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International Series on Actuarial Science: Insurance Risk and Ruin
David C. M. Dickson
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Description for International Series on Actuarial Science: Insurance Risk and Ruin
hardcover. Balancing rigor and intuition, the new edition of this first course in risk theory has added exercises and expands on contemporary topics. Series: International Series on Actuarial Science. Num Pages: 304 pages, 30 b/w illus. 18 tables. BIC Classification: KFFN. Category: (U) Tertiary Education (US: College). Dimension: 160 x 235 x 18. Weight in Grams: 620.
The focus of this book is on the two major areas of risk theory: aggregate claims distributions and ruin theory. For aggregate claims distributions, detailed descriptions are given of recursive techniques that can be used in the individual and collective risk models. For the collective model, the book discusses different classes of counting distribution, and presents recursion schemes for probability functions and moments. For the individual model, the book illustrates the three most commonly applied techniques. Beyond the classical topics in ruin theory, this new edition features an expanded section covering time of ruin problems, Gerber-Shiu functions, and the application ... Read more
The focus of this book is on the two major areas of risk theory: aggregate claims distributions and ruin theory. For aggregate claims distributions, detailed descriptions are given of recursive techniques that can be used in the individual and collective risk models. For the collective model, the book discusses different classes of counting distribution, and presents recursion schemes for probability functions and moments. For the individual model, the book illustrates the three most commonly applied techniques. Beyond the classical topics in ruin theory, this new edition features an expanded section covering time of ruin problems, Gerber-Shiu functions, and the application ... Read more
Product Details
Publisher
Cambridge University Press
Format
Hardback
Publication date
2016
Series
International Series on Actuarial Science
Condition
New
Number of Pages
304
Place of Publication
Cambridge, United Kingdom
ISBN
9781107154605
SKU
V9781107154605
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-16
About David C. M. Dickson
David C. M. Dickson is Professor of Actuarial Studies at the University of Melbourne. His main research interest is ruin theory, and he has published many papers in the leading international actuarial journals. He is a Fellow of the Institute and Faculty of Actuaries in the UK and the Institute of Actuaries of Australia, and has twice been awarded the ... Read more
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