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Description

High Quality Content by WIKIPEDIA articles! Ruin theory, sometimes referred to as collective risk theory, is a branch of actuarial science that studies an insurer's vulnerability to insolvency based on mathematical modeling of the insurer's surplus. The theory permits the derivation and calculation of many ruin-related measures and quantities, including the probability of ultimate ruin, the distribution of an insurer's surplus immediately prior to ruin, the deficit at the time of ruin, the distribution of the first drop in surplus given that the drop occurs, etc. It is also considered as an area of applied probability because most of the techniques and methodologies adopted in ruin theory are based on the application of stochastic processes. Though most problems in ruin theory stem from real-life actuarial studies, it is the mathematical aspects of ruin theory that have drawn much of the attention from actuarial scientists and probabilists in the past few decades.

Contributeurs

Éditeur Lambert M. Surhone

Éditeur Miriam T. Timpledon

Éditeur Susan F. Marseken

Détails sur le produit

DUIN 5FKVSV3S2VA

GTIN 9786130484163

Langues Anglais

Nombre de pages 64

Type de produit Livre de Poche

Ruin Theory

Lambert M. Surhone

27,10 €

Vendeur: Dodax EU

Date de livraison: entre vendredi, 6. mars et mardi, 10. mars

État: Neuf

TVA incluse - Livraison GRATUITE
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27,10 €
TVA incluse - Livraison GRATUITE