Insurance Risk and Ruin
$202.13
- Hardcover
304 pages
- Release Date
27 October 2016
Summary
Navigating Insurance Risk: From Aggregate Claims to Ruin Theory
The book delves into the two primary pillars of risk theory: aggregate claims distributions and ruin theory.
Aggregate Claims Distributions: Discover in-depth explanations of recursive techniques applicable to both individual and collective risk models. For the collective model, explore diverse counting distribution classes alongside recursion schemes for probability functions and moments. The i…
Book Details
| ISBN-13: | 9781107154605 |
|---|---|
| ISBN-10: | 110715460X |
| Series: | International Series on Actuarial Science |
| Author: | David C.M. Dickson |
| Publisher: | Cambridge University Press |
| Imprint: | Cambridge University Press |
| Format: | Hardcover |
| Number of Pages: | 304 |
| Edition: | 2nd |
| Release Date: | 27 October 2016 |
| Weight: | 620g |
| Dimensions: | 235mm x 157mm x 18mm |
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About The Author
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 H. M. Jackson Prize of the Institute of Actuaries of Australia, most recently for the first edition of this book. He is also a co-author of Actuarial Mathematics for Life Contingent Risks (Cambridge, 2013), the recommended text for the Society of Actuaries MLC exam.
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