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Actuarial theory for dependent risks : measures, orders and models

Collection: Books
Title: Actuarial theory for dependent risks : measures, orders and models / Michel Denuit... [et al.]
Publication: Chichester : John Wiley & Sons, cop. 2005Physical description: XII, 440 p. ; 24 cmNotes: 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 metricsMateria / lugar / evento: Matemática del seguro Análisis de riesgos Modelo estocástico Teoría del riesgo Tratamiento del riesgo Sistemas de medición Riesgos dependientes Otros autores: Denuit, Michel
Other categories: 6Standard numbers: ISBN 0-470-01492-X
Referencias externas:
Holdings:
FUNDACIÓN MAPFRE. Centro de Documentación
FUNDACIÓN MAPFRE. Centro de Documentación
FUNDACIÓN MAPFRE. Centro de Documentación — Signature: 6 ACT ACT — Record number: 037985
Loan: AvailableAvailable