Stochastic models in actuarial risk theory. A mathematical introduction

DOI10.1007/978-3-642-53952-7zbMath1298.91008OpenAlexW2486602780MaRDI QIDQ5920339

Riccardo Gatto

Publication date: 4 June 2014

Published in: Springer-Lehrbuch Masterclass (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-53952-7

zbMATH Keywords

approximationsruin probabilitychange of measureadjustment coefficientcoherent risk measureindividual model(mixed) Poisson process

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Extreme value theory; extremal stochastic processes (60G70) Stochastic models in economics (91B70) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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