Insurance Risk and Ruin

Informationen zum Autor David C. M. Dickson is a Professor in Actuarial Studies in the Department of Economics at the University of Melbourne. He is also Adjunct Professor in the Department of Statistics and Actuarial Science at the University of Waterloo. Klappentext Ideal for a first course in insurance risk theory. Includes numerous worked examples and exercises for which solutions are provided. Zusammenfassung Ideal for a first course in insurance risk theory. Includes numerous worked examples and exercises for which solutions are provided. Inhaltsverzeichnis Preface; 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; References; Solutions to exercises; Index.

Product details

• Authors: David C. M. Dickson, David C. M. (University of Melbourne) Dickson
• Publisher: Cambridge University Press ELT
• Languages: English
• Product format: Paperback / Softback
• Released: 16.09.2010
• EAN: 9780521176750
• ISBN: 978-0-521-17675-0
• No. of pages: 242
• Series: International Series on Actuarial Science; International Series on Actuar; International Series on Actuarial Science
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Miscellaneous; Social sciences, law, business > Business > Business administration