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Risk, Ruin and Survival: Decision Making in Insurance and Finance
Mitwirkende(r): Resource type: Ressourcentyp: Buch (Online)Buch (Online)Sprache: Englisch Verlag: [Erscheinungsort nicht ermittelbar] : MDPI - Multidisciplinary Digital Publishing Institute, 2020Beschreibung: 1 Online-Ressource (210 p.)ISBN:- 9783039285167
- 9783039285174
- insurance
- n/a
- multiplicative background risk model
- renewal process
- dual risk model
- collective risk model
- risk measure
- aggregate risk
- Laplace transform
- transfer function
- risk management
- risk theory
- maximal tail dependence
- constant interest rate
- partial integro-differential equation
- reinsurance
- financial time series
- spatial risk measures and corresponding axiomatic approach
- central limit theorem
- integral equation
- Markovian arrival process
- systematic risk
- information processing
- discounted aggregate claims
- surplus process
- weighted cuts
- rate of spatial diversification
- national culture
- operational risk
- covariance
- cumulative Parisian ruin
- spatial dependence
- background risk
- survival analysis
- Monte Carlo
- aggregate discounted claims
- stochastic orders
- order statistic
- max-stable random fields
- copulas
- hazard model
- multivariate gamma distribution
- copula
- advanced measurement approach
- concomitant
- archimedean copulas
- rating migrations
- ruin probability
- clustering
- confidence interval
- individual risk model
- numerical approximation
- value-at-risk
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