Bøger af Hanspeter Schmidli

This text provides a source for professionals in the insurance industry who have a modest level of mathematical experience. It outlines classical results and provides an insight into recent developments in applied probability theory illustrating relevant applications in insurance mathematics.

This book provides an overview of classical actuarial techniques, including material that is not readily accessible elsewhere such as the Ammeter risk model and the Markov-modulated risk model. Other topics covered include utility theory, credibility theory, claims reserving and ruin theory.

Yet again, here is a Springer volume that offers readers something completely new. These examples show how verification theorems and existence theorems may be proved, and that the non-diffusion case is simpler than the diffusion case.