Practical risk theory for actuaries /
Daykin, C. D.
Practical risk theory for actuaries / C.D. Daykin, T. Pentikäinen, and M. Pesonen. - Boa Raton : Chapman & Hall, 1994. - xxi, 546 p. : ill. ; 23 cm. - Monographs on statistics and applied probability (Series), 53. .
Includes bibliographical references and indexes.
pt. 1. Foundations of Practical Risk Theory. 1. Some preliminary ideas. 2. The number of claims. 3. The amount of claims. 4. Calculation of a compound claim d.f. F. 5. Simulation. 6. Applications involving short-term claim fluctuation --
pt. 2. Stochastic Analysis of Insurance Business. 7. Inflation. 8. Investment. 9. Claims with an extended time horizon. 10. Premiums. 11. Expenses, taxes and dividends. 12. The insurance process. 13. Applications to long-term processes. 14. Managing uncertainty. 15. Life insurance. 16. Pension schemes --
App. A Derivation of the Poisson formula --
App. B Polya and Gamma distributions --
App. C Asymptotic behaviour of the compound mixed Poisson d.f --
App. D Numerical calculation of the normal d.f --
App. E Derivation of the recursion formula for F --
App. F Simulation --
App. G Time series --
App. H Portfolio selection --
App. I Solutions to exercises. TOC
0412428504 (alk. paper) 9780412428500
93034334
Insurance--Mathematics.
Risk (Insurance)
Stochastic processes.
HG8781 / .D28 1994
368.01 / DAP 1994
Practical risk theory for actuaries / C.D. Daykin, T. Pentikäinen, and M. Pesonen. - Boa Raton : Chapman & Hall, 1994. - xxi, 546 p. : ill. ; 23 cm. - Monographs on statistics and applied probability (Series), 53. .
Includes bibliographical references and indexes.
pt. 1. Foundations of Practical Risk Theory. 1. Some preliminary ideas. 2. The number of claims. 3. The amount of claims. 4. Calculation of a compound claim d.f. F. 5. Simulation. 6. Applications involving short-term claim fluctuation --
pt. 2. Stochastic Analysis of Insurance Business. 7. Inflation. 8. Investment. 9. Claims with an extended time horizon. 10. Premiums. 11. Expenses, taxes and dividends. 12. The insurance process. 13. Applications to long-term processes. 14. Managing uncertainty. 15. Life insurance. 16. Pension schemes --
App. A Derivation of the Poisson formula --
App. B Polya and Gamma distributions --
App. C Asymptotic behaviour of the compound mixed Poisson d.f --
App. D Numerical calculation of the normal d.f --
App. E Derivation of the recursion formula for F --
App. F Simulation --
App. G Time series --
App. H Portfolio selection --
App. I Solutions to exercises. TOC
0412428504 (alk. paper) 9780412428500
93034334
Insurance--Mathematics.
Risk (Insurance)
Stochastic processes.
HG8781 / .D28 1994
368.01 / DAP 1994