Risk Theory: A Heavy Tail Approach

by Dimitrios George Konstantinides

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Description

'Heavy-tailed risk modelling plays a central role in modern risk theory; within this perspective, the book provides an excellent guide concerning problems and solutions in risk theory.'<div style='text-align: right;'>zbMATH</div>This book is written to help graduate students and young researchers to enter quickly into the subject of Risk Theory. It can also be used by actuaries and financial practitioners for the optimization of their decisions and further by regulatory authorities f