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Insurance risk and ruin

Author: D C M Dickson
Publisher: Cambridge, UK ; New York : Cambridge University Press, 2005.
Series: International series on actuarial science.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:
"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  Read more...
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Details

Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: D C M Dickson
ISBN: 0521846404 9780521846400 9780521176750 0521176751
OCLC Number: 55871077
Description: xii, 229 pages : illustrations ; 24 cm.
Contents: 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.
Series Title: International series on actuarial science.
Responsibility: David C.M. Dickson.
More information:

Abstract:

The book is ideal for a first course in insurance risk theory. It focuses on major areas in this subject - aggregate claims distributions, ruin theory, utility theory, premium calculation principles  Read more...

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'... requires some mathematical maturity but provides a good insight into how probability distributions tie in with insurance applications.' Journal of Applied Statistics '... a nice introduction to Read more...

 
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