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This book's two-fold focus provides a broad overview of the varied topics in risk management as well as outlining the necessary tools and techniques r...Lees meer
Focusing on life insurance and pensions, this book addresses variousaspects of modelling in modern insurance: insurance liabilities;asset-liability ma...Lees meer
This second edition expands the first chapters, which focus on the approach to risk management issues discussed in the first edition, to offer readers...Lees meer
Here is a modern review of the problem of ruin for the classical Cramér-Lundberg model and the surplus of an insurance company. Covers martingales and...Lees meer
Since 1980, methods for recursive evaluation of aggregate claims distributions have received extensive attention in the actuarial literature. This boo...Lees meer
Modeling and management of credit risk are the main topics within banks and other lending institutions. Historical experience shows that, in particula...Lees meer
This book is a compilation of 21 papers presented at the International Cramér Symposium on Insurance Mathematics (ICSIM) held at Stockholm University ...Lees meer
Non-life insurance pricing is the art of setting the price of an insurance policy, taking into consideration varoius properties of the insured object ...Lees meer
Value- and risk-oriented management is a holistic method of managing businesses. In this book both actuarial methods and methods pertaining to classic...Lees meer
Risk has been described in the past by a simple measure, such as the variance, and risk attitude is often considered simply a degree of risk aversion....Lees meer
Health Insurance aims at filling a gap in actuarial literature, attempting to solve the frequent misunderstanding in regards to both the purpose and t...Lees meer
Backward stochastic differential equations with jumps can be used to solve problems in both finance and insurance. Part I of this book presents the th...Lees meer