Insurance risk and ruin:
Based on the author's experience of teaching final-year actuarial students in Britain and Australia, and suitable for a first course in insurance risk theory, this book focuses on the two major areas of risk theory - aggregate claims distributions and ruin theory. For aggregate claims distribut...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2005
|
| Schriftenreihe: | International series on actuarial science
|
| Schlagworte: | |
| Online-Zugang: | BSB01 FHN01 Volltext |
| Zusammenfassung: | Based on the author's experience of teaching final-year actuarial students in Britain and Australia, and suitable for a first course in insurance risk theory, this book focuses on the two major areas of risk theory - aggregate claims distributions and ruin theory. For aggregate claims distributions, detailed descriptions are given of recursive techniques that can be used in the individual and collective risk models. For the collective model, different classes of counting distribution are discussed, and recursion schemes for probability functions and moments presented. For the individual model, the three most commonly applied techniques are discussed and illustrated. Care has been taken to make the book accessible to readers who have a solid understanding of the basic tools of probability theory. Numerous worked examples are included in the text and each chapter concludes with exercises, which have answers in the book and full solutions available for instructors from www.cambridge.org/9780521846400 |
| Beschreibung: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Beschreibung: | 1 online resource (xii, 229 pages) |
| ISBN: | 9780511624155 |
| DOI: | 10.1017/CBO9780511624155 |
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| 505 | 8 | |a Probability distributions and insurance applications -- Utility theory -- Principles of premium calcultation -- The collective risk model -- The individual risk model -- Introduction to ruin theory -- Classical ruin theory -- Advanced ruin theory -- Reinsurance | |
| 505 | 8 | 0 | |g 1 |t Probability distributions and insurance applications |g 2 |t Utility theory |g 3 |t Principles of premium calculation |g 4 |t The collective risk model |g 5 |t The individual risk model |g 6 |t Introduction to ruin theory |g 7 |t Classical ruin theory |g 8 |t Advanced ruin theory |g 9 |t Reinsurance |
| 520 | |a Based on the author's experience of teaching final-year actuarial students in Britain and Australia, and suitable for a first course in insurance risk theory, this book focuses on the two major areas of risk theory - aggregate claims distributions and ruin theory. For aggregate claims distributions, detailed descriptions are given of recursive techniques that can be used in the individual and collective risk models. For the collective model, different classes of counting distribution are discussed, and recursion schemes for probability functions and moments presented. For the individual model, the three most commonly applied techniques are discussed and illustrated. Care has been taken to make the book accessible to readers who have a solid understanding of the basic tools of probability theory. Numerous worked examples are included in the text and each chapter concludes with exercises, which have answers in the book and full solutions available for instructors from www.cambridge.org/9780521846400 | ||
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Datensatz im Suchindex
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| author | Dickson, D. C. M. 1959- |
| author_facet | Dickson, D. C. M. 1959- |
| author_role | aut |
| author_sort | Dickson, D. C. M. 1959- |
| author_variant | d c m d dcm dcmd |
| building | Verbundindex |
| bvnumber | BV043940891 |
| classification_rvk | SK 980 |
| collection | ZDB-20-CBO |
| contents | Probability distributions and insurance applications -- Utility theory -- Principles of premium calcultation -- The collective risk model -- The individual risk model -- Introduction to ruin theory -- Classical ruin theory -- Advanced ruin theory -- Reinsurance Probability distributions and insurance applications Utility theory Principles of premium calculation The collective risk model The individual risk model Introduction to ruin theory Classical ruin theory Advanced ruin theory Reinsurance |
| ctrlnum | (ZDB-20-CBO)CR9780511624155 (OCoLC)967600886 (DE-599)BVBBV043940891 |
| dewey-full | 368/.01 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 368 - Insurance |
| dewey-raw | 368/.01 |
| dewey-search | 368/.01 |
| dewey-sort | 3368 11 |
| dewey-tens | 360 - Social problems and services; associations |
| discipline | Mathematik Wirtschaftswissenschaften |
| doi_str_mv | 10.1017/CBO9780511624155 |
| format | Electronic eBook |
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| id | DE-604.BV043940891 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:39:14Z |
| institution | BVB |
| isbn | 9780511624155 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029349861 |
| oclc_num | 967600886 |
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| owner_facet | DE-12 DE-92 |
| physical | 1 online resource (xii, 229 pages) |
| psigel | ZDB-20-CBO ZDB-20-CBO BSB_PDA_CBO ZDB-20-CBO FHN_PDA_CBO |
| publishDate | 2005 |
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| publisher | Cambridge University Press |
| record_format | marc |
| series2 | International series on actuarial science |
| spelling | Dickson, D. C. M. 1959- Verfasser aut Insurance risk and ruin David C.M. Dickson Insurance Risk & Ruin Cambridge Cambridge University Press 2005 1 online resource (xii, 229 pages) txt rdacontent c rdamedia cr rdacarrier International series on actuarial science Title from publisher's bibliographic system (viewed on 05 Oct 2015) Probability distributions and insurance applications -- Utility theory -- Principles of premium calcultation -- The collective risk model -- The individual risk model -- Introduction to ruin theory -- Classical ruin theory -- Advanced ruin theory -- Reinsurance 1 Probability distributions and insurance applications 2 Utility theory 3 Principles of premium calculation 4 The collective risk model 5 The individual risk model 6 Introduction to ruin theory 7 Classical ruin theory 8 Advanced ruin theory 9 Reinsurance Based on the author's experience of teaching final-year actuarial students in Britain and Australia, and suitable for a first course in insurance risk theory, this book focuses on the two major areas of risk theory - aggregate claims distributions and ruin theory. For aggregate claims distributions, detailed descriptions are given of recursive techniques that can be used in the individual and collective risk models. For the collective model, different classes of counting distribution are discussed, and recursion schemes for probability functions and moments presented. For the individual model, the three most commonly applied techniques are discussed and illustrated. Care has been taken to make the book accessible to readers who have a solid understanding of the basic tools of probability theory. Numerous worked examples are included in the text and each chapter concludes with exercises, which have answers in the book and full solutions available for instructors from www.cambridge.org/9780521846400 Mathematik Mathematisches Modell Insurance / Mathematics Risk (Insurance) / Mathematical models Versicherungsmathematik (DE-588)4063194-1 gnd rswk-swf Versicherungsmathematik (DE-588)4063194-1 s 1\p DE-604 Erscheint auch als Druckausgabe 978-0-521-17675-0 Erscheint auch als Druckausgabe 978-0-521-84640-0 https://doi.org/10.1017/CBO9780511624155 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Dickson, D. C. M. 1959- Insurance risk and ruin Probability distributions and insurance applications -- Utility theory -- Principles of premium calcultation -- The collective risk model -- The individual risk model -- Introduction to ruin theory -- Classical ruin theory -- Advanced ruin theory -- Reinsurance Probability distributions and insurance applications Utility theory Principles of premium calculation The collective risk model The individual risk model Introduction to ruin theory Classical ruin theory Advanced ruin theory Reinsurance Mathematik Mathematisches Modell Insurance / Mathematics Risk (Insurance) / Mathematical models Versicherungsmathematik (DE-588)4063194-1 gnd |
| subject_GND | (DE-588)4063194-1 |
| title | Insurance risk and ruin |
| title_alt | Insurance Risk & Ruin Probability distributions and insurance applications Utility theory Principles of premium calculation The collective risk model The individual risk model Introduction to ruin theory Classical ruin theory Advanced ruin theory Reinsurance |
| title_auth | Insurance risk and ruin |
| title_exact_search | Insurance risk and ruin |
| title_full | Insurance risk and ruin David C.M. Dickson |
| title_fullStr | Insurance risk and ruin David C.M. Dickson |
| title_full_unstemmed | Insurance risk and ruin David C.M. Dickson |
| title_short | Insurance risk and ruin |
| title_sort | insurance risk and ruin |
| topic | Mathematik Mathematisches Modell Insurance / Mathematics Risk (Insurance) / Mathematical models Versicherungsmathematik (DE-588)4063194-1 gnd |
| topic_facet | Mathematik Mathematisches Modell Insurance / Mathematics Risk (Insurance) / Mathematical models Versicherungsmathematik |
| url | https://doi.org/10.1017/CBO9780511624155 |
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