Practical Risk Theory for Actuaries Book

	Preface
	Nomenclature
Pt. 1	Foundations of Practical Risk Theory
1	Some preliminary ideas	3
2	The number of claims	30
3	The amount of claims	55
4	Calculation of a compound claim d.f. F	119
5	Simulation	137
6	Applications involving short-term claim fluctuation	155
Pt. 2	Stochastic Analysis of Insurance Business
7	Inflation	211
8	Investment	226
9	Claims with an extended time horizon	277
10	Premiums	310
11	Expenses, taxes and dividends	320
12	The insurance process	327
13	Applications to long-term processes	357
14	Managing uncertainty	369
15	Life insurance	408
16	Pension schemes	435
	App. A Derivation of the Poisson formula	452
	App. B Polya and Gamma distributions	459
	App. C Asymptotic behaviour of the compound mixed Poisson d.f	462
	App. D Numerical calculation of the normal d.f	463
	App. E Derivation of the recursion formula for F	465
	App. F Simulation	468
	App. G Time series	476
	App. H Portfolio selection	488
	App. I Solutions to exercises	492
	Bibliography	514
	Subject index	526
	Author index	544