Risk theory.

Bibliographic Details
Main Author: Schmidli, Hanspeter
Corporate Author: ProQuest (Firm)
Format: eBook
Language:English
Published: Cham : Springer, 2018.
Series:Springer actuarial lecture notes.
Subjects:
Online Access:Connect to the full text of this electronic book

MARC

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505 0 |a Intro; Preface; Contents; Principal Notation; 1 Risk Models; 1.1 Introduction; 1.2 The Compound Binomial Model; 1.3 The Compound Poisson Model; 1.4 The Compound Mixed Poisson Model; 1.5 The Compound Negative Binomial Model; 1.6 A Note on the Individual Model; 1.7 A Note on Reinsurance; 1.7.1 Proportional Reinsurance; 1.7.2 Excess of Loss Reinsurance; 1.8 Computation of the Distribution of S in the Discrete Case; 1.9 Approximations to S; 1.9.1 The Normal Approximation; 1.9.2 The Translated Gamma Approximation; 1.9.3 The Edgeworth Approximation; 1.9.4 The Normal Power Approximation 
505 8 |a 1.10 Premium Calculation Principles1.10.1 The Expected Value Principle; 1.10.2 The Variance Principle; 1.10.3 The Standard Deviation Principle; 1.10.4 The Modified Variance Principle; 1.10.5 The Principle of Zero Utility; 1.10.6 The Mean Value Principle; 1.10.7 The Exponential Principle; 1.10.8 The Esscher Principle; 1.10.9 The Distortion Principle; 1.10.10 The Percentage Principle; 1.10.11 Desirable Properties; 1.11 Risk Measures; 1.11.1 Introduction; 1.11.2 Representation of Convex and Coherent Risk Measures; 2 Utility Theory; 2.1 The Expected Utility Hypothesis 
505 8 |a 2.2 The Zero Utility Premium2.3 Optimal Insurance; 2.4 The Position of the Insurer; 2.5 Pareto-Optimal Risk Exchanges; 3 Credibility Theory; 3.1 Introduction; 3.2 Bayesian Credibility; 3.2.1 The Poisson-Gamma Model; 3.2.2 The Normal-Normal Model; 3.2.3 Is the Credibility Premium Formula Always Linear?; 3.3 Empirical Bayes Credibility; 3.3.1 The Bühlmann Model; 3.3.2 The Bühlmann-Straub Model; 3.3.3 The Bühlmann-Straub Model with Missing Data; 3.4 General Bayes Methods; 3.5 Hilbert Space Methods; 3.6 Bonus-Malus Systems; 4 Claims Reserving; 4.1 Introduction 
505 8 |a 4.2 Classical Claims Reserving Methods4.2.1 The Chain-Ladder Method; 4.2.2 The Loss-Development Method; 4.2.3 The Additive Method; 4.2.4 The Cape Cod Method; 4.2.5 The Bornhuetter-Ferguson Method; 4.2.6 The Cross-Classified Model; 4.3 The Dirichlet Model; 5 The Cramér-Lundberg Model; 5.1 Definition of the Cramér-Lundberg Process; 5.2 A Note on the Model and Reality; 5.3 A Differential Equation for the Ruin Probability; 5.4 The Adjustment Coefficient; 5.5 Lundberg's Inequality; 5.6 The Cramér-Lundberg Approximation; 5.7 Reinsurance and Ruin; 5.7.1 Proportional Reinsurance 
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880 8 |6 505-00  |a 5.7.2 Excess of Loss Reinsurance5.8 The Severity of Ruin, the Capital Prior to Ruin and the Distribution of inf{Ct: t ge0}; 5.9 The Laplace Transform of ψ; 5.10 Approximations to ψ; 5.10.1 Diffusion Approximations; 5.10.2 The deVylder Approximation; 5.10.3 The Beekman-Bowers Approximation; 5.11 Subexponential Claim Size Distributions; 5.12 The Time to Ruin; 5.13 Seal's Formulae; 5.14 Finite Time Lundberg Inequalities; 5.15 Capital Injections; 6 The Renewal Risk Model; 6.1 Definition of the Renewal Risk Model; 6.2 The Adjustment Coefficient; 6.3 Lundberg's Inequality; 6.3.1 The Ordinary Case 
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