Actuarial theory for dependent risks: measures, orders and models
Auteur :
Denuit, Michel / Dhaene, Jan / Goovaerts, Marc / Kaas, Rob
Éditeur :
John Wiley & Sons Inc
ISBN :
9780470014929
Date de publication :
8 juil. 2005
Dimensions :
25,0 x 17,5 x 3,1 cm
Poids :
964 g
Langue :
Anglais
Pays d'origine :
USA
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.