Descripción del título
Insurance risk and ruin / D...
"The focus of this book is on the two major areas of risk theory: aggregate claims distributions and ruin theory. For aggregate claims distributions, detailed descriptions are given of recursive techniques that can be used in the individual and collective risk models. For the collective model, different classes of counting distribution are discussed, and recursion schemes for probability functions and moments presented. For the individual model, the three most commonly applied techniques are discussed and illustrated. The book is based on the author's experience of teaching final-year actuarial students in Britain and Australia, and is suitable for a first course in insurance risk theory. Care has been taken to make the book accessible to readers who have a solid understanding of the basic tools of probability theory. Numerous worked examples are included in the text and each chapter concludes with a set of exercises for which outline solutions are provided."--Jacket
Monografía
monografia Rebiun23901587 https://catalogo.rebiun.org/rebiun/record/Rebiun23901587 m |o d | cr |n||||||||| 190912s2005 enka ob 001 0 eng d 9780511624155 0511624158 0521846404 9780521846400 9780521176750 0521176751 UPVA 998449944303706 CBUC 991010751581706709 NhCcYBP eng NhCcYBP UNAV 368/.01 22 Dickson, D. C. M. David C. M.) 1959-) Insurance risk and ruin David C.M. Dickson Cambridge, UK New York Cambridge University Press 2005 Cambridge, UK New York Cambridge, UK New York Cambridge University Press 1 recurso electrónico 1 recurso electrónico Text txt rdacontent computer c rdamedia. online resource cr rdacarrier. The international series on actuarial science CUP ebooks Incluye referencias bibliográficas (p. 208-210) e índice 1.) Probability distributions and insurance applications -- 2.) Utility theory -- 3.) Principles of premium calculation -- 4.) The collective risk model -- 5.) The individual risk model -- 6.) Introduction to ruin theory -- 7.) Classical ruin theory -- 8.) Advanced ruin theory -- 9.) Reinsurance "The focus of this book is on the two major areas of risk theory: aggregate claims distributions and ruin theory. For aggregate claims distributions, detailed descriptions are given of recursive techniques that can be used in the individual and collective risk models. For the collective model, different classes of counting distribution are discussed, and recursion schemes for probability functions and moments presented. For the individual model, the three most commonly applied techniques are discussed and illustrated. The book is based on the author's experience of teaching final-year actuarial students in Britain and Australia, and is suitable for a first course in insurance risk theory. Care has been taken to make the book accessible to readers who have a solid understanding of the basic tools of probability theory. Numerous worked examples are included in the text and each chapter concludes with a set of exercises for which outline solutions are provided."--Jacket Forma de acceso: World Wide Web