Actuarial Theory for Dependent Risks Measures, Orders and Models |
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| Author:
| Denuit, Michel
Dhaene, Jan
Goovaerts, Marc
Kaas, Rob |
| ISBN: | 978-0-470-01645-9 |
| Publication Date: | Jul 2006 |
| Publisher: | John Wiley & Sons, Incorporated
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| Book Format: | Digital online |
| List Price: | USD $135.95 |
Book Description:
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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.
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.