TY  - BOOK
AU  - Ren, Jiandong||Sendova, Kristina||Zitikis, Ricardas
TI  - Risk, Ruin and Survival: Decision Making in Insurance and Finance
KW  - insurance||n/a||multiplicative background risk model||renewal process||dual risk model||collective risk model||risk measure||aggregate risk||Laplace transform||transfer function||risk management||risk theory||maximal tail dependence||constant interest rate||partial integro-differential equation||reinsurance||financial time series||spatial risk measures and corresponding axiomatic approach||central limit theorem||integral equation||Markovian arrival process||systematic risk||information processing||discounted aggregate claims||surplus process||weighted cuts||rate of spatial diversification||national culture||operational risk||covariance||cumulative Parisian ruin||spatial dependence||background risk||survival analysis||Monte Carlo||aggregate discounted claims||stochastic orders||order statistic||max-stable random fields||copulas||hazard model||multivariate gamma distribution||copula||advanced measurement approach||concomitant||archimedean copulas||rating migrations||ruin probability||clustering||confidence interval||individual risk model||numerical approximation||value-at-risk
UR  - https://mdpi.com/books/pdfview/book/2155
ER  -