سعر ومواصفات Actuarial Theory for Dependent Risks: Measures, Orders and Models
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Actuarial Theory for Dependent Risks: Measures, Orders and Models من
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تكلفة التوصيل هى 10 ج.م., والتوصيل فى خلال 5-8 أيام
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مع اسعار تبدأ من 901.20 ج.م.
أول ظهور لهذا المنتج كان فى أغسطس 20, 2014
وصف كتب مصر
The increasing complexity of insurance and reinsurance products has seen a
growing interest amongst actuaries in the modelling of dependent risks. For
efficient risk management, actuaries need to be able to answer fundamental
questions such as: Is the correlation structure dangerous? And, if yes, to what
extent? Therefore tools to quantify, compare, and model the strength of
dependence between different risks are vital. Combining coverage of stochastic
order and risk measure theories with the basics of risk management and
stochastic dependence, this book provides an essential guide to managing modern
* Describes how to model risks in incomplete markets, emphasising insurance
* Explains how to measure and compare the danger of risks, model their
interactions, and measure the strength of their association.
* Examines the type of dependence induced by GLM-based credibility models, the
bounds on functions of dependent risks, and probabilistic distances between
* Detailed presentation of risk measures, stochastic orderings, copula models,
dependence concepts and dependence orderings.
* Includes numerous exercises allowing a cementing of the concepts by all
levels of readers.
* Solutions to tasks as well as further examples and exercises can be found on
a supporting website.
An invaluable reference for both academics and practitioners alike, Actuarial
Theory for Dependent Risks will appeal to all those eager to master the
up-to-date modelling tools for dependent risks. The inclusion of exercises and
practical examples makes the book suitable for advanced courses on risk
management in incomplete markets. Traders looking for practical advice on
insurance markets will also find much of interest.
مميزات وعيوب Actuarial Theory for Dependent Risks: Measures, Orders and Models