Insurance risk and ruin:
The focus of this book is 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, the bo...
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| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge
Cambridge University Press
2017
|
| Edition: | Second edition |
| Series: | International series on actuarial science
|
| Subjects: | |
| Online Access: | BSB01 FHN01 Volltext |
| Summary: | The focus of this book is 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, the book discusses different classes of counting distribution, and presents recursion schemes for probability functions and moments. For the individual model, the book illustrates the three most commonly applied techniques. Beyond the classical topics in ruin theory, this new edition features an expanded section covering time of ruin problems, Gerber–Shiu functions, and the application of De Vylder approximations. Suitable for a first course in insurance risk theory and extensively classroom tested, the book is accessible to readers with a solid understanding of basic probability. Numerous worked examples are included and each chapter concludes with exercises for which complete solutions are provided |
| Item Description: | Title from publisher's bibliographic system (viewed on 28 Nov 2016) |
| Physical Description: | 1 online resource (xii, 294 pages) |
| ISBN: | 9781316650776 |
| DOI: | 10.1017/9781316650776 |
Staff View
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| dewey-tens | 360 - Social problems and services; associations |
| discipline | Wirtschaftswissenschaften |
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| id | DE-604.BV043997252 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:40:44Z |
| institution | BVB |
| isbn | 9781316650776 |
| language | English |
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| oclc_num | 969399287 |
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| physical | 1 online resource (xii, 294 pages) |
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| publishDate | 2017 |
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| publisher | Cambridge University Press |
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| series2 | International series on actuarial science |
| spelling | Dickson, David C. M. 1959- (DE-588)170828891 aut Insurance risk and ruin David C.M. Dickson, University of Melbourne Second edition Cambridge Cambridge University Press 2017 1 online resource (xii, 294 pages) txt rdacontent c rdamedia cr rdacarrier International series on actuarial science Title from publisher's bibliographic system (viewed on 28 Nov 2016) The focus of this book is 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, the book discusses different classes of counting distribution, and presents recursion schemes for probability functions and moments. For the individual model, the book illustrates the three most commonly applied techniques. Beyond the classical topics in ruin theory, this new edition features an expanded section covering time of ruin problems, Gerber–Shiu functions, and the application of De Vylder approximations. Suitable for a first course in insurance risk theory and extensively classroom tested, the book is accessible to readers with a solid understanding of basic probability. Numerous worked examples are included and each chapter concludes with exercises for which complete solutions are provided Risk (Insurance) Versicherungsmathematik (DE-588)4063194-1 gnd rswk-swf Versicherungsmathematik (DE-588)4063194-1 s 1\p DE-604 Erscheint auch als Druckausgabe 978-1-107-15460-5 https://doi.org/10.1017/9781316650776 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Dickson, David C. M. 1959- Insurance risk and ruin Risk (Insurance) Versicherungsmathematik (DE-588)4063194-1 gnd |
| subject_GND | (DE-588)4063194-1 |
| title | Insurance risk and ruin |
| title_auth | Insurance risk and ruin |
| title_exact_search | Insurance risk and ruin |
| title_full | Insurance risk and ruin David C.M. Dickson, University of Melbourne |
| title_fullStr | Insurance risk and ruin David C.M. Dickson, University of Melbourne |
| title_full_unstemmed | Insurance risk and ruin David C.M. Dickson, University of Melbourne |
| title_short | Insurance risk and ruin |
| title_sort | insurance risk and ruin |
| topic | Risk (Insurance) Versicherungsmathematik (DE-588)4063194-1 gnd |
| topic_facet | Risk (Insurance) Versicherungsmathematik |
| url | https://doi.org/10.1017/9781316650776 |
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