Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt för medlemmar vid köp för minst 249 kr.
In risk theory developed to describe insurance companies [1,2,3,4,5J, the ruin probability of a company with initial reserve (capital) u is 6 1 -:;-7;;f3 u 1jJ(u) = H6 e H6 (1) Here,we assume that claims arrive as a Poisson process, and the claim amount is distributed as exponential distribution with expectation liS.
Opening session.- Invited lecture : Risk Theory, a Tool for Management?.- Main lectures.- Economic Ideas in Risk Theory.- Simulation in Insurance.- Application of the Problem of Moments to Various Insurance Problems in Non-life.- Application of Martingales in Risk Theory.- Applications of Operations-Research Techniques in Insurance.- Recent Research on the Risk Return Relationship in Financial Economics.- General Regression in Multidimensional Credibility Theory.- Ruin Theory under the Submartingale Assumption.- A rigorous Proof of a Property of the Premium Principle of Zero Utility in the Case of Additivity.- Bayesian Credibility with a Noninformative Prior.- Short communications.- Separation Theorems in Proportional Reinsurance.- A new Treatment of the Engineering Aspects of the “Zero-Infinity Dilemmas” of Industrial Risk Management.- On a Functional-Differential Equation connected with the Premium Principle of Zero Utility.- Markov Processes between Moving Barriers — Moments of the first Hitting Time of Retaining or Absorbing Barrier.- Some Mathematical Aspects of Combining Proportional and Non-Proportional Reinsurance.- The Moments of Compound Interest Functions when Interest fluctuates as a Compound Markov Chain.- Pension Funding and random Rates of Return.- Bayes Criterion, the Minimax Principle and Statistical Decision Theory.- Large Claims —.- Some Numerical Methods for Calculating Semilinear Credibility Estimators.- Weak Convergence of Risk Processes.- On the Exposed to Risk Theory.- Probability Bounds on Compound Distributions with given Moments on Claim Severities.- Additivity and Premium Calculation Principles.- Computing Moments of Compound Distributions.- Portfolio Valuation in Life Insurance.- Risk Assessment of Merger, Acquisition, andConsolidation of Financial Services.- Extending Arrow-Pratt Risk Premiums.- On Optimal Deductibles.- Solvency Margin and Profit in Life Insurance.- Statistical Methods in General Insurance.- Modelling Motor Insurance Claim Frequencies.- General Bounds on Ruin Probabilities.- Strict Liability and Insurance under Loss Misestimation.
Michel Denuit, Jan Dhaene, Marc Goovaerts, Rob Kaas, Belgium) Denuit, Michel (Universite Catholique de Louvain, The Netherlands) Dhaene, Jan (Katholieke Universiteit Leuven, Belgium and Universiteit van Amsterdam, The Netherlands) Goovaerts, Marc (Katholieke Universiteit Leuven, Belgium and Universiteit van Amsterdam, The Netherlands) Kaas, Rob (Universiteit van Amsterdam