The mathematical theory of insurance: an annotated selection of papers on insurance published 1960 - 1972
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Lexington, Mass.
Heath
1974
|
| Series: | Lexington Books
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XVI, 372 S. |
| ISBN: | 0669869422 |
Staff View
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Record in the Search Index
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| adam_text | Contents
Foreword by Kenneth J. Arrow ix
Acknowledgments xi
Preface xv
Parti
The Optimal Form of Reinsurance Contracts 1
Chapter 1
An Attempt to Determine the Optimum Amount
of Stop Loss Reinsurance 5
Chapter 2
The Optimal Reinsurance Treaty 19
Part II
Reciprocal Reinsurance Arrangements 25
Chapter 3
Reciprocal Reinsurance Treaties Seen as a Two Person
Cooperative Game 29
Chapter 4
Reciprocal Reinsurance Treaties 53
Chapter 5
Some Elements of a Theory of Reinsurance 73
Chapter 6
The Utility Concept Applied to the Theory of Insurance 87
Chapter 7
Utility Theory 97
Chapter 8
The Objectives of an Insurance Company 105
vi CONTENTS
Part III
The Reinsurance Market 117
Chapter 9
The Safety Loading of Reinsurance Premiums 121
Chapter 10
Equilibrium in a Reinsurance Market 141
Chapter 11
A Contribution to the Theory of Reinsuramce Markets 165
Chapter 12
Recent Developments in Economic Theory and their
Application to Insurance 179
Chapter 13
Ends and Means in Actuarial Science 197
Chapter 14
The Economic Theory of Insurance 207
Part IV
The Dynamic Theory of Insurance 219
Chapter 15
Payment of Dividend by Insurance Companies 225
Chapter 16
Control of a Portfolio of Insurance Contracts 235
Chapter 17
Dynamic Decision Problems hi an Insurance Company 247
Chapter 18
The Theory of Risk 261
Chapter 19
Risk Management and Company Objectives 305
Chapter 20
The Rescue of an Insurance Company after Ruin 313
CONTENTS vii
PartV
Insurance and Capital Markets 325
Chapter 21
The Optimal Portfolio of Assets in an Insurance Company 329
Chapter 22
Insurance and the Theory of Financial Markets 343
Chapter 23
Application of Game Theory to some Problems in
Automobile Insurance 355
Index of Names 369
Index of Subjects 371
About the Author 373
|
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| illustrated | Not Illustrated |
| indexdate | 2024-07-09T16:43:16Z |
| institution | BVB |
| isbn | 0669869422 |
| language | English |
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| physical | XVI, 372 S. |
| publishDate | 1974 |
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| series2 | Lexington Books |
| spelling | Borch, Karl H. 1919-1986 Verfasser (DE-588)121475441 aut The mathematical theory of insurance an annotated selection of papers on insurance published 1960 - 1972 Karl Borch Lexington, Mass. Heath 1974 XVI, 372 S. txt rdacontent n rdamedia nc rdacarrier Lexington Books Mathematik Insurance Mathematics HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=003980962&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Borch, Karl H. 1919-1986 The mathematical theory of insurance an annotated selection of papers on insurance published 1960 - 1972 Mathematik Insurance Mathematics |
| title | The mathematical theory of insurance an annotated selection of papers on insurance published 1960 - 1972 |
| title_auth | The mathematical theory of insurance an annotated selection of papers on insurance published 1960 - 1972 |
| title_exact_search | The mathematical theory of insurance an annotated selection of papers on insurance published 1960 - 1972 |
| title_full | The mathematical theory of insurance an annotated selection of papers on insurance published 1960 - 1972 Karl Borch |
| title_fullStr | The mathematical theory of insurance an annotated selection of papers on insurance published 1960 - 1972 Karl Borch |
| title_full_unstemmed | The mathematical theory of insurance an annotated selection of papers on insurance published 1960 - 1972 Karl Borch |
| title_short | The mathematical theory of insurance |
| title_sort | the mathematical theory of insurance an annotated selection of papers on insurance published 1960 1972 |
| title_sub | an annotated selection of papers on insurance published 1960 - 1972 |
| topic | Mathematik Insurance Mathematics |
| topic_facet | Mathematik Insurance Mathematics |
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