Lectures on Risk Theory

  • Klaus D. Schmidt

Part of the Teubner Skripten zur Mathematischen Stochastik book series (TSMS)

Table of contents

  1. Front Matter
    Pages i-x
  2. Klaus D. Schmidt
    Pages 1-4
  3. Klaus D. Schmidt
    Pages 5-16
  4. Klaus D. Schmidt
    Pages 17-42
  5. Klaus D. Schmidt
    Pages 43-84
  6. Klaus D. Schmidt
    Pages 85-102
  7. Klaus D. Schmidt
    Pages 103-126
  8. Klaus D. Schmidt
    Pages 127-154
  9. Klaus D. Schmidt
    Pages 155-170
  10. Back Matter
    Pages 171-202

About this book


"... Especially now, where from the side of mathematical finance interest is also shown for insurance-related products, a book like this one will definitely be instrumental in communicating the basic mathematical models to non-experts in insurance. I therefore welcome this book for its intended audience." P. Embrechts. Mathematical Reviews, Ann Arbor "... [The book] is useful as a detailed theoretical complement to one of the classical introductory texts on risk theory ...". M. Schweizer. Zentralblatt für Mathematik, Berlin "... The author's goals are clearly proclaimed at the outset, and they are pursued with persistence and integrity. The result is a book which is an integral whole, original in some respects, with interesting contributions. And no errors - not even a single misprint. I recommend it to every tutor of risk theory as a source of mathematically solid proofs and complete explorations of certain aspects of the subject." R. Norberg. Metrika, Heidelberg


Claim Arrival Process Claim Number Process Erlang C Martingal Mixed Claim Number Process development mathematics model probability probability theory quality risk statistics

Authors and affiliations

  • Klaus D. Schmidt
    • 1
  1. 1.Techn. Universität DresdenGermany

Bibliographic information

  • DOI
  • Copyright Information Vieweg+Teubner Verlag | Springer Fachmedien Wiesbaden GmbH, Wiesbaden 1996
  • Publisher Name Vieweg+Teubner Verlag
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-519-02735-5
  • Online ISBN 978-3-322-90570-3
  • Series Print ISSN 1615-4193
  • Buy this book on publisher's site
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