Insurance risk and ruin
著者
書誌事項
Insurance risk and ruin
（International series on actuarial science）
Cambridge University Press, 2010
- : pbk.
大学図書館所蔵 全4件
注記
"First published 2005, Reprinted 2006, Paperback edition 2010" -- T.p. verso
Includes bibliographical references and index
内容説明・目次
内容説明
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.
目次
- Preface
- 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
- References
- Solutions to exercises
- Index.
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