Actuarial models : the mathematics of insurance / Vladimir I. Rotar

By:

Rotar, Vladimir I

Material type: Text

TextLanguage: English Publication details: Boca Raton : Chapman & Hall/CRC, 2007.Description: xxii, 633p. illustrationsISBN:

9781584885863
1584885866

Subject(s):

Insurance -- Mathematics

DDC classification:

368.01 ROT

Contents:

Ch. 0. Some preliminary notions and facts from probability theory, the theory of interest, and calculus -- ch. 1. Comparison of random variables. Preferences of individuals -- ch. 2. An individual risk model for a short period -- ch. 3. Conditional expectations -- ch. 4. A collective risk model for a short period -- ch. 5. Random processes. I. Counting and compound processes. Markov Chains. Modeling claim and cash flows -- ch. 6. Random processes. II. Brownian motion and martingales. Hitting times -- ch. 7. Global characteristics of the surplus process. Ruin models. Models with paying dividends -- ch. 8. Survival distributions -- ch. 9. Life insurance models -- ch. 10. Annuity models -- ch. 11. Premiums and reserves -- ch. 12. Risk exchange : reinsurance and coinsurance.

Summary: Suitable for students preparing for level 300 actuarial exams in the US, this book provides comprehensive information for actuaries and researchers. It contains topics such as modern utility theory, martingales, accuracy of normal approximations, models with payments of dividends, reinsurance models, and classification of distributions.

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode
Books	Institute of Public Enterprise, Library S Campus	368.01 ROT (Browse shelf(Opens below))	Available		45018

Include Statistical tables.

Includes References and Index.

Ch. 0. Some preliminary notions and facts from probability theory, the theory of interest, and calculus --
ch. 1. Comparison of random variables. Preferences of individuals --
ch. 2. An individual risk model for a short period --
ch. 3. Conditional expectations --
ch. 4. A collective risk model for a short period --
ch. 5. Random processes. I. Counting and compound processes. Markov Chains. Modeling claim and cash flows --
ch. 6. Random processes. II. Brownian motion and martingales. Hitting times --
ch. 7. Global characteristics of the surplus process. Ruin models. Models with paying dividends --
ch. 8. Survival distributions --
ch. 9. Life insurance models --
ch. 10. Annuity models --
ch. 11. Premiums and reserves --
ch. 12. Risk exchange : reinsurance and coinsurance.

Suitable for students preparing for level 300 actuarial exams in the US, this book provides comprehensive information for actuaries and researchers. It contains topics such as modern utility theory, martingales, accuracy of normal approximations, models with payments of dividends, reinsurance models, and classification of distributions.

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Actuarial models : the mathematics of insurance / Vladimir I. Rotar

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