Description

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.

Reinsurance: Actuarial and Statistical Aspects

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£70.95

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Hardback by Hansjörg Albrecher , Jan Beirlant

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Reinsurance: Actuarial and Statistical Aspects provides a survey of both the academic literature in the field as well as challenges... Read more

    Publisher: John Wiley & Sons Inc
    Publication Date: 03/11/2017
    ISBN13: 9780470772683, 978-0470772683
    ISBN10: 0470772689

    Number of Pages: 368

    Non Fiction , Business, Finance & Law

    Description

    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.

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