Reinsurance : Actuarial and Statistical Aspects

Détails

ID Serval
serval:BIB_5A031E91587C
Type
Livre: un livre et son éditeur.
Collection
Publications
Institution
Titre
Reinsurance : Actuarial and Statistical Aspects
Auteur⸱e⸱s
Albrecher H., Beirlant J., Teugels J.L.
Editeur
John Wiley & Sons, Ltd
Lieu d'édition
Chichester
ISBN
9781119412540
9780470772683
ISSN
1940-6347
Statut éditorial
Publié
Date de publication
20/09/2017
Peer-reviewed
Oui
Langue
anglais
Résumé
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.
Création de la notice
22/02/2017 12:26
Dernière modification de la notice
20/08/2019 15:13
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