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Risk Theory by Hanspeter Schmidli

Risk Theory

by Hanspeter Schmidli
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Book cover type: Paperback
  • ISBN13: 9783319720043
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 242
  • Original Price: EUR 44.99
  • Language: English
  • Edition: 2017
  • Item Weight: 392 grams
  • BISAC Subject(s): Insurance / General, Game Theory, and Applied

From the Back Cover

This book provides an overview of classical actuarial techniques, including material that is not readily accessible elsewhere such as the Ammeter risk model and the Markov-modulated risk model. Other topics covered include utility theory, credibility theory, claims reserving and ruin theory. The author treats both theoretical and practical aspects and also discusses links to Solvency II.

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.

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