Practical Risk Theory for Actuaries
Seiten
1993
Chapman & Hall/CRC (Verlag)
978-0-412-42850-0 (ISBN)
Chapman & Hall/CRC (Verlag)
978-0-412-42850-0 (ISBN)
A revised textbook covering all aspects of risk theory in a practical way. It follows on from the late R.E. Beard's book "Risk Theory" and should be of interest to actuarial students and practitioners working in the insurance industry as well as economists and applied statisticians.
This classic textbook covers all aspects of risk theory in a practical way. It builds on from the late R.E. Beard's extremely popular book Risk Theory, but features more emphasis on simulation and modeling and on the use of risk theory as a practical tool. Practical Risk Theory is a textbook for practicing and student actuaries on the practical aspects of stochastic modeling of the insurance business. It has its roots in the classical theory of risk but introduces many new elements that are important in managing the insurance business but are usually ignored in the classical theory. The authors avoid overcomplicated mathematics and provide an abundance of diagrams.
This classic textbook covers all aspects of risk theory in a practical way. It builds on from the late R.E. Beard's extremely popular book Risk Theory, but features more emphasis on simulation and modeling and on the use of risk theory as a practical tool. Practical Risk Theory is a textbook for practicing and student actuaries on the practical aspects of stochastic modeling of the insurance business. It has its roots in the classical theory of risk but introduces many new elements that are important in managing the insurance business but are usually ignored in the classical theory. The authors avoid overcomplicated mathematics and provide an abundance of diagrams.
C.D. Daykin, T. Pentikainen, Martti Pesonen Industrial Insurance, Helsinki, Finland.
Foundations of risk theory. Some preliminary ideas. The number of claims. The amount of claims. Calculation of a compound claim d.f.f. Simulation. Applications involving short-term claim fluctuation. Stochastic analysis of insurance business. Inflation. Investment. Claims with an extended time horizon. Premiums. Expenses, taxes, dividends. The insurance process. Applications to long-term processes. Managing uncertainty. Life insurance. Pension schemes. Appendices. Bibliography. Subject index. Author index.
| Erscheint lt. Verlag | 1.12.1993 |
|---|---|
| Reihe/Serie | Chapman & Hall/CRC Monographs on Statistics and Applied Probability |
| Sprache | englisch |
| Maße | 152 x 229 mm |
| Gewicht | 840 g |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Angewandte Mathematik |
| Betriebswirtschaft / Management ► Spezielle Betriebswirtschaftslehre ► Versicherungsbetriebslehre | |
| ISBN-10 | 0-412-42850-4 / 0412428504 |
| ISBN-13 | 978-0-412-42850-0 / 9780412428500 |
| Zustand | Neuware |
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