Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
Download Collective Risk Theory full books in PDF, epub, and Kindle. Read online Collective Risk Theory ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Author : Harald Cramér
Publisher :
ISBN 13 :
Total Pages : 98 pages
Book Rating : 4.3/5 (91 download)
Download or read book Collective Risk Theory written by Harald Cramér and published by . This book was released on 1955 with total page 98 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 264 pages
Book Rating : 4.:/5 (933 download)
Download or read book Some Aspects of Collective Risk Theory written by and published by . This book was released on 1972 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jill Elise Smith
Publisher :
ISBN 13 :
Total Pages : 108 pages
Book Rating : 4.:/5 (299 download)
Download or read book A Survey of the Development of Collective Risk Theory written by Jill Elise Smith and published by . This book was released on 1993 with total page 108 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Harald Cramér
Publisher :
ISBN 13 :
Total Pages : 92 pages
Book Rating : 4.:/5 (859 download)
Download or read book Collective Risk Theory written by Harald Cramér and published by . This book was released on 1955 with total page 92 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jan Grandell
Publisher : Springer Science & Business Media
ISBN 13 : 1461390583
Total Pages : 186 pages
Book Rating : 4.4/5 (613 download)
Download or read book Aspects of Risk Theory written by Jan Grandell and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 186 pages. Available in PDF, EPUB and Kindle. Book excerpt: Risk theory, which deals with stochastic models of an insurance business, is a classical application of probability theory. The fundamental problem in risk theory is to investigate the ruin possibility of the risk business. Traditionally the occurrence of the claims is described by a Poisson process and the cost of the claims by a sequence of random variables. This book is a treatise of risk theory with emphasis on models where the occurrence of the claims is described by more general point processes than the Poisson process, such as renewal processes, Cox processes and general stationary point processes. In the Cox case the possibility of risk fluctuation is explicitly taken into account. The presentation is based on modern probabilistic methods rather than on analytic methods. The theory is accompanied with discussions on practical evaluation of ruin probabilities and statistical estimation. Many numerical illustrations of the results are given.
Author : Hans Bühlmann
Publisher : Springer Science & Business Media
ISBN 13 : 3540307117
Total Pages : 218 pages
Book Rating : 4.5/5 (43 download)
Download or read book Mathematical Methods in Risk Theory written by Hans Bühlmann and published by Springer Science & Business Media. This book was released on 2007-06-15 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt: From the reviews: "The huge literature in risk theory has been carefully selected and supplemented by personal contributions of the author, many of which appear here for the first time. The result is a systematic and very readable book, which takes into account the most recent developments of the field. It will be of great interest to the actuary as well as to the statistician . . ." -- Math. Reviews Vol. 43
Author : Rob Kaas
Publisher : Springer Science & Business Media
ISBN 13 : 3540867368
Total Pages : 394 pages
Book Rating : 4.5/5 (48 download)
Download or read book Modern Actuarial Risk Theory written by Rob Kaas and published by Springer Science & Business Media. This book was released on 2008-12-03 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modern Actuarial Risk Theory contains what every actuary needs to know about non-life insurance mathematics. It starts with the standard material like utility theory, individual and collective model and basic ruin theory. Other topics are risk measures and premium principles, bonus-malus systems, ordering of risks and credibility theory. It also contains some chapters about Generalized Linear Models, applied to rating and IBNR problems. As to the level of the mathematics, the book would fit in a bachelors or masters program in quantitative economics or mathematical statistics. This second and.
Author : Zbigniew Michna
Publisher :
ISBN 13 :
Total Pages : 34 pages
Book Rating : 4.:/5 (924 download)
Download or read book Self-similar Processes in Collective Risk Theory written by Zbigniew Michna and published by . This book was released on 1996 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (141 download)
Download or read book Collective Risk Theory. A Survey of the Theory from the Point of View of the Theory of Stochastic Processes written by and published by . This book was released on 1955 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Gerhard Arfwedson
Publisher :
ISBN 13 :
Total Pages : 100 pages
Book Rating : 4.:/5 (671 download)
Download or read book Research in Collective Risk Theory written by Gerhard Arfwedson and published by . This book was released on 1955 with total page 100 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Carl Otto Segerdahl
Publisher :
ISBN 13 :
Total Pages : 146 pages
Book Rating : 4.3/5 (91 download)
Download or read book On Homogenous Random Processes and Collective Risk Theory written by Carl Otto Segerdahl and published by . This book was released on 1939 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Carl Otto Segerdahl
Publisher :
ISBN 13 :
Total Pages : 144 pages
Book Rating : 4.4/5 (91 download)
Download or read book On Homogeneous Random Processes and Collective Risk Theory written by Carl Otto Segerdahl and published by . This book was released on 1939 with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Richard Conrad Murphy
Publisher :
ISBN 13 :
Total Pages : 276 pages
Book Rating : 4.:/5 (334 download)
Download or read book Some Ruin Probability Results with Applications to Collective Risk Theory written by Richard Conrad Murphy and published by . This book was released on 1972 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 46 pages
Book Rating : 4.:/5 (924 download)
Download or read book Stable Lévy Motion Approximation in Collective Risk Theory written by and published by . This book was released on 1996 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Stanford University. Applied Mathematics and Statistics Laboratory
Publisher :
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.F/5 ( download)
Download or read book Diffusion Approximations in Collective Risk Theory written by Stanford University. Applied Mathematics and Statistics Laboratory and published by . This book was released on 1968 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt: Collective risk theory is concerned with the random fluctuations of the total assets of an insurance company. The company has an initial capital u and policyholders pay a gross risk premium of a per unit time. At the jumps of a renewal process claims are made against the company for random amounts with the average claim being mu. A sequence of risk reserve processes which measure the companies assets at time t are defined and the theory of weak convergence of probability measures on function spaces is applied to show that the sequence converges weakly to a limiting diffusion process. This diffusion is Brownian motion with a drift. Weak convergence theory also yields a limit theorem for the distribution of time to ruin. The density for this limit distribution is given explicitly. (Author).
Author : Narahari Umanath Prabhu
Publisher :
ISBN 13 :
Total Pages : 22 pages
Book Rating : 4.:/5 (133 download)
Download or read book Ruin Problem of Collective Risk Theory written by Narahari Umanath Prabhu and published by . This book was released on 1971 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Griselda Deelstra
Publisher : Springer Science & Business Media
ISBN 13 : 1447155688
Total Pages : 85 pages
Book Rating : 4.4/5 (471 download)
Download or read book Risk Theory and Reinsurance written by Griselda Deelstra and published by Springer Science & Business Media. This book was released on 2013-11-22 with total page 85 pages. Available in PDF, EPUB and Kindle. Book excerpt: Reinsurance is an important production factor of non-life insurance. The efficiency and the capacity of the reinsurance market directly regulate those of insurance markets. The purpose of this book is to provide a concise introduction to risk theory, as well as to its main application procedures to reinsurance. The first part of the book covers risk theory. It presents the most prevalent model of ruin theory, as well as a discussion on insurance premium calculation principles and the mathematical tools that enable portfolios to be ordered according to their risk levels. The second part describes the institutional context of reinsurance. It first strives to clarify the legal nature of reinsurance transactions. It describes the structure of the reinsurance market and then the different legal and technical features of reinsurance contracts, known as reinsurance ‘treaties’ by practitioners. The third part creates a link between the theories presented in the first part and the practice described in the second one. Indeed, it sets out, mostly through examples, some methods for pricing and optimizing reinsurance. The authors aim is to apply the formalism presented in the first part to the institutional framework given in the second part. It is reassuring to find such a relationship between approaches seemingly abstract and solutions adopted by practitioners. Risk Theory and Reinsurance is mainly aimed at master's students in actuarial science but will also be useful for practitioners wishing to revive their knowledge of risk theory or to quickly learn about the main mechanisms of reinsurance.
