000 04323nam a22005415i 4500
001 978-3-319-06653-0
003 DE-He213
005 20180115171614.0
007 cr nn 008mamaa
008 140606s2014 gw | s |||| 0|eng d
020 _a9783319066530
_9978-3-319-06653-0
024 7 _a10.1007/978-3-319-06653-0
_2doi
050 4 _aHG8779-8793
072 7 _aKFFN
_2bicssc
072 7 _aBUS033000
_2bisacsh
082 0 4 _a368.01
_223
245 1 0 _aModern Problems in Insurance Mathematics
_h[electronic resource] /
_cedited by Dmitrii Silvestrov, Anders Martin-Löf.
264 1 _aCham :
_bSpringer International Publishing :
_bImprint: Springer,
_c2014.
300 _aXVII, 385 p. 32 illus., 10 illus. in color.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aEAA Series,
_x1869-6929
505 0 _aInternational Cramer Symposium on Insurance Mathematics -- Harald Cramer and Insurance Mathematics -- 100 Years of the Scandinavian Actuarial Journal -- A Note on Gerber–Shiu Functions with an Application -- Improved Asymptotics for Ruin Probabilities -- Exponential Asymptotical Expansions for Ruin Probability in a Classical Risk Process with Non-Polynomial Perturbations -- Asymptotics of Ruin Probabilities for Perturbed Discrete Time Risk Processes -- Coherent Risk Measures under Dominated Variation -- Estimation of the Ruin Probability in Infinite Time for Heavy Right-Tailed Losses -- A Simulation-Based ALM Model in Practical Use by a Norwegian Life Insurance Company -- Predicting Future Claims Among High Risk Policyholders Using Random Effects -- Disability Insurance Claims Study by a Homogeneous Discrete Time Alternating Renewal Process -- Analysis of the Stochasticity of Mortality Using Variance Decomposition -- The Impact of Stress Factors on the Price of Widow’s Pensions -- The Design of an Optimal Bonus-Malus System Based on the Sichel Distribution -- Bonus-Malus Systems in Open and Closed Portfolios -- Large Deviations for a Damped Telegraph Process -- Probabilistic Choice with an Infinite Set of Options – an Approach Based on Random Sup Measures -- Generalisation of the Damping Factor in PageRank for Weighted Networks -- Asian Options, Jump-Diffusion Processes on a Lattice and Vandermonde Matrices -- Option Pricing and CVaR Hedging in the Regime-Switching Telegraph Market Model.
520 _aThis book is a compilation of 21 papers presented at the International Cramér Symposium on Insurance Mathematics (ICSIM) held at Stockholm University in June, 2013. The book comprises selected contributions from several large research communities in modern insurance mathematics and its applications. The main topics represented in the book are modern risk theory and its applications, stochastic modelling of insurance business, new mathematical problems in life and non-life insurance, and related topics in applied and financial mathematics. The book is an original and useful source of inspiration and essential reference for a broad spectrum of theoretical and applied researchers, research students and experts from the insurance business. In this way, Modern Problems in Insurance Mathematics will contribute to the development of research and academy–industry co-operation in the area of insurance mathematics and its applications.
650 0 _aMathematics.
650 0 _aInformation theory.
650 0 _aEconomics, Mathematical.
650 0 _aActuarial science.
650 0 _aMathematical models.
650 0 _aProbabilities.
650 1 4 _aMathematics.
650 2 4 _aActuarial Sciences.
650 2 4 _aProbability Theory and Stochastic Processes.
650 2 4 _aMathematical Modeling and Industrial Mathematics.
650 2 4 _aInformation and Communication, Circuits.
650 2 4 _aQuantitative Finance.
700 1 _aSilvestrov, Dmitrii.
_eeditor.
700 1 _aMartin-Löf, Anders.
_eeditor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783319066523
830 0 _aEAA Series,
_x1869-6929
856 4 0 _uhttp://dx.doi.org/10.1007/978-3-319-06653-0
912 _aZDB-2-SMA
999 _c371426
_d371426