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Reinsurance : actuarial and statistical aspects / / Hansjörg Albrecher, University of Lausanne, Switzerland, Jan Beirlant, Katholieke Universiteit Leuven, BE, University of the Free State, South Africa, Jozef L. Teugels, Katholieke Universiteit Leuven, BE



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Autore: Albrecher Hansjörg Visualizza persona
Titolo: Reinsurance : actuarial and statistical aspects / / Hansjörg Albrecher, University of Lausanne, Switzerland, Jan Beirlant, Katholieke Universiteit Leuven, BE, University of the Free State, South Africa, Jozef L. Teugels, Katholieke Universiteit Leuven, BE Visualizza cluster
Pubblicazione: Hoboken, New Jersey : , : Wiley, , 2017
©2017
Edizione: 1st edition
Descrizione fisica: 1 online resource (353 pages) : illustrations, tables
Disciplina: 368.0122
Soggetto topico: Reinsurance
Actuarial science
Persona (resp. second.): TeugelsJef L.
BeirlantJan
Nota di bibliografia: Includes bibliographical references and index.
Sommario/riassunto: 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.
Titolo autorizzato: Reinsurance  Visualizza cluster
ISBN: 1-119-41994-8
1-119-41993-X
1-119-41254-4
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: 9910270936803321
Lo trovi qui: Univ. Federico II
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Serie: Wiley series in probability and statistics. THEi Wiley ebooks.