Description

Book Synopsis
'Heavy-tailed risk modelling plays a central role in modern risk theory; within this perspective, the book provides an excellent guide concerning problems and solutions in risk theory.'zbMATHThis book is written to help graduate students and young researchers to enter quickly into the subject of Risk Theory. It can also be used by actuaries and financial practitioners for the optimization of their decisions and further by regulatory authorities for the stabilization of the insurance industry. The topic of extreme claims is especially presented as a crucial feature of the modern ruin probability.

Risk Theory: A Heavy Tail Approach

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A Hardback by Dimitrios George Konstantinides

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    View other formats and editions of Risk Theory: A Heavy Tail Approach by Dimitrios George Konstantinides

    Publisher: World Scientific Publishing Co Pte Ltd
    Publication Date: 23/08/2017
    ISBN13: 9789813223141, 978-9813223141
    ISBN10: 9813223146
    Also in:
    Probability and statistics

    Description

    Book Synopsis
    'Heavy-tailed risk modelling plays a central role in modern risk theory; within this perspective, the book provides an excellent guide concerning problems and solutions in risk theory.'zbMATHThis book is written to help graduate students and young researchers to enter quickly into the subject of Risk Theory. It can also be used by actuaries and financial practitioners for the optimization of their decisions and further by regulatory authorities for the stabilization of the insurance industry. The topic of extreme claims is especially presented as a crucial feature of the modern ruin probability.

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