Actuarial theory for dependent risks : measures, orders and models
- نوع فایل : کتاب
- زبان : انگلیسی
- مؤلف : M Denuit; et al
- ناشر : Hoboken, N.J. : Wiley,
- چاپ و سال / کشور: 2005
- شابک / ISBN : 9780470014929
Description
1. Modelling risks -- 2. Measuring risk -- 3. Comparing risks -- 4. Modelling dependence -- 5. Measuring dependence -- 6. Comparing dependence -- 7. Dependence in credibility models based on generalized linear models -- 8. Stochastic bounds on functions of dependent risks -- 9. Integral orderings and probability metrics.
"An invaluable reference for both academics and practitioners alike, Actuarial Theory for Dependent Risks will appeal to all those eager to master the up-to-date modelling tools for dependent risks." "The inclusion of exercises and practical examples makes the book suitable for advanced courses on risk management in incomplete markets. Traders looking for practical advice on insurance markets will also find much of interest."--BOOK JACKET.
