Reinsurance : actuarial and statistical aspects /

Reinsurance: Actuarial and Statistical Aspects provides a survey of both the academic literature in the field as well as challenges appearing in reinsurance practice and puts the two in perspective. The book is written for researchers with an interest in reinsurance problems, for graduate students w...

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Bibliographic Details
Main Authors: Albrecher, Hansjörg (Author), Beirlant, Jan (Author), Teugels, Jef L. (Author)
Format: eBook
Language:English
Published: Hoboken, NJ : John Wiley & Sons, [2017]
Series:Statistics in practice
Subjects:
Online Access:Connect to the full text of this electronic book
Description
Summary:Reinsurance: Actuarial and Statistical Aspects provides a survey of both the academic literature in the field as well as challenges appearing in reinsurance practice and puts the two in perspective. The book is written for researchers with an interest in reinsurance problems, for graduate students with a basic knowledge of probability and statistics as well as for reinsurance practitioners. The focus of the book is on modelling together with the statistical challenges that go along with it. The discussed statistical approaches are illustrated alongside six case studies of insurance loss data sets, ranging from MTPL over fire to storm and flood loss data. Some of the presented material also contains new results that have not yet been published in the research literature. An extensive bibliography provides readers with links for further study.
Physical Description:1 online resource
Bibliography:Includes bibliographical references and index.
ISBN:9781119419945
1119419948
9781119419938
111941993X
9781119412540
1119412544
0470772689
9780470772683