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Asymptotic statistics in insurance r...

Shimizu, Yasutaka.

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Asymptotic statistics in insurance risk theory

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Asymptotic statistics in insurance risk theory/ by Yasutaka Shimizu.
作者:	Shimizu, Yasutaka.
出版者:	Singapore :Springer Singapore : : 2021.,
面頁冊數:	1 online resource (x, 110 p.) :ill., digital ;24 cm.
內容註:	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.
Contained By:	Springer Nature eBook
標題:	Risk (Insurance) - Statistical methods. -
電子資源:	https://doi.org/10.1007/978-981-16-9284-0
ISBN:	9789811692840

Asymptotic statistics in insurance risk theory
Shimizu, Yasutaka.

Asymptotic statistics in insurance risk theory[electronic resource] /by Yasutaka Shimizu. - Singapore :Springer Singapore :2021. - 1 online resource (x, 110 p.) :ill., digital ;24 cm. - SpringerBriefs in statistics. JSS research series in statistics,2364-0065. - SpringerBriefs in statistics.JSS research series in statistics..

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.

This book begins with the fundamental large sample theory, estimating ruin probability, and ends by dealing with the latest issues of estimating the Gerber-Shiu function. This book is the first to introduce the recent development of statistical methodologies in risk theory (ruin theory) as well as their mathematical validities. Asymptotic theory of parametric and nonparametric inference for the ruin-related quantities is discussed under the setting of not only classical compound Poisson risk processes (Cramér-Lundberg model) but also more general Lévy insurance risk processes. 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.

ISBN: 9789811692840

Standard No.: 10.1007/978-981-16-9284-0doiSubjects--Topical Terms:

765729
Risk (Insurance)
--Statistical methods.

LC Class. No.: HG8054.5 / S55 2021

Dewey Class. No.: 368.01

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