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Actuarial Theory for Dependent Risks: Measures, Orders and Models Denuit, Michel (Universite Catholique de Louvain, Belgium)
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Actuarial Theory for Dependent Risks: Measures, Orders and Models
Denuit, Michel (Universite Catholique de Louvain, Belgium)
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.
458 pages
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | July 8, 2005 |
| ISBN13 | 9780470014929 |
| Publishers | John Wiley & Sons Inc |
| Pages | 464 |
| Dimensions | 254 × 177 × 30 mm · 902 g |
| Language | English |
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