Practical risk theory for actuaries / C.D. Daykin, T. Pentikäinen, and M. Pesonen.

By: Daykin, C. D. (Chris D.)Contributor(s): Pentikäinen, Teivo | Pesonen, M. (Martti)Material type: Text

TextLanguage: English Series: Monographs on statistics and applied probability (Series), 53Publication details: Boa Raton : Chapman & Hall, 1994. Description: xxi, 546 p. : ill. ; 23 cmISBN: 0412428504 (alk. paper); 9780412428500Subject(s): Insurance -- Mathematics | Risk (Insurance) | Stochastic processesDDC classification: 368.01 LOC classification: HG8781 | .D28 1994Online resources: WorldCat details

Contents:

TOC 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.

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Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode	Item holds
Text	EWU Library Reserve Section	Non-fiction	368.01 DAP 1994 (Browse shelf(Opens below))	C-1	Not For Loan		27410
Text	EWU Library Circulation Section	Non-fiction	368.01 DAP 1994 (Browse shelf(Opens below))	C-2	Available		28166

Total holds: 0

Includes bibliographical references and indexes.

TOC 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.

Saifun Momota

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