Beschreibung Insurance Risk and Ruin (International Series on Actuarial Science). 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, the book discusses different classes of counting distribution, and presents recursion schemes for probability functions and moments. For the individual model, the book illustrates the three most commonly applied techniques. Beyond the classical topics in ruin theory, this new edition features an expanded section covering time of ruin problems, Gerber–Shiu functions, and the application of De Vylder approximations. Suitable for a first course in insurance risk theory and extensively classroom tested, the book is accessible to readers with a solid understanding of basic probability. Numerous worked examples are included and each chapter concludes with exercises for which complete solutions are provided.
International Series on Actuarial Science ~ The International Series on Actuarial Science, published by Cambridge University Press in conjunction with the Institute and Faculty of Actuaries, contains textbooks for students taking courses in or related to actuarial science, as well as more advanced works designed for continuing professional development or for describing and synthesizing research.
Insurance Risk and Ruin (International Series on Actuarial ~ Insurance Risk and Ruin (International Series on Actuarial Science) David C. M. Dickson Based on the author's experience of teaching final-year actuarial students in Britain and Australia, and suitable for a first course in insurance risk theory, this book focuses on the two major areas of risk theory - aggregate claims distributions and ruin theory.
Insurance Risk and Ruin (International Series on Actuarial ~ Insurance Risk and Ruin (International Series on Actuarial Science) - Kindle edition by Dickson, David C. M.. Download it once and read it on your Kindle device, PC, phones or tablets. Use features like bookmarks, note taking and highlighting while reading Insurance Risk and Ruin (International Series on Actuarial Science).
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Insurance Risk and Ruin - Cambridge University Press ~ Insurance Risk and Ruin 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, the book discusses different classes of counting distribution, and presents .
Insurance Risk and Ruin (International Series on Actuarial ~ Based on the author's experience of teaching final-year actuarial students in Britain and Australia, and suitable for a first course in insurance risk theory, this book focuses 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 .
Insurance Risk and Ruin by David C. M. Dickson ~ Based on the author's experience of teaching final-year actuarial students in Britain and Australia, and suitable for a first course in insurance risk theory, this book focuses 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 .
Insurance Risk and Ruin (International Series on Actuarial ~ 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 .
Ruin theory - Wikipedia ~ In actuarial science and applied probability ruin theory (sometimes risk theory or collective risk theory) uses mathematical models to describe an insurer's vulnerability to insolvency/ruin.In such models key quantities of interest are the probability of ruin, distribution of surplus immediately prior to ruin and deficit at time of ruin.
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