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

Practical Risk Theory for Actuaries

• Gebundenes Buch

Produktbeschreibung

A revised textbook covering all aspects of risk theory in a practical way. It follows on from the late R.E. Beard's book "Risk Theory" and should be of interest to actuarial students and practitioners working in the insurance industry as well as economists and applied statisticians.

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Produktdetails

• Chapman & Hall/CRC Monographs on Statistics & Applied Probability
• Verlag: Taylor & Francis Ltd
• UK edition
• Seitenzahl: 568
• Erscheinungstermin: 1. Dezember 1993
• Englisch
• Abmessung: 229mm x 136mm x 30mm
• Gewicht: 928g
• ISBN-13: 9780412428500
• ISBN-10: 0412428504
• Artikelnr.: 21548724

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.