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  3. Insurance Risk and Ruin
    2nd edition
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  • Publisher:
    Cambridge University Press
    Publication date:
    17 November 2016
    27 October 2016
    ISBN:
    9781316650776
    9781107154605
    DOI:
    https://doi.org/10.1017/9781316650776
    Dimensions:
    (228 x 152 mm)
    Weight & Pages:
    0.62kg, 304 Pages
    Dimensions:
    Weight & Pages:
    • Subjects:
    Economics, Statistics for Econometrics, Finance and Insurance, Finance and Accountancy, General Statistics and Probability, Statistics and Probability
    Series:
    International Series on Actuarial Science
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    Subjects:
    Economics, Statistics for Econometrics, Finance and Insurance, Finance and Accountancy, General Statistics and Probability, Statistics and Probability
    Series:
    International Series on Actuarial Science
    Information

    Book description

    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 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.

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