An introduction to non-life insurance mathematics:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Karlsruhe
VVW
1999
|
| Edition: | 4. ed. |
| Series: | Institut für Versicherungswissenschaft <Mannheim>: Veröffentlichungen des Instituts für Versicherungswissenschaft der Universität Mannheim
28 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | VII, 222 S. |
| ISBN: | 3884878018 |
Staff View
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| 245 | 1 | 0 | |a An introduction to non-life insurance mathematics |c von Bjørn Sundt |
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Record in the Search Index
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|---|---|
| adam_text | Contents
1 Introduction 3
2 Classification of insurance forms 7
3 Principles for calculating the compensation 10
Exercises 13
4 Premium principles 15
Exercises 21
5 Reinsurance 24
Exercises 27
6 Credibility theory 29
6.1 Introduction 29
6.2 A simple credibility model 31
6.3 The general set up 38
6.4 Linear sufficiency 41
6.5 Bayes vs. empirical Bayes 44
6.6 Recursive credibility estimation 49
6.7 Credibility estimators incorporating risk volumes 53
6.8 A credibility regression model 54
6.9 Hierarchical credibility 58
Exercises 63
7 Bonus systems 75
8 Multiplicative rating models 82
8.1 Introduction 82
8.2 The method of marginal totals 83
8.3 Classification of passenger cars 86
Exercises 90
1
9 The risk process 92
9.1 Introduction 92
9.2 The claim number process 93
9.3 The claim amount process 103
Exercises 107
10 Ruin theory H2
10.1 Introduction 112
10.2 Lundberg s Inequality 115
10.3 Continuous time 118
10.4 Discrete time 123
10.5 Choice of compensation function 125
10.6 Choice of reinsurance form 128
Exercises 129
11 The accumulated claim distribution 136
11.1 Introduction 136
11.2 Individual and collective models 137
11.3 Stop loss inequalities 141
11.4 Recursive methods 145
11.5 The NP approximation 151
11.6 Solvency control 152
Exercises 157
12 Incurred but not settled claims 172
12.1 Introduction 172
12.2 A probabilistic model 177
Exercises ^gO
13 Utility theory jg2
Exercises 200
A Convex and concave functions 203
B Some useful transforms 209
C The Gamma function and some related distributions 211
Author index 214
References 217
2
|
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| discipline | Mathematik Wirtschaftswissenschaften |
| edition | 4. ed. |
| format | Book |
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| institution | BVB |
| isbn | 3884878018 |
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| physical | VII, 222 S. |
| publishDate | 1999 |
| publishDateSearch | 1999 |
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| publisher | VVW |
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| series | Institut für Versicherungswissenschaft <Mannheim>: Veröffentlichungen des Instituts für Versicherungswissenschaft der Universität Mannheim |
| series2 | Institut für Versicherungswissenschaft <Mannheim>: Veröffentlichungen des Instituts für Versicherungswissenschaft der Universität Mannheim |
| spelling | Sundt, Bjørn Verfasser aut An introduction to non-life insurance mathematics von Bjørn Sundt 4. ed. Karlsruhe VVW 1999 VII, 222 S. txt rdacontent n rdamedia nc rdacarrier Institut für Versicherungswissenschaft <Mannheim>: Veröffentlichungen des Instituts für Versicherungswissenschaft der Universität Mannheim 28 Versicherungsmathematik (DE-588)4063194-1 gnd rswk-swf 1\p (DE-588)4151278-9 Einführung gnd-content Versicherungsmathematik (DE-588)4063194-1 s DE-604 Institut für Versicherungswissenschaft <Mannheim>: Veröffentlichungen des Instituts für Versicherungswissenschaft der Universität Mannheim 28 (DE-604)BV001889594 28 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008700663&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Sundt, Bjørn An introduction to non-life insurance mathematics Institut für Versicherungswissenschaft <Mannheim>: Veröffentlichungen des Instituts für Versicherungswissenschaft der Universität Mannheim Versicherungsmathematik (DE-588)4063194-1 gnd |
| subject_GND | (DE-588)4063194-1 (DE-588)4151278-9 |
| title | An introduction to non-life insurance mathematics |
| title_auth | An introduction to non-life insurance mathematics |
| title_exact_search | An introduction to non-life insurance mathematics |
| title_full | An introduction to non-life insurance mathematics von Bjørn Sundt |
| title_fullStr | An introduction to non-life insurance mathematics von Bjørn Sundt |
| title_full_unstemmed | An introduction to non-life insurance mathematics von Bjørn Sundt |
| title_short | An introduction to non-life insurance mathematics |
| title_sort | an introduction to non life insurance mathematics |
| topic | Versicherungsmathematik (DE-588)4063194-1 gnd |
| topic_facet | Versicherungsmathematik Einführung |
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