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Practical Risk Theory for Actuaries
Buch von C. D. Daykin (u. a.)
Sprache: Englisch

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Beschreibung
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.
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.
Über den Autor
C.D. Daykin, T. Pentikainen, Martti Pesonen Industrial Insurance, Helsinki, Finland.
Inhaltsverzeichnis
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.
Details
Erscheinungsjahr: 1993
Fachbereich: Allgemeines
Genre: Importe, Mathematik
Rubrik: Naturwissenschaften & Technik
Thema: Lexika
Medium: Buch
ISBN-13: 9780412428500
ISBN-10: 0412428504
Sprache: Englisch
Einband: Gebunden
Autor: Daykin, C. D.
Pentikainen, T.
Pesonen, Martti
Hersteller: Chapman and Hall/CRC
Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße: 235 x 157 x 35 mm
Von/Mit: C. D. Daykin (u. a.)
Erscheinungsdatum: 01.12.1993
Gewicht: 0,966 kg
Artikel-ID: 128511410
Über den Autor
C.D. Daykin, T. Pentikainen, Martti Pesonen Industrial Insurance, Helsinki, Finland.
Inhaltsverzeichnis
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.
Details
Erscheinungsjahr: 1993
Fachbereich: Allgemeines
Genre: Importe, Mathematik
Rubrik: Naturwissenschaften & Technik
Thema: Lexika
Medium: Buch
ISBN-13: 9780412428500
ISBN-10: 0412428504
Sprache: Englisch
Einband: Gebunden
Autor: Daykin, C. D.
Pentikainen, T.
Pesonen, Martti
Hersteller: Chapman and Hall/CRC
Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße: 235 x 157 x 35 mm
Von/Mit: C. D. Daykin (u. a.)
Erscheinungsdatum: 01.12.1993
Gewicht: 0,966 kg
Artikel-ID: 128511410
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