Preface -- Classical risk model -- Renewal risk model -- Ruin probability estimation -- Extreme value theory -- Regular variation -- Ruin under subexponentiality -- Random sums -- The single big jump -- Ruin under constant interest force -- Absolute ruin -- Discrete dependence m…
Ericson and Haggerty contend that the police have become information brokers to institutions such as insurance companies and health and welfare organizations that operate based on a knowledge of risk.
This text examines the complex issues that concern the stability of the global financial system by presenting a mix of theory and practice. It should be essential reading for all involved in financial risk management.
This text examines the complex issues that concern the stability of the global financial system by presenting a mix of theory and practice. It should be essential reading for all involved in financial risk management.
This book includes advanced material in actuarial modeling that goes beyond the material covered the Society of Actuaries Exam C (as covered in the Fourth Edition of Loss Models: From Data to Decisions). It is an essential reference for practicing actuaries and actuarial researc…