| 書目名稱 | Risk Theory | | 副標題 | The Stochastic Basis | | 編輯 | Robert Eric Beard,Teivo Pentik?inen,Erkki Pesonen | | 視頻video | http://file.papertrans.cn/831/830723/830723.mp4 | | 叢書名稱 | Monographs on Statistics and Applied Probability | | 圖書封面 |  | | 描述 | The theory of risk already has its traditions. A review of its classical results is contained in Bohlmann (1909). This classical theory was associated with life insurance mathematics, and dealt mainly with deviations which were expected to be produced by random fluctua- tions in individual policies. According to this theory, these deviations are discounted to some initial instant; the square root of the sum of the squares of the capital values calculated in this way then gives a measure for the stability of the portfolio. A theory constituted in this manner is not, however, very appropriate for practical purposes. The fact is that it does not give an answer to such questions as, for example, within what limits a company‘s probable gain or loss will lie during different periods. Further, non-life insurance, to which risk theory has, in fact, its most rewarding applications, was mainly outside the field of interest of the risk theorists. Thus it is quite understandable that this theory did not receive very much attention and that its applications to practical problems of insurance activity remained rather unimportant. A new phase of development began following the studies of Filip Lu | | 出版日期 | Book 1984 | | 關鍵詞 | Finite; Monte Carlo method; Poisson process; Simula; Statistica; business plan; character; computation; dist | | 版次 | 1 | | doi | https://doi.org/10.1007/978-94-011-7680-4 | | isbn_softcover | 978-94-011-7682-8 | | isbn_ebook | 978-94-011-7680-4 | | copyright | R.E. Beard, T. Pentik?inen, E. Pesonen 1984 |
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