Book Cover
E-book
Author Rotar, Vladimir I

Title Actuarial Models
Published Boca Raton : Chapman and Hall/CRC, 2006

Copies

Description 1 online resource (650 pages)
Contents Front cover; Contents; Preface; Acknowledgments; Introduction; Chapter 0. Some Preliminary Notions and Facts from Probability Theory, the Theory of Interest, and Calculus; Chapter 1. Comparison of Random Variables. Preferences of Individuals; Chapter 2. An Individual Risk Modelfor a Short Period; Chapter 3. Conditional Expectations; Chapter 4. A Collective Risk Model for a Short Period; Chapter 5. Random Processes. I. Counting and Compound Processes. Markov Chains. Modeling Claim and Cash Flows; Chapter 6. Random Processes. II. Brownian Motion and Martingales. Hitting Times
Chapter 7. Global Characteristics of the Surplus Process. Ruin Models. Models with Paying DividendsChapter 8. Survival Distributions; Chapter 9. Life Insurance Models; Chapter 10. Annuity Models; Chapter 11. Premiums and Reserves; Chapter 12. Risk Exchange: Reinsurance and Coinsurance; Tables; References; Answers to Exercises; Back cover
Notes Print version record
Form Electronic book
ISBN 9781420010992
1420010999