Risk Theory (Springer Actuarial Lecture Notes)

by Hanspeter Schmidli

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Book cover for Risk Theory

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This book provides an overview of classical actuarial techniques, including material that is not readily accessible elsewhere such as the Ammeter risk model and the Markov-modulated risk model. Other topics covered include utility theory, credibility theory, claims reserving and ruin theory. The author treats both theoretical and practical aspects and also discusses links to Solvency II.

Written by one of the leading experts in the field, these lecture notes serve as a valuable introduction to some of the most frequently used methods in non-life insurance. They will be of particular interest to graduate students, researchers and practitioners in insurance, finance and risk management.

  • ISBN13 9783319720043
  • Publish Date 11 April 2018
  • Publish Status Active
  • Publish Country CH
  • Imprint Springer International Publishing AG
  • Edition 1st ed. 2017
  • Format Paperback
  • Pages 242
  • Language English