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Título de Acceso Abierto

Risk, Ruin and Survival: Risk, Ruin and Survival

Resumen/Descripción – provisto por la editorial

No disponible.

Palabras clave – provistas por la editorial

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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Información

Tipo de recurso:

libros

ISBN electrónico

978-3-03928-517-4

País de edición

Suiza

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