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Modern Actuarial Risk Theory Book

Modern Actuarial Risk Theory
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  • Modern Actuarial Risk Theory
  • Written by author Rob Kaas
  • Published by Springer-Verlag New York, LLC, September 2009
  • Modern Actuarial Risk Theory contains what every actuary needs to know about non-life insurance mathematics. It starts with the standard material like utility theory, individual and collective model and basic ruin theory. Other topics are risk measures an
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Book Categories

Authors

Foreword
Preface
1Utility theory and insurance1
2The individual risk model19
3Collective risk models45
4Ruin theory81
5Premium principles111
6Bonus-malus systems127
7Credibility theory139
8Generalized linear models169
9IBNR techniques203
10Ordering of risks223
Hints for the exercises273
Notes and references289
Tables299
Index303


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