Aspects of Risk Theory /
Risk theory, which deals with stochastic models of an insurance business, is a classical application of probability theory. The fundamental problem in risk theory is to investigate the ruin possibility of the risk business. Traditionally the occurrence of the claims is described by a Poisson process...
| Main Author: | |
|---|---|
| Corporate Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
New York, NY :
Springer New York,
1991.
|
| Series: | Springer series in statistics. Probability and its applications.
|
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
Table of Contents:
- The Classical Risk Model
- Generalizations of the Classical Risk Model
- Renewal Models
- Cox Models
- Stationary Models
- Appendix. Finite Time Ruin Probabilities
- References and Author Index
- Subject Index
- Inserted Surveys.