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Full Description
Insurance Mathematicsmodern overview on the topic, emphasizing stochastic modeling and related mathematical methods. Topics covered include models for individual and aggregate losses in a portfolio of risks, models for compound losses, methods for determining premium rates, and credibility theory, which is based on Bayesian statistics. Experience rated premiums are also discussed using the Buhlmann Straub model and other general models. The last part of this important monograph introduces important computational techniques and how to distinguish the methods arising from asymptotic analysis, i.e., the Laplace and saddlepoint approximation.
Contents
1. Introduction 2. Individual losses 3. Compound losses 4. Credibility theory 5. Compound Poisson Risk processes 6. General risk processes 7. Models of life insurance 8. Approximation and computational methods
