书目名称 | Risk Theory | 副标题 | The Stochastic Basis | 编辑 | Robert Eric Beard,Teivo Pentikäinen,Erkki Pesonen | 视频video | | 丛书名称 | Ettore Majorana International Science Series | 图书封面 |  | 描述 | whioh the developments are appropriate in an elementary text book is open to doubt. Fortunately the proceedings of the conference arranged by the Society of Actuaries Research Committee in September 1974 provide an effective review of the ourrent position (Credibility, Theory and Applications, Ed. P. M. Kahn, Academic Press, 1975). It is doubtful if any practical use is now made of the Esscher approximation and the N-P method is much more convenient and of adequate accuracy in most practical work. Thus the first half of Chapter 6 is now largely of historical interest. Chapter 11 dealing with ruin probability during a finite time interval does not give an adequate view of the current importanoe of this topic but the position is fluid because of the considerable effort being expended in the search for practical methods of calcu lation. Formulae are, in general, complicated and involve extensive computer based quadratures or simulation techniques. The paper by Seal in the Scandinavian Actuarial Journal (The Numerical Calculation of U(w,t) the Probability of Non-ruin in an Interval (O,t) 1974) gives a recent treatment and a fairly complete list of relevant references. In many countrie | 出版日期 | Book 1977 | 关键词 | Finite; Variance; approximation; business plan; computation; development; distribution; function; random pro | 版次 | 1 | doi | https://doi.org/10.1007/978-94-009-5781-7 | isbn_softcover | 978-94-009-5783-1 | isbn_ebook | 978-94-009-5781-7 | copyright | R. E. Beard, T. Pentikäinen, E. Pesonen 1977 |
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