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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: TextTextLanguage: 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 Text EWU Library
Reserve Section
Non-fiction 368.01 DAP 1994 (Browse shelf(Opens below)) C-1 Not For Loan 27410
Text 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.

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Saifun Momota

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