Mathematical methods in risk theory. 2nd print. (English) Zbl 0859.90051

Grundlehren der Mathematischen Wissenschaften. 172. Berlin: Springer. xii, 210 p. (1996).
This is an unchanged reprint of the first print of 1970, see Zbl 0209.23302. At that time, the book (and its author) had an enormous impact on the development of risk theory. It was the first self-contained monograph on risk theory providing a rigorous probabilistic foundation. So this book has made an important contribution to the successful development of risk theory. This success has made the book a classic, but it is not an up-to-date textbook, however.


91B30 Risk theory, insurance (MSC2010)
62-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
62P05 Applications of statistics to actuarial sciences and financial mathematics


Zbl 0209.23302