TY  - BOOK
AU  - Daykin,C.D.
AU  - Pentikäinen,Teivo
AU  - Pesonen,M.
TI  - Practical risk theory for actuaries
SN  - 0412428504 (alk. paper)
AV  - HG8781 .D28 1994
U1  - 368.01 
PY  - 1994///
CY  - Boa Raton
PB  - Chapman & Hall
KW  - Insurance
KW  - Mathematics
KW  - Risk (Insurance)
KW  - Stochastic processes
N1  - 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; AS
UR  - http://www.worldcat.org/title/practical-risk-theory-for-actuaries/oclc/28844823&referer=brief_results 
ER  -