Premium Calculation in Insurance
I am pleased to participate in this Summer School and look forward to sharing some ideas with you over the next few days. At the outset I would like to describe the approach I will take in 1 presenting the material. I aim to present the material in a non rigorous way and hopefully in an intuitive m...
| Other Authors: | , , |
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| Format: | eBook |
| Language: | English |
| Published: |
Dordrecht
Springer Netherlands
1984, 1984
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| Edition: | 1st ed. 1984 |
| Series: | Nato Science Series C:, Mathematical and Physical Sciences
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- Opening session
- Invited address
- Invited lecture: Some major issues in economics and insurance developments
- Main lectures
- Risk convolution calculations
- Risk sharing, incentives and moral hazard
- State-dependent utility, the demand for insurance and the value of safety
- Separation of risk parameters
- Weighted Markov processes with an application to risk theory
- Practical models in credibility theory, including parameter estimation
- Rate making and the society’s sense of fairness
- The ímpact of reinsurance on the insurer’s risk
- Chains of reinsurance
- Net stop-loss ordering and related ordering
- Limit theorems for risk processes
- Semi-Markov models in economics and insurance
- Loss distributions: estimation, large sample theory, and applications
- Rating of non proportional reinsurance treaties based on ordered claims
- Resistant line fitting in actuarial science
- Quantitative models of pension costs
- Credibility: estimation of structural parameters
- Short communications
- Population and social security projections for Bangladesh
- Stability of premium principles under maximum entropy perturbations
- Practical rating of variable accident excess-loss premiums
- Motor premium rating
- The mean square error of a randomly discounted sequence of uncertain payments
- Operational time: a short and simple existence proof
- Simulation in actuarial work. Some computational problems
- Bayesian sequential analysis of multivariate point processes
- The actuary in practice
- The influence of reinsurance limits on infinite time ruin probabilities
- Some Berry-Esseen theorems for risk processes
- Some notes on the methods of calculation of life assurance premiums in the United Kingdom
- A stochastic model for investment variables in the United Kingdom.-Inflationary effects on pension plans: wage and benefit patterns