C=-U-=P 2006 | 242 Pages | 0521846404 | PDF | 1 MB
Based on the author's experience of teaching final-year actuarial students in Britain and Australia, and suitable for a first course in insurance risk theory, this book focuses 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, different classes of counting distribution are discussed, and
recursion schemes for probability functions and moments presented. For
the individual model, the three most commonly applied techniques are
discussed and illustrated. Care
has been taken to make the book accessible to readers who have a solid
understanding of the basic tools of probability theory. Numerous worked
examples are included in the text and each chapter concludes with exercises, which have answers in the book.
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