Non Life Insurance Mathematics

Author: Thomas Mikosch
Publisher: Springer Science & Business Media
ISBN: 3540406506
Format: PDF, Mobi
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"Offers a mathematical introduction to non-life insurance and, at the same time, to a multitude of applied stochastic processes. It gives detailed discussions of the fundamental models for claim sizes, claim arrivals, the total claim amount, and their probabilistic properties....The reader gets to know how the underlying probabilistic structures allow one to determine premiums in a portfolio or in an individual policy." --Zentralblatt für Didaktik der Mathematik

Non Life Insurance Mathematics

Author: Thomas Mikosch
Publisher: Springer Science & Business Media
ISBN: 3540882332
Format: PDF, Kindle
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"Offers a mathematical introduction to non-life insurance and, at the same time, to a multitude of applied stochastic processes. It gives detailed discussions of the fundamental models for claim sizes, claim arrivals, the total claim amount, and their probabilistic properties....The reader gets to know how the underlying probabilistic structures allow one to determine premiums in a portfolio or in an individual policy." --Zentralblatt für Didaktik der Mathematik

Non Life Insurance Mathematics

Author: Erwin Straub
Publisher: Springer Science & Business Media
ISBN: 366203364X
Format: PDF
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The book gives a comprehensive overview of modern non-life actuarial science. It starts with a verbal description (i.e. without using mathematical formulae) of the main actuarial problems to be solved in non-life practice. Then in an extensive second chapter all the mathematical tools needed to solve these problems are dealt with - now in mathematical notation. The rest of the book is devoted to the exact formulation of various problems and their possible solutions. Being a good mixture of practical problems and their actuarial solutions, the book addresses above all two types of readers: firstly students (of mathematics, probability and statistics, informatics, economics) having some mathematical knowledge, and secondly insurance practitioners who remember mathematics only from some distance. Prerequisites are basic calculus and probability theory.

Introduction to Insurance Mathematics

Author: Annamaria Olivieri
Publisher: Springer
ISBN: 3319213776
Format: PDF, Docs
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This second edition expands the first chapters, which focus on the approach to risk management issues discussed in the first edition, to offer readers a better understanding of the risk management process and the relevant quantitative phases. In the following chapters the book examines life insurance, non-life insurance and pension plans, presenting the technical and financial aspects of risk transfers and insurance without the use of complex mathematical tools. The book is written in a comprehensible style making it easily accessible to advanced undergraduate and graduate students in Economics, Business and Finance, as well as undergraduate students in Mathematics who intend starting on an actuarial qualification path. With the systematic inclusion of practical topics, professionals will find this text useful when working in insurance and pension related areas, where investments, risk analysis and financial reporting play a major role.

Non Life Insurance Pricing with Generalized Linear Models

Author: Esbjörn Ohlsson
Publisher: Springer Science & Business Media
ISBN: 9783642107917
Format: PDF, ePub, Mobi
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Non-life insurance pricing is the art of setting the price of an insurance policy, taking into consideration varoius properties of the insured object and the policy holder. Introduced by British actuaries generalized linear models (GLMs) have become today a the standard aproach for tariff analysis. The book focuses on methods based on GLMs that have been found useful in actuarial practice and provides a set of tools for a tariff analysis. Basic theory of GLMs in a tariff analysis setting is presented with useful extensions of standarde GLM theory that are not in common use. The book meets the European Core Syllabus for actuarial education and is written for actuarial students as well as practicing actuaries. To support reader real data of some complexity are provided at www.math.su.se/GLMbook.

Life Insurance Mathematics

Author: Hans U. Gerber
Publisher: Springer Science & Business Media
ISBN: 3662034603
Format: PDF, ePub, Docs
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From the reviews: "The highly esteemed 1990 first edition of this book now appears in a much expanded second edition. The difference between the first two English editions is entirely due to the addition of numerous exercises. The result is a truly excellent book, balancing ideally between theory and practice. ....As already hinted at above, this book provides the ideal bridge between the classical (deterministic) life insurance theory and the emerging dynamic models based on stochastic processes and the modern theory of finance. The structure of the bridge is very solid, though at the same time pleasant to walk along. I have no doubt that Gerber's book will become the standard text for many years to come. Metrika, 44, 1996, 2

Modern Actuarial Risk Theory

Author: Rob Kaas
Publisher: Springer Science & Business Media
ISBN: 3540867368
Format: PDF, ePub, Docs
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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.

Nonlife Actuarial Models

Author: Yiu-Kuen Tse
Publisher: Cambridge University Press
ISBN: 0521764653
Format: PDF
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This class-tested undergraduate textbook covers the entire syllabus for Exam C of the Society of Actuaries (SOA).

Risk Modelling in General Insurance

Author: Roger J. Gray
Publisher: Cambridge University Press
ISBN: 0521863945
Format: PDF, ePub, Docs
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A wide range of topics to give students a firm foundation in statistical and actuarial concepts and their applications.