Centro de Documentacion de Fundación MAPFRE - Practical risk theory for actuaries

MAP20070023014

Practical risk theory for actuaries / C.D. Daykin, T. Pentikänen and M. Pesonen. — 1st ed., 2nd reprint. — London [etc.] : Chapman & Hall, 1995

546 p. ; 22 cm . — (Monographs on statistics and applied probability ; 53)

Sumario: Some preliminary ideas -- The number of claims -- The amount of claims -- Calculation of a compound claim d.f. F -- Simulation -- Applications involving short-term claim fluctuation -- Inflation -- Investment -- Claims with an extended time horizon -- Premiums -- Expenses, taxes and dividends -- The insurance process -- Applications to long-term processes -- Managing uncertainty -- Life insurance -- Pension schemes

ISBN 0-412-42850-4

1. Matemática del seguro . 2. Teoría del riesgo . 3. Procesos estocásticos . I. Pentikäinen, Teivo . II. Pesonen, M. . III. Monographs on statistics and applied probability ; 53 . IV. Título.

FUNDACIÓN MAPFRE. Centro de Documentación

FUNDACIÓN MAPFRE. Centro de Documentación — Assinatura: 6-DAY-PRA — Nº de registro: 017321

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