C. D. Daykin, T. Pentikainen, Martti Pesonen

Practical Risk Theory for Actuaries (eBook, PDF)

• Format: PDF

Produktbeschreibung

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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Produktdetails

• Verlag: Taylor & Francis
• Seitenzahl: 576
• Erscheinungstermin: 1. Dezember 1993
• Englisch
• ISBN-13: 9781482289046
• Artikelnr.: 57589215

Autorenporträt

C.D. Daykin, T. Pentikainen, Martti Pesonen Industrial Insurance, Helsinki, Finland.

Inhaltsangabe

Foundations of risk theory. Some preliminary ideas. The number of claims.
The amount of claims. Calculation of a compound claim d.f.f. Simulation.
Applications involving short-term claim fluctuation. Stochastic analysis of
insurance business. Inflation. Investment. Claims with an extended time
horizon. Premiums. Expenses, taxes, dividends. The insurance process.
Applications to long-term processes. Managing uncertainty. Life insurance.
Pension schemes. Appendices. Bibliography. Subject index. Author index.