Practical Risk Theory For Actuaries
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Practical Risk Theory For Actuaries
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Author : C.D. Daykin
language : en
Publisher: CRC Press
Release Date : 1993-12-01
Practical Risk Theory For Actuaries written by C.D. Daykin and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993-12-01 with Mathematics categories.
This classic textbook covers all aspects of risk theory in a practical way. It builds on from the late R.E. Beard's extremely popular book Risk Theory, but features more emphasis on simulation and modeling and on the use of risk theory as a practical tool. Practical Risk Theory is a textbook for practicing and student actuaries on the practical aspects of stochastic modeling of the insurance business. It has its roots in the classical theory of risk but introduces many new elements that are important in managing the insurance business but are usually ignored in the classical theory. The authors avoid overcomplicated mathematics and provide an abundance of diagrams.
Practical Risk Theory For Actuaries
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Author : C. D. Daykin
language : en
Publisher:
Release Date : 1994
Practical Risk Theory For Actuaries written by C. D. Daykin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with categories.
Modern Actuarial Risk Theory
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Author : Rob Kaas
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-05-08
Modern Actuarial Risk Theory written by Rob Kaas 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 2007-05-08 with Business & Economics categories.
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.
Actuarial Theory For Dependent Risks
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Author : Michel Denuit
language : en
Publisher: John Wiley & Sons
Release Date : 2006-05-01
Actuarial Theory For Dependent Risks written by Michel Denuit and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-05-01 with Business & Economics categories.
The increasing complexity of insurance and reinsurance products has seen a growing interest amongst actuaries in the modelling of dependent risks. For efficient risk management, actuaries need to be able to answer fundamental questions such as: Is the correlation structure dangerous? And, if yes, to what extent? Therefore tools to quantify, compare, and model the strength of dependence between different risks are vital. Combining coverage of stochastic order and risk measure theories with the basics of risk management and stochastic dependence, this book provides an essential guide to managing modern financial risk. * Describes how to model risks in incomplete markets, emphasising insurance risks. * Explains how to measure and compare the danger of risks, model their interactions, and measure the strength of their association. * Examines the type of dependence induced by GLM-based credibility models, the bounds on functions of dependent risks, and probabilistic distances between actuarial models. * Detailed presentation of risk measures, stochastic orderings, copula models, dependence concepts and dependence orderings. * Includes numerous exercises allowing a cementing of the concepts by all levels of readers. * Solutions to tasks as well as further examples and exercises can be found on a supporting website. An invaluable reference for both academics and practitioners alike, Actuarial Theory for Dependent Risks will appeal to all those eager to master the up-to-date modelling tools for dependent risks. The inclusion of exercises and practical examples makes the book suitable for advanced courses on risk management in incomplete markets. Traders looking for practical advice on insurance markets will also find much of interest.
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.
Modern Actuarial Risk Theory
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Author : Rob Kaas
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-12-03
Modern Actuarial Risk Theory written by Rob Kaas 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 2008-12-03 with Business & Economics categories.
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.
Handbook Of Solvency For Actuaries And Risk Managers
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Author : Arne Sandström
language : en
Publisher: CRC Press
Release Date : 2016-04-19
Handbook Of Solvency For Actuaries And Risk Managers written by Arne Sandström and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-04-19 with Business & Economics categories.
Reflecting the author's wealth of experience in this field, Handbook of Solvency for Actuaries and Risk Managers: Theory and Practice focuses on the valuation of assets and liabilities, the calculation of capital requirement, and the calculation of the standard formula for the European Solvency II project.The first three sections of the book examin
Risk Theory
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Author : E. Beard
language : en
Publisher: Springer
Release Date : 2013-11-13
Risk Theory written by E. Beard and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-13 with Science categories.
whioh the developments are appropriate in an elementary text book is open to doubt. Fortunately the proceedings of the conference arranged by the Society of Actuaries Research Committee in September 1974 provide an effective review of the ourrent position (Credibility, Theory and Applications, Ed. P. M. Kahn, Academic Press, 1975). It is doubtful if any practical use is now made of the Esscher approximation and the N-P method is much more convenient and of adequate accuracy in most practical work. Thus the first half of Chapter 6 is now largely of historical interest. Chapter 11 dealing with ruin probability during a finite time interval does not give an adequate view of the current importanoe of this topic but the position is fluid because of the considerable effort being expended in the search for practical methods of calcu lation. Formulae are, in general, complicated and involve extensive computer based quadratures or simulation techniques. The paper by Seal in the Scandinavian Actuarial Journal (The Numerical Calculation of U(w,t) the Probability of Non-ruin in an Interval (O,t) 1974) gives a recent treatment and a fairly complete list of relevant references. In many countries studies are currently in progress in the develop ment of models for business planning where the basic operations involve a stochastic process. Not only are insurance companies interested but in many commercial and industrial firms the needs are significant so that a very large field exists for applications.
Risk Theory
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Author : Robert Eric Beard
language : en
Publisher: Halsted Press
Release Date : 1977-01-01
Risk Theory written by Robert Eric Beard and has been published by Halsted Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1977-01-01 with Actuariat categories.
Modern Actuarial Risk Theory
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Author : Rob Kaas
language : en
Publisher: Taylor & Francis US
Release Date : 2001
Modern Actuarial Risk Theory written by Rob Kaas and has been published by Taylor & Francis US this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Banks and banking categories.
In addition to some chapters which are compatible with official material of actuarial education in North-America, Europe and other parts of the world, 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. Basic ideas on risk measures in the framework of insurance premiums are also considered. The numerous exercises contained in Modern Actuarial Risk Theory, together with the hints for solving the more difficult ones and the numerical answers to many others, make the book useful as a textbook. Some important practical paradigms in insurance are presented in a way that is appealing to actuaries in their daily business.