Steffensen, Mogens

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by Asmussen, Søren, Steffensen, Mogens

fromProbability Theory and Stochastic Modelling

0 Type: Book

This textbook provides a broad overview of the present state of insurance mathematics and some related topics in risk management, financial mathematics and probability. Both non-life and life aspects are covered. The emphasis is on probability and modeling rather than statistics…

Risk and Insurance: a graduate text

by Asmussen, Søren, Steffensen, Mogens

fromProbability Theory and Stochastic Modelling

0 Type: Book

"This textbook provides a broad overview of the present state of insurance mathematics and some related topics in risk management, financial mathematics and probability. Both non-life and life aspects are covered. The emphasis is on probability and modeling rather than statistic…

Risk and insurance: a graduate text

by Asmussen, Søren, Steffensen, Mogens

fromProbability Theory and Stochastic Modelling

0 Type: Book

Basics -- Experience rating -- Sums and aggregate claims -- Ruin theory -- Markov models in life insurance -- Financial mathematics in life insurance -- Special studies in life insurance -- Orderings and comparisons -- Extreme value theory -- Dependence and further topics in ris…

Risk and Insurance: a graduate text

by Asmussen, Søren, Steffensen, Mogens

fromProbability Theory and Stochastic Modelling

0 Type: Book

"This textbook provides a broad overview of the present state of insurance mathematics and some related topics in risk management, financial mathematics and probability. Both non-life and life aspects are covered. The emphasis is on probability and modeling rather than statistic…

Risk and insurance: a graduate text

by Asmussen, Søren, Steffensen, Mogens

fromProbability Theory and Stochastic Modelling

0 Type: Book

This textbook provides a broad overview of the present state of insurance mathematics and some related topics in risk management, financial mathematics and probability. Both non-life and life aspects are covered. The emphasis is on probability and modeling rather than statistics…