Actuarial Theory for Dependent Risks
Jan (Katholieke Universiteit Leuven, Belgium and Universiteit van Amsterdam, The Netherlands) Dhaene, Marc (Katholieke Universiteit Leuven, Belgium and Universiteit van Amsterdam, The Netherlands) Goovaerts, Michel (Universite Catholique de Louvain, Belgium) Denuit, Rob (Universiteit van Amsterdam, The Netherlands) Kaas
John Wiley & Sons Inc, 2005
150,50 €On orderDelivery: 2-3 weeks
Traditional actuarial risk theory focuses on independence between the different random variables. However in recent years the actuarial profession has recognized that efficient risk management increasingly requires an understanding of the strength of dependence between different risks. This book deals with dependent risks in insurance markets.
- ISBN-13
- 9780470014929
- ISBN-10
- 047001492X
- Publisher
- John Wiley & Sons Inc
- Year
- 2005
- Publication date
- 2005-07-08
- Pages
- 464
- Dimensions
- 177x254x30
- Weight
- 902