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

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