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Actuarial Models: The Mathematics of Insurance

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Author(s): Rotarʹ, Vladimir Ilʹich
Edition: 2
Publisher: CRC Press
Year: 2014

Language: English
Pages: 648
Tags: Финансово-экономические дисциплины;Страхование;Актуарные расчеты;

Content: Preliminary facts from probability and interest --
Comparison of random variables. Preferences of individuals --
An individual risk model for a short period --
A collective risk model for a short period --
Random processes and their applications I --
Random processes and their applications II --
Global characteristics of the surplus process --
Survival distributions --
Life insurance models --
Annuity models --
Premiums and reserves --
Pensions plans --
Risk exchange: reinsurance and coinsurance