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Actuarial mathematics for life contingent risks.
Authors: --- ---
ISBN: 9780521118255 0521118255 Year: 2009 Publisher: Cambridge Cambridge university press

Fundamentals of risk theory
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ISBN: 388487151X 9783884871515 Year: 1988 Publisher: Karlsruhe : Verlag Versicherungswirtschaft,


Book
Actuarial mathematics for life contingent risks
Authors: --- ---
ISBN: 9781108478083 1108478085 Year: 2020 Publisher: Cambridge, United Kingdom ; New York, NY : Cambridge University Press,

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Abstract

"The substantially updated third edition of the popular Actuarial Mathematics for Life Contingent Risks is suitable for advanced undergraduate and graduate students of actuarial science, for trainee actuaries preparing for professional actuarial examinations, and for life insurance practitioners who wish to increase or update their technical knowledge. The authors provide intuitive explanations alongside mathematical theory, equipping readers to understand the material in sufficient depth to apply it in real world situations and to adapt their results in a changing insurance environment. Topics include modern actuarial paradigms, such as multiple state models, cash flow projection methods and option theory, all of which are required for managing the increasingly complex range of contemporary long-term insurance products"--


Book
Ruin probabilities
Authors: ---
ISBN: 9789814282529 9814282529 9786613143839 9814282537 1283143836 9789814282536 Year: 2010 Publisher: Singapore Hackensack, NJ World Scientific

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Abstract

The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramer-Lundberg approximation, exact solutions, other approximations (e.g., for heavy-tailed claim size distributions), finite horizon ruin probabilities, extensions of the classical compound Poisson model to allow for reserve-dependent premiums, Markov-modulation, periodicity, change of measure techniques, phase-type distributions as a computational vehicle and the connection to other applied probability areas, like queueing theory. In this substantia

Aspects of risk theory.
Author:
ISBN: 0387973680 3540973680 9780387973685 9783540973683 1461390605 1461390583 Year: 1991 Publisher: N.Y., ... : Springer-Verlag,

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