Survival probabilities: the goal of risk theory
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Chichester [u.a.]
Wiley
1978
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | X, 103 S. |
| ISBN: | 0471996831 |
Staff View
MARC
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| 100 | 1 | |a Seal, Hilary L. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Survival probabilities |b the goal of risk theory |c Hilary L. Seal |
| 264 | 1 | |a Chichester [u.a.] |b Wiley |c 1978 | |
| 300 | |a X, 103 S. | ||
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| 650 | 4 | |a Risque (Assurance) | |
| 650 | 7 | |a Risque (assurance) |2 ram | |
| 650 | 4 | |a Risk (Insurance) | |
| 650 | 0 | 7 | |a Versicherung |0 (DE-588)4063173-4 |2 gnd |9 rswk-swf |
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Record in the Search Index
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| adam_text | Contents
1. Historical Introduction 1
The random variables Y and T 1
Barrois and Dormoy 2
Filip Lundberg 3
The Poisson process 4
Lundberg s formula for F(x, t), the df of aggregate claims 5
The Spielf onds and ruin of the company 6
2. The Choices for pn(t) and JS(-); the Simplest Model of a Nonlife Com¬
pany; and the Use of Queueing Techniques 9
The Poisson, negative binomial and generalized Waring distribu¬
tions 9
Distributions used for B{ •) ! 4
Queueing models 16
U(w, t) for the M/M/1 case 17
Arfwedson s formula for U(w, i) 19
Survival through the Kth claim 22
Vale to queueing techniques 25
3. A Computational Accessory — The Laplace Transform 26
De Moivre s Lemma 26
Numerical illustration 27
Inverting a generating function 29
Fourier reciprocal relations and the Laplace transform 31
Inversion formulas 33
Numerical illustration 35
Real and imaginary forms of/3(s) 40
4. The Probability of f-year Survival 43
An operational formula for U(w, t) 43
Arfwedson and Thyrion: an imaginary collaboration 48
ix
x CONTENTS
Numerical evaluation of relation (1) 49
Beard s formula for Wn(w) 52
5. Approximations and Controls 54
Approximations to F(x, t) 54
Approximate calculation of U(w, t) 56
Calculation of U(w) 59
Appendix: Computer Programs 64
BESSEL 64
DEMOIV 67
TRIALS 70
GETUWT 78
GETBRM 83
POLLAK 88
DEMUWT 90
UINTEG 94
Bibliography 97
Index 101
|
| any_adam_object | 1 |
| author | Seal, Hilary L. |
| author_facet | Seal, Hilary L. |
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| author_sort | Seal, Hilary L. |
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| building | Verbundindex |
| bvnumber | BV006136473 |
| callnumber-first | H - Social Science |
| callnumber-label | HG8053 |
| callnumber-raw | HG8053 |
| callnumber-search | HG8053 |
| callnumber-sort | HG 48053 |
| callnumber-subject | HG - Finance |
| classification_rvk | QQ 600 SK 850 SK 980 SK 800 |
| ctrlnum | (OCoLC)3893513 (DE-599)BVBBV006136473 |
| dewey-full | 368 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 368 - Insurance |
| dewey-raw | 368 |
| dewey-search | 368 |
| dewey-sort | 3368 |
| dewey-tens | 360 - Social problems and services; associations |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV006136473 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T16:40:52Z |
| institution | BVB |
| isbn | 0471996831 |
| language | English |
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| physical | X, 103 S. |
| psigel | TUB-nveb |
| publishDate | 1978 |
| publishDateSearch | 1978 |
| publishDateSort | 1978 |
| publisher | Wiley |
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| spelling | Seal, Hilary L. Verfasser aut Survival probabilities the goal of risk theory Hilary L. Seal Chichester [u.a.] Wiley 1978 X, 103 S. txt rdacontent n rdamedia nc rdacarrier Risque (Assurance) Risque (assurance) ram Risk (Insurance) Versicherung (DE-588)4063173-4 gnd rswk-swf Risikotheorie (DE-588)4135592-1 gnd rswk-swf Risikotheorie (DE-588)4135592-1 s Versicherung (DE-588)4063173-4 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=003878074&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Seal, Hilary L. Survival probabilities the goal of risk theory Risque (Assurance) Risque (assurance) ram Risk (Insurance) Versicherung (DE-588)4063173-4 gnd Risikotheorie (DE-588)4135592-1 gnd |
| subject_GND | (DE-588)4063173-4 (DE-588)4135592-1 |
| title | Survival probabilities the goal of risk theory |
| title_auth | Survival probabilities the goal of risk theory |
| title_exact_search | Survival probabilities the goal of risk theory |
| title_full | Survival probabilities the goal of risk theory Hilary L. Seal |
| title_fullStr | Survival probabilities the goal of risk theory Hilary L. Seal |
| title_full_unstemmed | Survival probabilities the goal of risk theory Hilary L. Seal |
| title_short | Survival probabilities |
| title_sort | survival probabilities the goal of risk theory |
| title_sub | the goal of risk theory |
| topic | Risque (Assurance) Risque (assurance) ram Risk (Insurance) Versicherung (DE-588)4063173-4 gnd Risikotheorie (DE-588)4135592-1 gnd |
| topic_facet | Risque (Assurance) Risque (assurance) Risk (Insurance) Versicherung Risikotheorie |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=003878074&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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