Practical risk theory for actuaries (Book, 1994) [WorldCat.org]
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Practical risk theory for actuaries

Author: C D Daykin; Teivo Pentikäinen; M Pesonen
Publisher: London ; New York : Chapman & Hall, 1994.
Series: Monographs on statistics and applied probability (Series), 53.
Edition/Format:   Print book : English : 1st edView all editions and formats
Summary:
A revised textbook covering all aspects of risk theory in a practical way. It follows on from the late R.E. Beard's book "Risk Theory" and should be of interest to actuarial students and practitioners working in the insurance industry as well as economists and applied statisticians.
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: C D Daykin; Teivo Pentikäinen; M Pesonen
ISBN: 0412428504 9780412428500
OCLC Number: 28844823
Description: xxi, 546 pages : illustrations ; 23 cm.
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.
Series Title: Monographs on statistics and applied probability (Series), 53.
Responsibility: C.D. Daykin, T. Pentikäinen, and M. Pesonen.

Abstract:

A revised textbook covering all aspects of risk theory in a practical way. It follows on from the late R.E. Beard's book "Risk Theory" and should be of interest to actuarial students and  Read more...

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"I recommend this book to anybody who is really interested in extending their knowledge of the mathematical side of insurance. It is well presented and is filled with many practical examples which Read more...

 
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