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Albrecher, Hansjöerg

Reinsurance: Actuarial and Statistical Aspects

Albrecher, Hansjöerg - Reinsurance: Actuarial and Statistical Aspects, ebook

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ISBN: 9781119419945
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Reinsurance: Actuarial and Statistical Aspectsprovides a survey of both the academic literature in the field as well as challenges appearing in reinsurance practice and puts the two in perspective. The book is written for researchers with an interest in reinsurance problems, for graduate students with a basic knowledge of probability and statistics as well as for reinsurance practitioners. The focus of the book is on modelling together with the statistical challenges that go along with it. The discussed statistical approaches are illustrated alongside six case studies of insurance loss data sets, ranging from MTPL over fire to storm and flood loss data. Some of the presented material also contains new results that have not yet been published in the research literature. An extensive bibliography provides readers with links for further study.

Author(s)
 
 
Publisher
John Wiley and Sons, Inc.
Publication year
2017
Language
en
Edition
1
Series
Wiley Series in Probability and Statistics
Page amount
368 pages
Category
Natural Sciences
Format
Ebook
eISBN (ePUB)
9781119419945
Printed ISBN
9780470772683

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