Čížek, Pavel (contributor); Härdle, Wolfgang (contributor) - 2005
analyst and risk manager will benefit. Covering topics such as heavy tailed distributions, implied trinomial trees, pricing of … CAT bonds, simulation of risk processes and ruin probability approximation, the book does not only offer practitioners ….- Visualization of the Risk Process.- Approximation of Ruin Probability.- Deductibles.- Net Premiums.- Premium Calculation in the …