihe: | Springer Actuarial Lecture Notes |
| Inhalt: |
xii
242 S. 5 s/w Illustr. 242 p. 5 illus. |
| ISBN-13: | 9783319720043 |
| ISBN-10: | 331972004X |
| Sprache: | Englisch |
| Herstellernummer: | 978-3-319-72004-3 |
| Ausstattung / Beilage: | Paperback |
| Einband: | Kartoniert / Broschiert |
| Autor: | Schmidli, Hanspeter |
| Auflage: | 1st ed. 2017 |
| Hersteller: |
Springer International Publishing
Springer International Publishing AG Springer Actuarial Lecture Notes |
| Maße: | 235 x 155 x 15 mm |
| Von/Mit: | Hanspeter Schmidli |
| Erscheinungsdatum: | 11.04.2018 |
| Gewicht: | 0,394 kg |
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