Risk Ruin And Survival

Author : Ricardas Zitikis,Jiandong Ren,Kristina Sendova
Publisher : MDPI
Page : 210 pages
File Size : 44,8 Mb
Release : 2020-04-02
Category : Business & Economics
ISBN : 9783039285167

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Risk, Ruin and Survival by Ricardas Zitikis,Jiandong Ren,Kristina Sendova Pdf

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. The articles in the book were written with a broad audience in mind and should provide enjoyable reading for those with university level degrees and/or those who have studied for accreditation by various actuarial and financial societies.

Author : Rob Kaas,Marc Goovaerts,Jan Dhaene
Publisher : Springer Science & Business Media
Page : 394 pages
File Size : 54,7 Mb
Release : 2008-12-03
Category : Business & Economics
ISBN : 9783540867364

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Modern Actuarial Risk Theory by Rob Kaas,Marc Goovaerts,Jan Dhaene Pdf

Modern Actuarial Risk Theory contains what every actuary needs to know about non-life insurance mathematics. It starts with the standard material like utility theory, individual and collective model and basic ruin theory. Other topics are risk measures and premium principles, bonus-malus systems, ordering of risks and credibility theory. It also contains some chapters about Generalized Linear Models, applied to rating and IBNR problems. As to the level of the mathematics, the book would fit in a bachelors or masters program in quantitative economics or mathematical statistics. This second and.

Author : Ricardas Zitikis,Jiandong Ren,Kristina Sendova
Publisher : Unknown
Page : 210 pages
File Size : 47,8 Mb
Release : 2020
Category : Finance
ISBN : 3039285173

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Risk, Ruin and Survival: Decision Making in Insurance and Finance by Ricardas Zitikis,Jiandong Ren,Kristina Sendova Pdf

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.

Author : Yuliya Mishura,Olena Ragulina
Publisher : Elsevier
Page : 276 pages
File Size : 52,6 Mb
Release : 2016-11-08
Category : Business & Economics
ISBN : 9780081020982

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Ruin Probabilities by Yuliya Mishura,Olena Ragulina Pdf

Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach deals with continuous-time risk models and covers several aspects of risk theory. The first of them is the smoothness of the survival probabilities. In particular, the book provides a detailed investigation of the continuity and differentiability of the infinite-horizon and finite-horizon survival probabilities for different risk models. Next, it gives some possible applications of the results concerning the smoothness of the survival probabilities. Additionally, the book introduces the supermartingale approach, which generalizes the martingale one introduced by Gerber, to get upper exponential bounds for the infinite-horizon ruin probabilities in some generalizations of the classical risk model with risky investments. Provides new original results Detailed investigation of the continuity and differentiability of the infinite-horizon and finite-horizon survival probabilities, as well as possible applications of these results An excellent supplement to current textbooks and monographs in risk theory Contains a comprehensive list of useful references

Author : Mervyn Richardson
Publisher : CRC Press
Page : 636 pages
File Size : 51,8 Mb
Release : 2002-09-11
Category : Science
ISBN : 9780203482919

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Risk reduction by Mervyn Richardson Pdf

Concerned with the need to reduce chemical risks, this text also covers related biological and physical risks. Risk reduction has an important economic role, not least in developing countries. Many of the contributors are from develping countries and indicate the problems and some of the solutions their countries will need to adopt during their process of reconstruction, development and recovery. The text discusses the decision-making process involving the political, socioeconomic, engineering, and natural sciences so as to develop, analyze and compare regulatory options. It considers how such measured decision making enables the selection of optimal responses to achieve safety from perceived hazards.

Author : Roger J. Gray,Susan M. Pitts
Publisher : Cambridge University Press
Page : 409 pages
File Size : 54,9 Mb
Release : 2012-06-28
Category : Business & Economics
ISBN : 9780521863940

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Risk Modelling in General Insurance by Roger J. Gray,Susan M. Pitts Pdf

A wide range of topics give students a firm foundation in statistical and actuarial concepts and their applications.

Author : Albert N. Shiryaev,Konstantin E. Samouylov,Dmitry V. Kozyrev
Publisher : Springer Nature
Page : 370 pages
File Size : 40,6 Mb
Release : 2021-08-02
Category : Mathematics
ISBN : 9783030832667

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Recent Developments in Stochastic Methods and Applications by Albert N. Shiryaev,Konstantin E. Samouylov,Dmitry V. Kozyrev Pdf

Highlighting the latest advances in stochastic analysis and its applications, this volume collects carefully selected and peer-reviewed papers from the 5th International Conference on Stochastic Methods (ICSM-5), held in Moscow, Russia, November 23-27, 2020. The contributions deal with diverse topics such as stochastic analysis, stochastic methods in computer science, analytical modeling, asymptotic methods and limit theorems, Markov processes, martingales, insurance and financial mathematics, queueing theory and stochastic networks, reliability theory, risk analysis, statistical methods and applications, machine learning and data analysis. The 29 articles in this volume are a representative sample of the 87 high-quality papers accepted and presented during the conference. The aim of the ICSM-5 conference is to promote the collaboration of researchers from Russia and all over the world, and to contribute to the development of the field of stochastic analysis and applications of stochastic models.

Author : Tom Vanderbilt
Publisher : University of Chicago Press
Page : 235 pages
File Size : 43,8 Mb
Release : 2010-04-15
Category : History
ISBN : 9780226846958

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Survival City by Tom Vanderbilt Pdf

On the road to Survival City, Tom Vanderbilt maps the visible and invisible legacies of the cold war, exhuming the blueprints for the apocalypse we once envisioned and chronicling a time when we all lived at ground zero. In this road trip among ruined missile silos, atomic storage bunkers, and secret test sites, a lost battleground emerges amid the architecture of the 1950s, accompanied by Walter Cotten’s stunning photographs. Survival City looks deep into the national soul, unearthing the dreams and fears that drove us during the latter half of the twentieth century. “A crucial and dazzling book, masterful, and for me at least, intoxicating.”—Dave Eggers “A genuinely engaging book, perhaps because [Vanderbilt] is skillful at conveying his own sense of engagement to the reader.”—Los Angeles Times “A retracing of Dr. Strangelove as ordinary life.”—Greil Marcus, Bookforum

Author : Justin Mamis
Publisher : Perseus Books
Page : 241 pages
File Size : 41,8 Mb
Release : 1991-01
Category : Business & Economics
ISBN : 0201577704

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The Nature of Risk by Justin Mamis Pdf

Author : Brent Penfold
Publisher : John Wiley & Sons
Page : 256 pages
File Size : 51,5 Mb
Release : 2010-08-24
Category : Business & Economics
ISBN : 9780470826171

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The Universal Principles of Successful Trading by Brent Penfold Pdf

The Universal Principles of Successful Trading clearly and unambiguously articulates trading principles that distinguish the winners from the losers. Though trading can be performed in different markets, across different timeframes, and with different instruments based upon different techniques, there is one common thread that ties all winning traders together: the universal principles of successful trading. All consistently profitable traders adhere to them regardless of the markets, timeframes, and techniques. In this ground-breaking book from top trader, Brent Penfold, the reader will: Learn how to develop a trading plan Learn how to identify and create an effective methodology Discover successful money management strategies Understand trader psychology And many more exciting trading and strategies secrets. Supporting the universal principles are rare interviews from a diverse group of successful traders. Some are the new young guns of trading and others are market legends who are trading just as actively today as they were over 50 years ago. They represent a diverse group of traders from the United Kingdom, America, Singapore, Hong Kong, Italy, and Australia. All of them have generously agreed to offer the reader one singularly powerful piece of advice to help them towards their trading goals. Each piece of advice emphasizes an essential element of the universal principles. This timely and exciting book from Brent Penfold has already garnered many accolades and looks set to become a modern-day classic.

Author : George A. Anastassiou,Oktay Duman
Publisher : Springer
Page : 502 pages
File Size : 43,7 Mb
Release : 2016-03-21
Category : Technology & Engineering
ISBN : 9783319303222

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Intelligent Mathematics II: Applied Mathematics and Approximation Theory by George A. Anastassiou,Oktay Duman Pdf

This special volume is a collection of outstanding more applied articles presented in AMAT 2015 held in Ankara, May 28-31, 2015, at TOBB Economics and Technology University. The collection is suitable for Applied and Computational Mathematics and Engineering practitioners, also for related graduate students and researchers. Furthermore it will be a useful resource for all science and engineering libraries. This book includes 29 self-contained and well-edited chapters that can be among others useful for seminars in applied and computational mathematics, as well as in engineering.

Author : Hilary L. Seal
Publisher : Unknown
Page : 0 pages
File Size : 51,5 Mb
Release : 1995
Category : Risk (Insurance)
ISBN : OCLC:1338488339

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Survival Probabilities, the Goal of Risk Theory by Hilary L. Seal Pdf

Author : Julia Hoydis
Publisher : Walter de Gruyter GmbH & Co KG
Page : 674 pages
File Size : 42,7 Mb
Release : 2019-09-23
Category : Literary Criticism
ISBN : 9783110615418

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Risk and the English Novel by Julia Hoydis Pdf

Taking the cue from the currency of risk in popular and interdisciplinary academic discourse, this book explores the development of the English novel in relation to the emergence and institutionalization of risk, from its origins in probability theory in the late seventeenth century to the global ‘risk society’ in the twenty-first century. Focussing on 29 novels from Defoe to McEwan, this book argues for the contemporaneity of the rise of risk and the novel and suggests that there is much to gain from reading the risk society from a diachronic, literary-cultural perspective. Tracing changes and continuities, the fictional case studies reveal the human preoccupation with safety and control of the future. They show the struggle with uncertainties and the construction of individual or collective ‘logics’ of risk, which oscillate between rational calculation and emotion, helplessness and denial, and an enabling or destructive sense of adventure and danger. Advancing the study of risk in fiction beyond the confinement to dystopian disaster narratives, this book shows how topical notions, such as chance and probability, uncertainty and responsibility, fears of decline and transgression, all cluster around risk.

Author : Anonim
Publisher : John Wiley & Sons
Page : 2163 pages
File Size : 52,7 Mb
Release : 2008-09-02
Category : Mathematics
ISBN : 9780470035498

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Encyclopedia of Quantitative Risk Analysis and Assessment by Anonim Pdf

Leading the way in this field, the Encyclopedia of Quantitative Risk Analysis and Assessment is the first publication to offer a modern, comprehensive and in-depth resource to the huge variety of disciplines involved. A truly international work, its coverage ranges across risk issues pertinent to life scientists, engineers, policy makers, healthcare professionals, the finance industry, the military and practising statisticians. Drawing on the expertise of world-renowned authors and editors in this field this title provides up-to-date material on drug safety, investment theory, public policy applications, transportation safety, public perception of risk, epidemiological risk, national defence and security, critical infrastructure, and program management. This major publication is easily accessible for all those involved in the field of risk assessment and analysis. For ease-of-use it is available in print and online.

Author : Jochen Hörisch
Publisher : Wayne State University Press
Page : 366 pages
File Size : 54,7 Mb
Release : 2000
Category : Literary Criticism
ISBN : 0814327540

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Heads Or Tails by Jochen Hörisch Pdf

Examines the role of money in modern German literature. Using examples from Goethe, Gotthelf, Holderlin and others to demonstrate the intersecting worlds of literature and finance, the author argues that money, like literature, has no intrinsic value, but is at the same time a necessity.