EAA Series – serie
Visar alla böcker i serien EAA Series. Handla med fri frakt och snabb leverans.
16 produkter
Stochastic Models in Life Insurance
Häftad, 2012
825 kr
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The book provides a sound mathematical base for life insurance mathematics and applies the underlying concepts to concrete examples. Moreover the models presented make it possible to model life insurance policies by means of Markov chains. Two chapters covering ALM and abstract valuation concepts …
Gerber–Shiu Risk Theory
Häftad, 2013
455 kr
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Motivated by the many and long-standing contributions of H. Gerber and E. Shiu, this book gives a modern perspective on the problem of ruin for the classical Cramér–Lundberg model and the surplus of an insurance company. The book studies martingales and path decompositions, which are the main tools …
Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications
BSDEs with Jumps
Häftad, 2013
552 kr
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Backward stochastic differential equations with jumps can be used to solve problems in both finance and insurance.Part I of this book presents the theory of BSDEs with Lipschitz generators driven by a Brownian motion and a compensated random measure, with an emphasis on those generated by step …
Risk Measures and Attitudes
Av Francesca Biagini, Andreas Richter m. fl.
Häftad, 2013
443 kr
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Risk has been described in the past by a simple measure, such as the variance, and risk attitude is often considered simply a degree of risk aversion. However, this viewpoint is usually not sufficient. Risk Measures and Attitudes collects contributions which illustrate how modern approaches to both …
Risk Theory and Reinsurance
Av Griselda Deelstra, Guillaume Plantin
Häftad, 2013
456 kr
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Reinsurance is an important production factor of non-life insurance. The efficiency and the capacity of the reinsurance market directly regulate those of insurance markets. The purpose of this book is to provide a concise introduction to risk theory, as well as to its main application procedures to …
Value-Oriented Risk Management of Insurance Companies
Häftad, 2014
770 kr
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Value- and risk-oriented management is a holistic method of managing businesses. In this book both actuarial methods and methods pertaining to classical internal control and classical risk management are used. Therefore the approach taken is necessarily interdisciplinary. Indeed, there is a new …
Modern Problems in Insurance Mathematics
Av Dmitrii Silvestrov, Anders Martin-Löf
Häftad, 2014
1043 kr
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This book is a compilation of 21 papers presented at the International Cramér Symposium on Insurance Mathematics (ICSIM) held at Stockholm University in June, 2013. The book comprises selected contributions from several large research communities in modern insurance mathematics and its …
Health Insurance
Basic Actuarial Models
Häftad, 2014
625 kr
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Health Insurance aims at filling a gap in actuarial literature, attempting to solve the frequent misunderstanding in regards to both the purpose and the contents of health insurance products (and ‘protection products’, more generally) on the one hand, and the relevant actuarial structures on the …
Introduction to Insurance Mathematics
Technical and Financial Features of Risk Transfers
Av Annamaria Olivieri, Ermanno Pitacco
Häftad, 2015
601 kr
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This second edition expands the first chapters, which focus on the approach to risk management issues discussed in the first edition, to offer readers a better understanding of the risk management process and the relevant quantitative phases. In the following chapters the book examines life …
Modelling in Life Insurance – A Management Perspective
Av Jean-Paul Laurent, Ragnar Norberg m. fl.
Häftad, 2016
878 kr
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Focusing on life insurance and pensions, this book addresses variousaspects of modelling in modern insurance: insurance liabilities;asset-liability management; securitization, hedging, and investment strategies.With contributions from internationally renowned academics in actuarialscience, finance, …
Handbook on Loss Reserving
Av Michael Radtke, Klaus D. Schmidt m. fl.
Häftad, 2016
1043 kr
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This handbook presents the basic aspects of actuarial loss reserving. Besides the traditional methods, it also includes a description of more recent ones and a discussion of certain problems occurring in actuarial practice, like inflation, scarce data, large claims, slow loss development, the use …
Market-Consistent Actuarial Valuation
Häftad, 2016
498 kr
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This is the third edition of this well-received textbook, presenting powerful methods for measuring insurance liabilities and assets in a consistent way, with detailed mathematical frameworks that lead to market-consistent values for liabilities.Topics covered are stochastic discounting with …
Concentration Risk in Credit Portfolios
Häftad, 2008
607 kr
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Modeling and management of credit risk are the main topics within banks and other lending institutions. Historical experience shows that, in particular, concentration of risk in credit portfolios has been one of the major causes of bank distress. Therefore, concentration risk is highly relevant to …
Recursions for Convolutions and Compound Distributions with Insurance Applications
Av Bjoern Sundt, Raluca Vernic
Häftad, 2009
551 kr
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Since 1980, methods for recursive evaluation of aggregate claims distributions have received extensive attention in the actuarial literature.This book gives a unified survey of the theory and is intended to be self-contained to a large extent. As the methodology is applicable also outside the …
Non-Life Insurance Pricing with Generalized Linear Models
Av Esbjörn Ohlsson, Björn Johansson
Häftad, 2010
4,0 utav 5 stjärnor. Totalt antal röster: (1)
679 kr
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Non-life insurance pricing is the art of setting the price of an insurance policy, taking into consideration varoius properties of the insured object and the policy holder. Introduced by British actuaries generalized linear models (GLMs) have become today a the standard aproach for tariff …
Life Insurance Risk Management Essentials
Häftad, 2011
1316 kr
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The aim of the book is to provide an overview of risk management in life insurance companies. The focus is twofold: (1) to provide a broad view of the different topics needed for risk management and (2) to provide the necessary tools and techniques to concretely apply them in practice. Much …
