A01=C.D. Daykin
A01=Martti Pesonen
A01=T. Pentikainen
actuarial simulation methods
amounts
Andom Numbers
Andom Variable
Appl Ica
Approximat Ion
Author_C.D. Daykin
Author_Martti Pesonen
Author_T. Pentikainen
Category=KFFN
Category=PBT
Category=PBW
Chain Ladder Method
claim frequency modeling
condit
Condit Iona
Condit Ions
deviat
Dis Tr Ibut Ion
Dur Ing
Economic Condit Ions
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
Fol Lowing
ibut
Ibut Ion
Ibut Ion Function
icular
inflat
insurance mathematics
ion
ions
La Im
La Im Amount
La Im Number
La Im Size
Liabilit Ies
part
pension fund analysis
Pent Ikainen
Po Isson
premium calculation techniques
Proport Ions
Real Izat Ion
Reduct Ion
Remium Income
standard
Standard Deviat Ion
stochastic modeling for insurance applications
stochastic processes
Product details
- ISBN 9780412428500
- Weight: 840g
- Dimensions: 152 x 229mm
- Publication Date: 01 Dec 1993
- Publisher: Taylor & Francis Ltd
- Publication City/Country: GB
- Product Form: Hardback
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This classic textbook covers all aspects of risk theory in a practical way. It builds on from the late R.E. Beard's extremely popular book Risk Theory, but features more emphasis on simulation and modeling and on the use of risk theory as a practical tool. Practical Risk Theory is a textbook for practicing and student actuaries on the practical aspects of stochastic modeling of the insurance business. It has its roots in the classical theory of risk but introduces many new elements that are important in managing the insurance business but are usually ignored in the classical theory. The authors avoid overcomplicated mathematics and provide an abundance of diagrams.
C.D. Daykin, T. Pentikainen, Martti Pesonen Industrial Insurance, Helsinki, Finland.
