Reinsurance : Actuarial and Statistical Aspects

Details

Serval ID
serval:BIB_5A031E91587C
Type
Book:A book with an explicit publisher.
Collection
Publications
Institution
Title
Reinsurance : Actuarial and Statistical Aspects
Author(s)
Albrecher H., Beirlant J., Teugels J.L.
Publisher
John Wiley & Sons, Ltd
Address of publication
Chichester
ISBN
9781119412540
9780470772683
ISSN
1940-6347
Publication state
Published
Issued date
20/09/2017
Peer-reviewed
Oui
Language
english
Abstract
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.
Create date
22/02/2017 12:26
Last modification date
20/08/2019 15:13
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