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Stochastische Modelle Der Aktuariellen Risikotheorie: Eine Mathematische Einfuhrung by Riccardo Gatto (Paperback, 2014)

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About this product

Product Information

Stochastische Modelle sind bei der Bewertung von Schadensbetragen fur Versicherungen von besonderer Bedeutung. Das Buch gibt eine Einfuhrung in die dabei verwendeten Modelle fur kleine und grosse Schadensbetrage wie auch in die stochastische Prozesse der aktuariellen Risikotheorie (Zahlprozesse und Poisson-Prozess). Zentrales Thema ist die Analyse der Ruinwahrscheinlichkeit, wobei exakte Berechnungsmethoden, asymptotische Approximationen und numerische Algorithmen wie Monte Carlo-Simulation und schnelle Fourier-Transformation vorgestellt werden. Ein Appendix mit wichtigen Resultaten der Wahrscheinlichkeitstheorie erleichtert die Lekture dieses Buches.

Product Identifiers

Publisher
Springer-Verlag Berlin and Heidelberg Gmbh & Co. Kg
ISBN-13
9783642539510
eBay Product ID (ePID)
209180516

Product Key Features

Author
Riccardo Gatto
Publication Name
Stochastische Modelle Der Aktuariellen Risikotheorie: Eine Mathematische Einfuhrung
Format
Paperback
Language
German
Subject
Finance, Mathematics
Publication Year
2014
Type
Textbook
Number of Pages
196 Pages

Dimensions

Item Height
244mm
Item Width
170mm
Item Weight
340g

Additional Product Features

Title_Author
Riccardo Gatto
Series Title
Masterclass
Country/Region of Manufacture
Germany

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