New PDF release: Actuarial Science: Theory and Methodology

By Hanji Shang

ISBN-10: 7040192322

ISBN-13: 9787040192322

Seeing that actuarial schooling was once brought into China within the Nineteen Eighties, chinese language students have paid larger consciousness to the theoretical study of actuarial technological know-how. Professors and specialists from recognized universities in China lately labored jointly at the undertaking "Insurance info Processing and Actuarial arithmetic thought and Methodology," which was once supported by way of the chinese language executive. Summarizing what they completed, this quantity offers a learn of a few uncomplicated difficulties of actuarial technological know-how, together with chance types, probability review and research, and top class rules. The contributions conceal a few new purposes of likelihood and facts, fuzzy arithmetic and fiscal economics to the sector of actuarial practices. Discussions at the new assurance marketplace in China also are awarded.

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1988a). The surpluses immediately before and at ruin,and the amount of the claim causing ruin, Insurance: Mathematics and Economics, 7, 193-199. Dufresne F, Gerber H U. (1988b). The probability and severity of ruin for combinations of exponential claim amount distributions and their translations, Insurance: Mathematics and Economics, 7, 75-80. Feller W. (1971). , 2, Wiley, New York. Gerber H V, Goovaerts M J, Kaas R. (1987). On the probability and severity of ruin, Astin Bulletin, 17, 2, 151-163.

On the expected discounted penalty function at ruin of a surplus process with interest, Insurance: Mathematics and Economics, 30, 389-404. Di Lorenzo E, Tessitore G. (1996). Approximation solutions of severity of ruin, Blatter Deutsche Gesellschaft fur Versicherungsmathematik, X X I I , 705-709. Dickson D C M. (1992). On the distribution of the surplus prior to ruin, Insurance: Mathematics and Economics, 11, 191-207. Dickson D C M. (1998). On a clas of renewal risk processes, North American Actuarial Journal, 2, 60-73.

Ruin under interest force and subexponential claims: a simple treatment, Insurance: Mathematics and Economics, 27, 145-149. Kliippelberg C, Stadtmiiiler U. (1998). Ruin probabilities in the presence of heavy-tails and interest rates, Scandinavian Actuarial Journal, 49-58. Chapter 1 Risk Models and Ruin Theory 45 Konstantinides D, Tang Q H, Tsitsiashvili G. (2002). Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails, Insurance: Mathematics and Economics, 3 1 , 447-460.

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Actuarial Science: Theory and Methodology by Hanji Shang


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