Insurance risk and ruin
Based on the author's experience of teaching final-year actuarial students in Britain and Australia, and suitable for a first course in insurance risk theory, this book focuses on the two major areas of risk theory - aggregate claims distributions and ruin theory. For aggregate claims distribut...
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2005
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| Schriftenreihe: | International series on actuarial science
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| Schlagworte: | |
| Online-Zugang: | DE-12 DE-92 URL des Erstveröffentlichers |
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Inhaltsangabe:
- Probability distributions and insurance applications
- Utility theory
- Principles of premium calcultation
- The collective risk model
- The individual risk model
- Introduction to ruin theory
- Classical ruin theory
- Advanced ruin theory
- Reinsurance
- 1 Probability distributions and insurance applications 2 Utility theory 3 Principles of premium calculation 4 The collective risk model 5 The individual risk model 6 Introduction to ruin theory 7 Classical ruin theory 8 Advanced ruin theory 9 Reinsurance