Modern Actuarial Risk Theory - Softcover

Kaas, Rob; Goovaerts, Marc; Dhaene, Jan

 
9783540867364: Modern Actuarial Risk Theory

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Synopsis

Utility theory and insurance.- The individual risk model.- Collective risk models.- Ruin theory.- Premium principles and risk measures.- Bonus-malus systems.- Ordering of risks.- Credibility theory.- Generalized linear models.- IBNR techniques.- More on GLMs.- The 'R' in Modern ART.- Hints for the exercises.- Notes and references.

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