Abstract
Mathematical foundations of investigating of the risk process in insurance were created by Swedish mathematician Filip Lundberg in 1903–1909. For a long time this theory had been developed by mostly Nordic mathematicians, such as Cramér, Segerdal, Teklind, and others. Later on risk theory started to develop not only with connection to insurance but also as the method of solving different problems in actuarial and financial mathematics, econometrics. In the second half of the twentieth century the applied area of risk theory was expanded significantly.
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Gusak, D., Kukush, A., Kulik, A., Mishura, Y., Pilipenko, A. (2010). Basic functionals of the risk theory. In: Theory of Stochastic Processes. Problem Books in Mathematics. Springer, New York, NY. https://doi.org/10.1007/978-0-387-87862-1_20
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DOI: https://doi.org/10.1007/978-0-387-87862-1_20
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