Insurance and Risk Theory:
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Dordrecht
Springer Netherlands
1986
|
| Series: | NATO ASI Series, Series C: Mathematical and Physical Sciences
171 |
| Subjects: | |
| Online Access: | Volltext |
| Item Description: | Canadian financial institutions have been in rapid change in the past five years. In response to these changes, the Department of Finance issued a discussion paper: The Regulation of Canadian Financial Institutions, in April 1985, and the government intends to introduce legislation in the fall. This paper studi.es the combinantion of financial institutions from the viewpoint of ruin probability. In risk theory developed to describe insurance companies [1,2,3,4,5J, the ruin probability of a company with initial reserve (capital) u is 6 1 -:;-7;;f3 u 1jJ(u) = H6 e H6 (1) Here,we assume that claims arrive as a Poisson process, and the claim amount is distributed as exponential distribution with expectation liS. 6 is the loading, i.e., premium charged is (1+6) times expected claims. Financial institutions are treated as "insurance companies": the difference between interest charged and interest paid is regarded as premiums, loan defaults are treated as claims |
| Physical Description: | 1 Online-Ressource (XII, 488 p) |
| ISBN: | 9789400946200 9789401085533 |
| ISSN: | 1389-2185 |
| DOI: | 10.1007/978-94-009-4620-0 |
Staff View
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| 500 | |a Canadian financial institutions have been in rapid change in the past five years. In response to these changes, the Department of Finance issued a discussion paper: The Regulation of Canadian Financial Institutions, in April 1985, and the government intends to introduce legislation in the fall. This paper studi.es the combinantion of financial institutions from the viewpoint of ruin probability. In risk theory developed to describe insurance companies [1,2,3,4,5J, the ruin probability of a company with initial reserve (capital) u is 6 1 -:;-7;;f3 u 1jJ(u) = H6 e H6 (1) Here,we assume that claims arrive as a Poisson process, and the claim amount is distributed as exponential distribution with expectation liS. 6 is the loading, i.e., premium charged is (1+6) times expected claims. Financial institutions are treated as "insurance companies": the difference between interest charged and interest paid is regarded as premiums, loan defaults are treated as claims | ||
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Record in the Search Index
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| any_adam_object | |
| author | Goovaerts, M. |
| author_facet | Goovaerts, M. |
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| building | Verbundindex |
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| dewey-hundreds | 600 - Technology (Applied sciences) |
| dewey-ones | 658 - General management 657 - Accounting |
| dewey-raw | 658.152 657.8333 |
| dewey-search | 658.152 657.8333 |
| dewey-sort | 3658.152 |
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| discipline | Physik Wirtschaftswissenschaften |
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| id | DE-604.BV042415169 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:20:57Z |
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| isbn | 9789400946200 9789401085533 |
| issn | 1389-2185 |
| language | English |
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| series2 | NATO ASI Series, Series C: Mathematical and Physical Sciences |
| spelling | Goovaerts, M. Verfasser aut Insurance and Risk Theory edited by M. Goovaerts, F. Vylder, J. Haezendonck Proceedings of the NATO Advanced Study Institute, Maratea, Italy, 15-25 July, 1985 Dordrecht Springer Netherlands 1986 1 Online-Ressource (XII, 488 p) txt rdacontent c rdamedia cr rdacarrier NATO ASI Series, Series C: Mathematical and Physical Sciences 171 1389-2185 Canadian financial institutions have been in rapid change in the past five years. In response to these changes, the Department of Finance issued a discussion paper: The Regulation of Canadian Financial Institutions, in April 1985, and the government intends to introduce legislation in the fall. This paper studi.es the combinantion of financial institutions from the viewpoint of ruin probability. In risk theory developed to describe insurance companies [1,2,3,4,5J, the ruin probability of a company with initial reserve (capital) u is 6 1 -:;-7;;f3 u 1jJ(u) = H6 e H6 (1) Here,we assume that claims arrive as a Poisson process, and the claim amount is distributed as exponential distribution with expectation liS. 6 is the loading, i.e., premium charged is (1+6) times expected claims. Financial institutions are treated as "insurance companies": the difference between interest charged and interest paid is regarded as premiums, loan defaults are treated as claims Economics Economics/Management Science Finance/Investment/Banking Management Wirtschaft Versicherungsmathematik (DE-588)4063194-1 gnd rswk-swf Risikotheorie (DE-588)4135592-1 gnd rswk-swf Versicherung (DE-588)4063173-4 gnd rswk-swf Risikoanalyse (DE-588)4137042-9 gnd rswk-swf 1\p (DE-588)1071861417 Konferenzschrift 1985 Maratea gnd-content Risikotheorie (DE-588)4135592-1 s Versicherung (DE-588)4063173-4 s 2\p DE-604 Versicherungsmathematik (DE-588)4063194-1 s 3\p DE-604 Risikoanalyse (DE-588)4137042-9 s 4\p DE-604 Vylder, F. Sonstige oth Haezendonck, J. Sonstige oth https://doi.org/10.1007/978-94-009-4620-0 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 4\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Goovaerts, M. Insurance and Risk Theory Economics Economics/Management Science Finance/Investment/Banking Management Wirtschaft Versicherungsmathematik (DE-588)4063194-1 gnd Risikotheorie (DE-588)4135592-1 gnd Versicherung (DE-588)4063173-4 gnd Risikoanalyse (DE-588)4137042-9 gnd |
| subject_GND | (DE-588)4063194-1 (DE-588)4135592-1 (DE-588)4063173-4 (DE-588)4137042-9 (DE-588)1071861417 |
| title | Insurance and Risk Theory |
| title_alt | Proceedings of the NATO Advanced Study Institute, Maratea, Italy, 15-25 July, 1985 |
| title_auth | Insurance and Risk Theory |
| title_exact_search | Insurance and Risk Theory |
| title_full | Insurance and Risk Theory edited by M. Goovaerts, F. Vylder, J. Haezendonck |
| title_fullStr | Insurance and Risk Theory edited by M. Goovaerts, F. Vylder, J. Haezendonck |
| title_full_unstemmed | Insurance and Risk Theory edited by M. Goovaerts, F. Vylder, J. Haezendonck |
| title_short | Insurance and Risk Theory |
| title_sort | insurance and risk theory |
| topic | Economics Economics/Management Science Finance/Investment/Banking Management Wirtschaft Versicherungsmathematik (DE-588)4063194-1 gnd Risikotheorie (DE-588)4135592-1 gnd Versicherung (DE-588)4063173-4 gnd Risikoanalyse (DE-588)4137042-9 gnd |
| topic_facet | Economics Economics/Management Science Finance/Investment/Banking Management Wirtschaft Versicherungsmathematik Risikotheorie Versicherung Risikoanalyse Konferenzschrift 1985 Maratea |
| url | https://doi.org/10.1007/978-94-009-4620-0 |
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