Life insurance, a non-life approach:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | Undetermined |
| Published: |
Amsterdam
Tinbergen Inst.
1993
|
| Series: | Tinbergen Instituut <Amsterdam; Rotterdam>: Tinbergen Institute research series
60 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Zugl.: Amsterdam, Univ., Diss., 1993 |
| Physical Description: | 156 S. |
| ISBN: | 9051702345 |
Staff View
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Record in the Search Index
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| adam_text | Contents
Chapter 1 Introduction 1
1.1 Insurance mathematics 1
1.2 Motivation of the research 4
1.3 Outline of the thesis 5
Chapter 2 Ordering of risks 9
2.1 Introduction 9
2.2 Ordering relations 11
2.2.1 Moment orders 12
2.2.2 Stochastic order 13
2.2.3 Stop loss order 16
2.3 Single life applications 19
2.3.1 Ordered expectations 20
2.3.2 Ordered variances 31
2.3.3 Optimal losses 40
2.4 Multistate applications 44
2.4.1 Mathematical introduction 44
2.4.2 Dependent lives 48
2.4.3 Applications 52
2.5 Conclusions 57
Chapter 3 Credibility theory 59
3.1 Introduction 3.2 Regression in credibility 3.2.1 Hachemeister s regression model 2
3.2.2 Constraints on the linear regression model 67
3.2.3 De Vylder s non linear regression model 73
3 2.4 Recursive non linear regression 7°
3.3 Life table applications of regression credibility 3.3.1 Graduation 80
3.3.2 Dutch male life table 1985 1990 82
3.3.3 Graduation based on linear regression credibility . . 84
3.3.4 Graduation based on non linear regression credibility 86
3.3.5 Test results for different graduations 90
93
3.4 Conclusions Chapter 4 Portfolio models 97
97
4.1 Introduction 99
4.2 Individual model 100
4.3 Collective model 4.3.1 Generalized numerical method 4.3.2 Generalized Poisson distribution 108
4.3.3 Other claim number distributions 4.4 Combining individual and collective model 112
4.5 Finite time ruin theory 4.5.1 Survival probabilities based on Seal s equation . . • H4
4.5.2 Survival probabilities based on a renewal equation . 119
4.6 Conclusions and future research 129
Chapter 5 Conclusions 133
References 141
Samenvatting (Summary in Dutch) 147
Subject index 149
Author index
|
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| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV009717287 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T17:39:45Z |
| institution | BVB |
| isbn | 9051702345 |
| language | Undetermined |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-006428182 |
| oclc_num | 260179155 |
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| owner_facet | DE-12 DE-824 |
| physical | 156 S. |
| publishDate | 1993 |
| publishDateSearch | 1993 |
| publishDateSort | 1993 |
| publisher | Tinbergen Inst. |
| record_format | marc |
| series | Tinbergen Instituut <Amsterdam; Rotterdam>: Tinbergen Institute research series |
| series2 | Tinbergen Instituut <Amsterdam; Rotterdam>: Tinbergen Institute research series |
| spelling | Kling, Bart Verfasser aut Life insurance, a non-life approach door Bartholomeus Maria Kling Amsterdam Tinbergen Inst. 1993 156 S. txt rdacontent n rdamedia nc rdacarrier Tinbergen Instituut <Amsterdam; Rotterdam>: Tinbergen Institute research series 60 Zugl.: Amsterdam, Univ., Diss., 1993 Versicherungsmathematik (DE-588)4063194-1 gnd rswk-swf Lebensversicherung (DE-588)4034928-7 gnd rswk-swf Lebensversicherung (DE-588)4034928-7 s Versicherungsmathematik (DE-588)4063194-1 s DE-604 Tinbergen Instituut <Amsterdam; Rotterdam>: Tinbergen Institute research series 60 (DE-604)BV004252095 60 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006428182&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Kling, Bart Life insurance, a non-life approach Tinbergen Instituut <Amsterdam; Rotterdam>: Tinbergen Institute research series Versicherungsmathematik (DE-588)4063194-1 gnd Lebensversicherung (DE-588)4034928-7 gnd |
| subject_GND | (DE-588)4063194-1 (DE-588)4034928-7 |
| title | Life insurance, a non-life approach |
| title_auth | Life insurance, a non-life approach |
| title_exact_search | Life insurance, a non-life approach |
| title_full | Life insurance, a non-life approach door Bartholomeus Maria Kling |
| title_fullStr | Life insurance, a non-life approach door Bartholomeus Maria Kling |
| title_full_unstemmed | Life insurance, a non-life approach door Bartholomeus Maria Kling |
| title_short | Life insurance, a non-life approach |
| title_sort | life insurance a non life approach |
| topic | Versicherungsmathematik (DE-588)4063194-1 gnd Lebensversicherung (DE-588)4034928-7 gnd |
| topic_facet | Versicherungsmathematik Lebensversicherung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006428182&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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