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Mathematical Methods in Risk Theory.pdf
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Mathematical Methods in Risk TheorySeries: Grundlehren der mathematischen Wissenschaften, Vol. 172
Bühlmann, Hans
1st ed. 1970. 2nd printing, 1996, XII, 210 p.
From the reviews: "The huge literature in risk theory has been carefully selected and supplemented by personal contributions of the author, many of which appear here for the first time. The result is a systematic and very readable book, which takes into account the most recent developments of the field. It will be of great interest to the actuary as well as to the statistician who wants to become familiar with the subject." Math. Reviews Vol. 43
"It is a book of fundamental importance for all interested in the application or teaching of the subject and a significant addition to the literature."
Journal of the Royal Statistical Society (England) 1971
"This latest addition to the literature of risk theory is a masterful work.." Transactions, Soc of Actuaries meetings 65
Content Level » Research
Keywords » Lebensversicherung - Versicherung - Versicherungsmathematik - actuarial mathematics - insurance - life insurance
Related subjects » Economic Theory - Finance & Banking - Quantitative Finance - Statistics
Table of contents From the contents: Probability Aspects of Risk.- The Risk Process.- The Risk in the Collective.- Premium Calculation.- Retentions and Reserves.- The Insurance Carrier's Stability Criteria.- Appendix: The Generalized Riemann-Stieltjes Integral.
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