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Reinsurance: actuarial and statistical aspects

By: Albrecher, Hansjorg.
Contributor(s): Beirlant, Jan | Teugels, Jozef L.
Material type: materialTypeLabelBookSeries: Wiley Series in Probability and Statistics. Publisher: New Jersey Wiley 2017Description: xi, 352 p.ISBN: 9780470772683.Subject(s): Reinsurance | Actuarial science | StatisticsAdditional physical formats: Online version:: ReinsuranceDDC classification: 368.0122 Summary: 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. https://www.wiley.com/en-us/Reinsurance%3A+Actuarial+and+Statistical+Aspects-p-9780470772683
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Books Vikram Sarabhai Library
Slot 1201 (0 Floor, East Wing) Non-fiction 368.0122 A5R3 (Browse shelf) Available 195792

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.


https://www.wiley.com/en-us/Reinsurance%3A+Actuarial+and+Statistical+Aspects-p-9780470772683

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