Lecture Notes on Risk Theory - H Schmidli.pdf
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by Hamspeter Schmidli

Contents

1. Risk Models

2. Utility Theory

3. Creditbility Theory

4. The Cramer Lundberg Model

5. The Renewal Risk Model

6. Some Aspects of Heavy Tails

7. The Ammeter Risk Model

8. Change of Measure Technique

9. The Markov Modulated Risk Model

A. Stochastic Processes

B. Martingales

C. Renewal Processes

D. Brownian Motion

E. Random Walk and the Wiener-Horf Factorization

F. Sub-exponential Distribution

G. Concave and Convex Functions

Table of Distribution Functions

References

Index