Download or read book Collective Risk Theory written by Harald Cramér and published by . This book was released on 1955 with total page 98 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Some Aspects of Collective Risk Theory written by and published by . This book was released on 1972 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Survey of the Development of Collective Risk Theory written by Jill Elise Smith and published by . This book was released on 1993 with total page 108 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Collective Risk Theory written by Harald Cramér and published by . This book was released on 1955 with total page 92 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Self similar Processes in Collective Risk Theory written by Zbigniew Michna and published by . This book was released on 1996 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Collective Risk Theory A Survey of the Theory from the Point of View of the Theory of Stochastic Processes written by and published by . This book was released on 1955 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Mathematical Methods in Risk Theory written by Hans Bühlmann and published by Springer Science & Business Media. This book was released on 2007-06-15 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt: From the reviews: "The huge literature in risk theory has been carefully selected and supplemented by personal contributions of the author, many of which appear here for the first time. The result is a systematic and very readable book, which takes into account the most recent developments of the field. It will be of great interest to the actuary as well as to the statistician . . ." -- Math. Reviews Vol. 43
Download or read book Research in Collective Risk Theory written by Gerhard Arfwedson and published by . This book was released on 1955 with total page 100 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book On Homogenous Random Processes and Collective Risk Theory written by Carl Otto Segerdahl and published by . This book was released on 1939 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book On Homogeneous Random Processes and Collective Risk Theory written by Carl Otto Segerdahl and published by . This book was released on 1939 with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Modern Actuarial Risk Theory written by Rob Kaas and published by Springer Science & Business Media. This book was released on 2008-12-03 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modern Actuarial Risk Theory contains what every actuary needs to know about non-life insurance mathematics. It starts with the standard material like utility theory, individual and collective model and basic ruin theory. Other topics are risk measures and premium principles, bonus-malus systems, ordering of risks and credibility theory. It also contains some chapters about Generalized Linear Models, applied to rating and IBNR problems. As to the level of the mathematics, the book would fit in a bachelors or masters program in quantitative economics or mathematical statistics. This second and.
Download or read book Some Ruin Probability Results with Applications to Collective Risk Theory written by Richard Conrad Murphy and published by . This book was released on 1972 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stable L vy Motion Approximation in Collective Risk Theory written by and published by . This book was released on 1996 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Diffusion Approximations in Collective Risk Theory written by Stanford University. Applied Mathematics and Statistics Laboratory and published by . This book was released on 1968 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt: Collective risk theory is concerned with the random fluctuations of the total assets of an insurance company. The company has an initial capital u and policyholders pay a gross risk premium of a per unit time. At the jumps of a renewal process claims are made against the company for random amounts with the average claim being mu. A sequence of risk reserve processes which measure the companies assets at time t are defined and the theory of weak convergence of probability measures on function spaces is applied to show that the sequence converges weakly to a limiting diffusion process. This diffusion is Brownian motion with a drift. Weak convergence theory also yields a limit theorem for the distribution of time to ruin. The density for this limit distribution is given explicitly. (Author).
Download or read book Ruin Problem of Collective Risk Theory written by Narahari Umanath Prabhu and published by . This book was released on 1971 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Risk Theory and Reinsurance written by Griselda Deelstra and published by Springer Science & Business Media. This book was released on 2013-11-22 with total page 85 pages. Available in PDF, EPUB and Kindle. Book excerpt: Reinsurance is an important production factor of non-life insurance. The efficiency and the capacity of the reinsurance market directly regulate those of insurance markets. The purpose of this book is to provide a concise introduction to risk theory, as well as to its main application procedures to reinsurance. The first part of the book covers risk theory. It presents the most prevalent model of ruin theory, as well as a discussion on insurance premium calculation principles and the mathematical tools that enable portfolios to be ordered according to their risk levels. The second part describes the institutional context of reinsurance. It first strives to clarify the legal nature of reinsurance transactions. It describes the structure of the reinsurance market and then the different legal and technical features of reinsurance contracts, known as reinsurance ‘treaties’ by practitioners. The third part creates a link between the theories presented in the first part and the practice described in the second one. Indeed, it sets out, mostly through examples, some methods for pricing and optimizing reinsurance. The authors aim is to apply the formalism presented in the first part to the institutional framework given in the second part. It is reassuring to find such a relationship between approaches seemingly abstract and solutions adopted by practitioners. Risk Theory and Reinsurance is mainly aimed at master's students in actuarial science but will also be useful for practitioners wishing to revive their knowledge of risk theory or to quickly learn about the main mechanisms of reinsurance.
Download or read book Some Applications of Collective Risk Theory to Reinsurance and Group Experience Rating written by Paul Markham Kahn and published by . This book was released on 1961 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt:
