Insurance Risk And Ruin
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Insurance Risk And Ruin
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Author : David C. M. Dickson
language : en
Publisher: Cambridge University Press
Release Date : 2016-10-27
Insurance Risk And Ruin written by David C. M. Dickson and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-10-27 with Business & Economics categories.
Balancing rigor and intuition, the new edition of this first course in risk theory has added exercises and expands on contemporary topics.
Ruin Related Quantities In Insurance Risk Models
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Author : Jingchao Li
language : en
Publisher:
Release Date : 2014
Ruin Related Quantities In Insurance Risk Models written by Jingchao Li and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with Insurance categories.
Ruin Theory Under A Threshold Insurance Risk Model
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Author : Kwok-man Kwan
language : en
Publisher:
Release Date : 2007
Ruin Theory Under A Threshold Insurance Risk Model written by Kwok-man Kwan and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Probabilities categories.
Risk Ruin And Survival
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Author : Ricardas Zitikis
language : en
Publisher: MDPI
Release Date : 2020-04-02
Risk Ruin And Survival written by Ricardas Zitikis and has been published by MDPI this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-04-02 with Business & Economics categories.
Developing techniques for assessing various risks and calculating probabilities of ruin and survival are exciting topics for mathematically-inclined academics. For practicing actuaries and financial engineers, the resulting insights have provided enormous opportunities but also created serious challenges to overcome, thus facilitating closer cooperation between industries and academic institutions. In this book, several renown researchers with extensive interdisciplinary research experiences share their thoughts that, in one way or another, contribute to the betterment of practice and theory of decision making under uncertainty. Behavioral, cultural, mathematical, and statistical aspects of risk assessment and modelling have been explored, and have been often illustrated using real and simulated data. Topics range from financial and insurance risks to security-type risks, from one-dimensional to multi- and even infinite-dimensional risks. The articles in the book were written with a broad audience in mind and should provide enjoyable reading for those with university level degrees and/or those who have studied for accreditation by various actuarial and financial societies.
Risk Theory And Reinsurance
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Author : Griselda Deelstra
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-22
Risk Theory And Reinsurance written by Griselda Deelstra and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-22 with Business & Economics categories.
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.
Ruin And Related Quantities In Some Advanced Insurance Risk Models
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Author : Lanpeng Ji
language : en
Publisher:
Release Date : 2014
Ruin And Related Quantities In Some Advanced Insurance Risk Models written by Lanpeng Ji and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with categories.
Thèse. HEC. 2014
Ruin Theory Under A Threshold Insurance Risk Model
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Author : Kwok-Man Kwan
language : en
Publisher: Open Dissertation Press
Release Date : 2017-01-27
Ruin Theory Under A Threshold Insurance Risk Model written by Kwok-Man Kwan and has been published by Open Dissertation Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-01-27 with categories.
This dissertation, "Ruin Theory Under a Threshold Insurance Risk Model" by Kwok-man, Kwan, 關國文, was obtained from The University of Hong Kong (Pokfulam, Hong Kong) and is being sold pursuant to Creative Commons: Attribution 3.0 Hong Kong License. The content of this dissertation has not been altered in any way. We have altered the formatting in order to facilitate the ease of printing and reading of the dissertation. All rights not granted by the above license are retained by the author. Abstract: Abstract of the thesis entitled RUIN THEORY UNDER A THRESHOLD INSURANCE RISK MODEL submitted by Kwan, Kwok Man for the degree of Master of Philosophy at The University of Hong Kong in April 2007 Since the classical Lundberg model was studied in 1903, there have been many studies about the generalization of the classical insurance risk model. The most popular ones are the Sparre-Anderson model, the Markov-modulated model and the di(R)usion-perturbed model. Recently, more and more attentions have been paid to the dependent models. The risk models with dependent claim sizes and the common shock models with di(R)erent lines of business have been studied by many authors. This thesis studies two risk models with dependence between claim size and inter-arrivaltimethroughathresholdstructure.Intherstinsuranceriskmodel, the distribution of the inter-arrival time depends on the last claim size: when the lastclaimsizeisbelowathreshold, thecurrentinter-arrivaltimefollowsacertain probability distribution; otherwise, it follows another probability distribution. Inthe second insurance risk model, its dependence relation is the reversal of the previous one, that is: when the last inter-arrival time is below a threshold, the current claim size follows a certain probability distribution; otherwise, it follows another probability distribution. It was found that the ruin probability became a dicult problem when the model involved these dependent structures. In order to obtain the solution of the ultimate ruin probability for these de- pendent models, the integro-di(R)erential equation, the integral equation and the Laplace transform satised by the ruin probability were derived and the explicit formula of the ruin probability was obtained in the case of exponential claim size. DOI: 10.5353/th_b3832003 Subjects: Risk (Insurance) - Mathematical models Probabilities
Risk Modelling In General Insurance
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Author : Roger J. Gray
language : en
Publisher: Cambridge University Press
Release Date : 2012-06-28
Risk Modelling In General Insurance written by Roger J. Gray and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-06-28 with Business & Economics categories.
A wide range of topics give students a firm foundation in statistical and actuarial concepts and their applications.
Risk Theory
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Author : Hanspeter Schmidli
language : en
Publisher: Springer
Release Date : 2018-04-04
Risk Theory written by Hanspeter Schmidli and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-04-04 with Business & Economics categories.
This book provides an overview of classical actuarial techniques, including material that is not readily accessible elsewhere such as the Ammeter risk model and the Markov-modulated risk model. Other topics covered include utility theory, credibility theory, claims reserving and ruin theory. The author treats both theoretical and practical aspects and also discusses links to Solvency II. Written by one of the leading experts in the field, these lecture notes serve as a valuable introduction to some of the most frequently used methods in non-life insurance. They will be of particular interest to graduate students, researchers and practitioners in insurance, finance and risk management.
Surplus Analysis Of Sparre Andersen Insurance Risk Processes
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Author : Gordon E. Willmot
language : en
Publisher: Springer
Release Date : 2017-12-21
Surplus Analysis Of Sparre Andersen Insurance Risk Processes written by Gordon E. Willmot and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-12-21 with Business & Economics categories.
This carefully written monograph covers the Sparre Andersen process in an actuarial context using the renewal process as the model for claim counts. A unified reference on Sparre Andersen (renewal risk) processes is included, often missing from existing literature. The authors explore recent results and analyse various risk theoretic quantities associated with the event of ruin, including the time of ruin and the deficit of ruin. Particular attention is given to the explicit identification of defective renewal equation components, which are needed to analyse various risk theoretic quantities and are also relevant in other subject areas of applied probability such as dams and storage processes, as well as queuing theory. Aimed at researchers interested in risk/ruin theory and related areas, this work will also appeal to graduate students in classical and modern risk theory and Gerber-Shiu analysis.