Risk theory
DOI10.1007/978-3-319-72005-0zbMATH Open1422.91009OpenAlexW4235738640MaRDI QIDQ680077FDOQ680077
Authors: Hanspeter Schmidli 
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
Recommendations
risk modelmartingalediffusion approximationruin probabilityrenewal risk modelrisk measuresubexponential distributionCape Cod methodcredibility theoryutility functionbonus-malus systemtime to ruincompound Poisson processoptimal insuranceBayes methodAmmeter risk modelchain-ladder methodchange measure techniqueclaim reservingLundberg inequalityMarkov modulated risk modelpremium calculationreinsurance and ruinCramér-Lundberg model
Applications of renewal theory (reliability, demand theory, etc.) (60K10) Utility theory (91B16) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)
Cited In (39)
- Value-oriented risk management of insurance companies. Translated from the German by Patrick D. F. Ion.
- Actuarial science. Theory and methodology.
- Reinsurance. Actuarial and statistical aspects
- Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis
- Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift
- Risk and insurance. A graduate text
- Optimisation of drawdowns by generalised reinsurance in the classical risk model
- Measuring and Modelling Technical Risks in Non-Life Insurance
- From ruin theory to solvency in non-life insurance
- Inequalities for the probability of ruin in a reinsurance risk model with \(m\)-dependence assumptions
- Ruin probabilities
- Title not available (Why is that?)
- Applications of a change of measures technique for compound mixed renewal processes to the ruin problem
- Discounted probability of exponential Parisian ruin: diffusion approximation
- Bisk theory and its statistics enyiroment
- Diffusion approximations for periodically arriving expert opinions in a financial market with Gaussian drift
- Risk theory of the second and third kind
- Stationary workload and service times for some nonwork-conserving M/G/1 preemptive LIFO queues
- Evaluating ruin probabilities: a streamlined approach
- Claims reserving in general insurance
- Title not available (Why is that?)
- Maximum likelihood estimation of ruin probability in the classical risk model with exponential claims
- Title not available (Why is that?)
- Risk and stochastics. Ragnar Norberg. With an autobiography by Ragnar Norberg
- Volterra integral equations: an approach based on Lipschitz-continuity
- Life insurance risk management essentials
- The Cramér-Lundberg model and its variants. A queueing perspective
- Risk measures and insurance solvency benchmarks. Fixed-probability levels in renewal risk models
- A note on product-convolution for generalized subexponential distributions
- Time-inconsistent view on a dividend problem with penalty
- Loss models. Further topics
- Risk theory. A heavy tail approach
- Irreversible reinsurance: minimization of capital injections in presence of a fixed cost
- Ruin-based risk measures in discrete-time risk models
- Title not available (Why is that?)
- Title not available (Why is that?)
- Optimal dividend problem: asymptotic analysis
- Title not available (Why is that?)
- Risk Theory and Insurance Premiums
This page was built for publication: Risk theory
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q680077)
