國立虎尾科技大學 |

Asymptotic Statistics in Insurance Risk Theory

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Asymptotic Statistics in Insurance Risk Theory/ by Yasutaka Shimizu.
作者:	Shimizu, Yasutaka.
面頁冊數:	X, 110 p. 1 illus.online resource. :
Contained By:	Springer Nature eBook
標題:	Financial Services. -
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. - 1st ed. 2021. - X, 110 p. 1 illus.online resource. - JSS Research Series in Statistics,2364-0065. - 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:

1108918
Financial Services.

LC Class. No.: QA276-280

Dewey Class. No.: 300.727

Asymptotic Statistics in Insurance Risk Theory
LDR:02823nam a22004215i 4500 001 1059782
003 DE-He213
005 20220121123341.0
007 cr nn 008mamaa
008 220414s2021 si | s |||| 0|eng d
020 $a 9789811692840 $9 978-981-16-9284-0
024 7 $a 10.1007/978-981-16-9284-0 $2 doi
035 $a 978-981-16-9284-0
050 4 $a QA276-280
072 7 $a PBT $2 bicssc
072 7 $a K $2 bicssc
072 7 $a BUS061000 $2 bisacsh
072 7 $a PBT $2 thema
072 7 $a K $2 thema
082 0 4 $a 300.727 $2 23
100 1 $a Shimizu, Yasutaka. $e editor. $4 aut $4 http://id.loc.gov/vocabulary/relators/aut $3 1358009
245 1 0 $a Asymptotic Statistics in Insurance Risk Theory $h [electronic resource] / $c by Yasutaka Shimizu.
250 $a 1st ed. 2021.
264 1 $a Singapore : $b Springer Singapore : $b Imprint: Springer, $c 2021.
300 $a X, 110 p. 1 illus. $b online resource.
336 $a text $b txt $2 rdacontent
337 $a computer $b c $2 rdamedia
338 $a online resource $b cr $2 rdacarrier
347 $a text file $b PDF $2 rda
490 1 $a JSS Research Series in Statistics, $x 2364-0065
505 0 $a 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.
520 $a 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.
650 2 4 $a Financial Services. $3 1108918
650 2 4 $a IT Risk Management. $3 1366666
650 2 4 $a Probability Theory. $3 1366244
650 2 4 $a Statistics in Social Sciences, Humanities, Law, Education, Behavorial Sciences, Public Policy. $3 1366322
650 1 4 $a Statistics in Business, Management, Economics, Finance, Insurance. $3 1366003
650 0 $a Financial services industry. $3 570048
650 0 $a Risk management. $3 559158
650 0 $a Probabilities. $3 527847
650 0 $a Social sciences—Statistical methods. $3 1366321
650 0 $a Statistics . $3 1253516
710 2 $a SpringerLink (Online service) $3 593884
773 0 $t Springer Nature eBook
776 0 8 $i Printed edition: $z 9789811692833
776 0 8 $i Printed edition: $z 9789811692857
830 0 $a JSS Research Series in Statistics, $x 2364-0057 $3 1255493
856 4 0 $u https://doi.org/10.1007/978-981-16-9284-0
912 $a ZDB-2-SMA
912 $a ZDB-2-SXMS
950 $a Mathematics and Statistics (SpringerNature-11649)
950 $a Mathematics and Statistics (R0) (SpringerNature-43713)