Centro de Documentacion de Fundación MAPFRE - Actuarial theory for dependent risks : measures, orders and models

MAP20070039596

Actuarial theory for dependent risks : measures, orders and models / Michel Denuit... [et al.]. — Chichester : John Wiley & Sons, cop. 2005

XII, 440 p. ; 24 cm

The concept of risk: modelling risks; measuring risk; comparing risks -- Dependence between risks: modelling dependence; measuring dependence; comparing dependence -- Applications to insurance mathematics: dependence in credibility models based on generalized linear models; stochastic bounds on functions of dependent risks; integral orderings and probability metrics

ISBN 0-470-01492-X

1. Matemática del seguro . 2. Análisis de riesgos . 3. Modelo estocástico . 4. Teoría del riesgo . 5. Tratamiento del riesgo . 6. Sistemas de medición . 7. Riesgos dependientes . I. Denuit, Michel . II. Título.

FUNDACIÓN MAPFRE. Centro de Documentación

FUNDACIÓN MAPFRE. Centro de Documentación — Assinatura: 6 ACT ACT — Nº de registro: 037985

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