000 02249nam a2200361 i 4500
001 CR9781316650776
003 UkCbUP
005 20240910184652.0
006 m|||||o||d||||||||
007 cr||||||||||||
008 151021s2017||||enk o ||1 0|eng|d
020 _a9781316650776 (ebook)
020 _z9781107154605 (hardback)
040 _aUkCbUP
_beng
_erda
_cUkCbUP
050 0 0 _aHG8781
_b.D53 2017
082 0 0 _a368
_223
100 1 _aDickson, D. C. M.
_q(David C. M.),
_d1959-
_eauthor.
245 1 0 _aInsurance risk and ruin /
_cDavid C.M. Dickson, University of Melbourne.
250 _aSecond edition.
264 1 _aCambridge :
_bCambridge University Press,
_c2017.
300 _a1 online resource (xii, 294 pages) :
_bdigital, PDF file(s).
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aInternational series on actuarial science
500 _aTitle from publisher's bibliographic system (viewed on 28 Nov 2016).
520 _aThe 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 of De Vylder approximations. Suitable for a first course in insurance risk theory and extensively classroom tested, the book is accessible to readers with a solid understanding of basic probability. Numerous worked examples are included and each chapter concludes with exercises for which complete solutions are provided.
650 0 _aRisk (Insurance)
776 0 8 _iPrint version:
_z9781107154605
830 0 _aInternational series on actuarial science.
856 4 0 _uhttps://doi.org/10.1017/9781316650776
942 _2ddc
_cEB
999 _c9803
_d9803