Modern Actuarial Risk Theory
Published on 1. January 2002
Book
Hardback
XVIII, 306 pages
978-0-7923-7636-1 (ISBN)
Description
The book contains important material on topics that are relevant for recent insurance and actuarial developments including determining solvency measures, fair-value computations, reserving, ranking of risks, modelling dependencies and the use of generalized linear models. Numerous exercises and the hints for solving them make the book useful as a textbook. Practical paradigms in insurance are presented in a way that is appealing to actuaries in their daily business.
More details
Language
English
Place of publication
NY
United States
Target group
College/higher education
Professional and scholarly
Illustrations
notes, references, tables, index
Dimensions
Height: 23.5 cm
Width: 15.5 cm
Thickness: 20 mm
Weight
638 gr
ISBN-13
978-0-7923-7636-1 (9780792376361)
DOI
10.1007/b109818
Schweitzer Classification
Other editions
New editions
Book
08/2008
2nd Edition
Springer
€160.49
Shipment within 10-15 days
Additional editions
Rob Kaas | Marc Goovaerts | Jan Dhaene
Modern Actuarial Risk Theory
Book
10/2004
1st Edition
Springer
€85.59
Article exhausted; check for reprint
Content
Utility theory and insurance.- The individual risk model.- Collective risk models.- Ruin theory.- Premium principles.- Bonus-malus systems.- Credibility theory.- Generalized linear models.- IBNR techniques.- Ordering of risks.