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Beschreibung

High Quality Content by WIKIPEDIA articles! Ruin theory, sometimes referred to as collective risk theory, is a branch of actuarial science that studies an insurer's vulnerability to insolvency based on mathematical modeling of the insurer's surplus. The theory permits the derivation and calculation of many ruin-related measures and quantities, including the probability of ultimate ruin, the distribution of an insurer's surplus immediately prior to ruin, the deficit at the time of ruin, the distribution of the first drop in surplus given that the drop occurs, etc. It is also considered as an area of applied probability because most of the techniques and methodologies adopted in ruin theory are based on the application of stochastic processes. Though most problems in ruin theory stem from real-life actuarial studies, it is the mathematical aspects of ruin theory that have drawn much of the attention from actuarial scientists and probabilists in the past few decades.

Mitwirkende

Herausgeber Lambert M. Surhone

Herausgeber Miriam T. Timpledon

Herausgeber Susan F. Marseken

Produktdetails

DUIN 5FKVSV3S2VA

GTIN 9786130484163

Sprache Englisch

Seitenanzahl 64

Produkttyp Taschenbuch

Ruin Theory

Lambert M. Surhone

CHF 31.05

Verkäufer: Dodax

Lieferdatum: Montag, 6. April

Zustand: Neu

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