REINSURANCE - ACTUARIAL AND FINANCIAL ASPECTS

Reinsurance: Actuarial and Statistical Aspects provides a survey of both the academic literature in the field as well as challenges appearing in reinsurance practice and puts the two in perspective. The book is written for researchers with an interest in reinsurance problems, for graduate students with a basic knowledge of probability and statistics as well as for reinsurance practitioners. The focus of the book is on modelling together with the statistical challenges that go along with it. The discussed statistical approaches are illustrated alongside six case studies of insurance loss data sets, ranging from MTPL over fire to storm and flood loss data. Some of the presented material also contains new results that have not yet been published in the research literature. An extensive bibliography provides readers with links for further study.

Product details

• Authors: H Albrecher, Hansjoerg Albrecher, Hansjör Albrecher, Hansjorg Albrecher, Hansjörg Albrecher, Hansjorg Teugels Albrecher, ALBRECHER HANSJORG TEUGELS JOZEF, Ja Beirlant, Jan Beirlant, Beirlant Jan, Jan Bierlant, Jozef Teugels, Jozef L Teugels, Jozef L. Teugels
• Publisher: Wiley, John and Sons Ltd
• Languages: English
• Product format: Hardback
• Released: 18.07.2014
• EAN: 9780470772683
• ISBN: 978-0-470-77268-3
• No. of pages: 288
• Series: Wiley Series in Probability and Statistics; Statistics in Practice; Wiley Series in Probability and Statistics
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics; Social sciences, law, business > Business > Individual industrial sectors, branches; Statistik, Versicherung, Statistics, Wirtschaftsstatistik, Versicherungsmathematik, Risikobewertung, Rückversicherung, Statistics for Finance, Business & Economics, Finanz- u. Wirtschaftsstatistik