Asymptotic Statistics in Insurance Risk Theory
Springer Verlag, Singapore
978-981-16-9283-3 (ISBN)
The recent development of risk theory can deal with many kinds of ruin-related quantities: the probability of ruin as well as Gerber–Shiu’s discounted penalty function, both of which are useful in insurance risk management and in financial credit risk analysis. In those areas, the common stochastic models are used in the context of the structural approach of companies’ default. So far, the probabilistic point of view has been the main concern for academic researchers. However, this book emphasizes the statistical point of view because identifying the risk model is always necessary and is crucial in the final step of practical risk management.
Yasutaka Shimizu has a degree in Mathematics and a Ph.D. in Mathematical Science from The University of Tokyo. His first academic career is an assistant professor at Osaka University in 2005 and became an associate professor at the same department in 2011. He moved to Waseda University and became a full professor in 2017. His research is focused on Mathematical Statistics, especially in asymptotic theory, and its applications to insurance and finance.
1. Introduction to ruin theory.- 2. L´evy insurance risk models.- 3. Foundations of Statistical Inference.- 4. Inference for Ruin Probability.- 5 Inferenece for Gerber-Shiu functions.
Erscheinungsdatum | 28.01.2022 |
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Reihe/Serie | JSS Research Series in Statistics |
SpringerBriefs in Statistics | |
Zusatzinfo | 1 Illustrations, black and white; X, 110 p. 1 illus. |
Verlagsort | Singapore |
Sprache | englisch |
Maße | 155 x 235 mm |
Themenwelt | Mathematik / Informatik ► Mathematik ► Statistik |
Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik | |
Sozialwissenschaften ► Soziologie ► Empirische Sozialforschung | |
Wirtschaft ► Allgemeines / Lexika | |
Wirtschaft ► Betriebswirtschaft / Management ► Allgemeines / Lexika | |
Schlagworte | Asymptotic Theory • Gerber-Shiu Function • Risk Management • Ruin Probabilities • Statistical Inference |
ISBN-10 | 981-16-9283-1 / 9811692831 |
ISBN-13 | 978-981-16-9283-3 / 9789811692833 |
Zustand | Neuware |
Informationen gemäß Produktsicherheitsverordnung (GPSR) | |
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