Risk, Ruin and Survival: Decision Making in Insurance and Finance

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Tác giả: Jiandong Ren, Kristina Sendova, Ricardas Zitikis

Ngôn ngữ: eng

ISBN-13: 978-3039285167

Ký hiệu phân loại:

Thông tin xuất bản: Basel, Switzerland : MDPI - Multidisciplinary Digital Publishing Institute, 2020

Mô tả vật lý: 1 electronic resource (210 p.)

Bộ sưu tập: Tài liệu truy cập mở

ID: 204369

Developing techniques for assessing various risks and calculating probabilities of ruin and survival are exciting topics for mathematically-inclined academics. For practicing actuaries and financial engineers, the resulting insights have provided enormous opportunities but also created serious challenges to overcome, thus facilitating closer cooperation between industries and academic institutions. In this book, several renown researchers with extensive interdisciplinary research experiences share their thoughts that, in one way or another, contribute to the betterment of practice and theory of decision making under uncertainty. Behavioral, cultural, mathematical, and statistical aspects of risk assessment and modelling have been explored, and have been often illustrated using real and simulated data. Topics range from financial and insurance risks to security-type risks, from one-dimensional to multi- and even infinite-dimensional risks.
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