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INSURANCE RISK AND RUIN

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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, 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 function 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 inclued and each chapter concludes with exercise for which complete solutions are provided.

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Availability

10013512	368 DIC i 2nd	RLC MM (Rak Buku Wajib)	Available
10013513	368 DIC i 2nd (1)	RLC MM (Rak Buku Wajib)	Available

Detail Information

Series Title

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Statement of Responsibility

David C. M. Dickson

Call Number

368 DIC i 2nd

Publisher

United Kingdom : Cambridge University Press., 2017

Collation

xi, 294 p. : ill ; 23cm

Language

English

ISBN/ISSN

978-1-107-15460-5

Classification

368

Content Type

-

Edition

2nd. Ed

Subject(s)

Insurance
Buku Wajib
Actuarial Science
Insurance Risk

Specific Detail Info

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