Risk theory
DOI10.1007/978-3-319-72005-0zbMath1422.91009MaRDI QIDQ680077
Publication date: 22 January 2018
Published in: Springer Actuarial (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-72005-0
diffusion approximation; martingale; ruin probability; utility function; credibility theory; Markov modulated risk model; time to ruin; risk measure; compound Poisson process; subexponential distribution; risk model; renewal risk model; Cape Cod method; bonus-malus system; Cramér-Lundberg model; optimal insurance; Bayes method; Ammeter risk model; chain-ladder method; change measure technique; claim reserving; Lundberg inequality; premium calculation; reinsurance and ruin
91B16: Utility theory
60K10: Applications of renewal theory (reliability, demand theory, etc.)
91-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance