Practical Risk Theory for Actuaries

Przednia okładka
CRC Press, 1 gru 1993 - 576
0 Recenzje
This classic textbook covers all aspects of risk theory in a practical way. It builds on from the late R.E. Beard's extremely popular book Risk Theory, but features more emphasis on simulation and modeling and on the use of risk theory as a practical tool. Practical Risk Theory is a textbook for practicing and student actuaries on the practical aspects of stochastic modeling of the insurance business. It has its roots in the classical theory of risk but introduces many new elements that are important in managing the insurance business but are usually ignored in the classical theory. The authors avoid overcomplicated mathematics and provide an abundance of diagrams.
 

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Spis treści

The number of claims
30
The amount of claims
55
Calculation of a compound claim d f F
119
Applications involving shortterm claim fluctuation
155
PART TWO STOCHASTIC ANALYSIS
209
Investment
226
Claims with an extended time horizon
277
Premiums
310
Life insurance
408
Pension schemes
435
APPENDICES
452
B P6lya and Gamma distributions
459
E Derivation of the recursion formula for F
465
G Time series
476
H Portfolio selection
488
Bibliography
514

Expenses taxes and dividends
320
The insurance process
327
Applications to longterm processes
357
Managing uncertainty
369

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