Name: actuarial theory for dependent risks: measures, orders and models
SKU: 10759432
Price: 4485.00 TWD
Availability: InStock
Author: michel denuit, jan dhaene, marc goovaerts
ISBN: 9780470014929

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portada actuarial theory for dependent risks: measures, orders and models

actuarial theory for dependent risks: measures, orders and models

Type

Physical Book

Publisher

wiley

Author

michel denuit, jan dhaene, marc goovaerts

Pages

458.00

ISBN

047001492x

ISBN13

9780470014929

Synopsis "actuarial theory for dependent risks: measures, orders and models"

traditional actuarial risk theory focuses on independence between the different random variables. however in recent years the actuarial profession has recognized that efficient risk management increasingly requires an understanding of the strength of dependence between different risks. this book deals with dependent risks in insurance markets. it presents closely related topics as risk measures, stochastic orderings, copula models, dependence concepts, dependence orderings and discusses their application to actuarial mathematics. the authors provide the tools to quantify, compare and model dependent risk. packed with worked examples and practical exercises, this book is aimed at academics and practitioners eager to master the art of modeling dependent risks.