Insurance Risk and Ruin

Informationen zum Autor David C. M. Dickson is Professor of Actuarial Studies at the University of Melbourne. His main research interest is ruin theory, and he has published many papers in the leading international actuarial journals. He is a Fellow of the Institute and Faculty of Actuaries in the UK and the Institute of Actuaries of Australia, and has twice been awarded the H. M. Jackson Prize of the Institute of Actuaries of Australia, most recently for the first edition of this book. He is also a co-author of Actuarial Mathematics for Life Contingent Risks (Cambridge, 2013), the recommended text for the Society of Actuaries MLC exam. Klappentext Balancing rigor and intuition, the new edition of this first course in risk theory has added exercises and expands on contemporary topics.Designed as a first course in insurance risk theory for readers with a solid understanding of basic probability, this book develops the two major areas of risk theory: aggregate claims distributions and ruin theory. The new edition includes additional exercises and expanded sections on contemporary topics. 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; Appendix; Solutions to exercises; References; Index.

Product details

• Authors: D. C. M. Dickson, David C M Dickson, David C. M. Dickson, David C. M. (University of Melbourne) Dickson, Dickson David C. M.
• Publisher: Cambridge University Press ELT
• Languages: English
• Product format: Hardback
• Released: 31.10.2016
• EAN: 9781107154605
• ISBN: 978-1-107-15460-5
• No. of pages: 304
• Series: International Series on Actuarial Science; International Actuarial Scienc
• Subjects: Social sciences, law, business > Business > Business administration; BUSINESS & ECONOMICS / Insurance / General, Insurance & actuarial studies, Insurance and actuarial studies