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: 
TextSeries: Monographs on statistics and applied probability (Series), 53. Publisher: Boa Raton : Chapman & Hall, 1994Description: xxi, 546 p. : ill. ; 23 cm.ISBN: 0412428504 (alk. paper); 9780412428500.Subject(s): Insurance -- Mathematics | Risk (Insurance) | Stochastic processesDDC classification: 368.01 Online resources: WorldCat details | Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|---|
Text
|
EWU Library Reserve Section | Non-fiction | 368.01 DAP 1994 (Browse shelf) | C-1 | Not For Loan | 27410 | ||
|
Text
|
EWU Library Circulation Section | Non-fiction | 368.01 DAP 1994 (Browse shelf) | C-2 | Available | 28166 |
Includes bibliographical references and indexes.
Table of contents 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.
Applied Statistics
There are no comments for this item.