书目名称 | Risk Theory and Reinsurance |
编辑 | Griselda Deelstra,Guillaume Plantin |
视频video | http://file.papertrans.cn/831/830727/830727.mp4 |
概述 | Provides a concise introduction to risk theory and its application procedures to reinsurance.Applies the formalism of risk theory to the institutional framework of reinsurances.Useful for both academi |
丛书名称 | EAA Series |
图书封面 |  |
描述 | .Reinsurance is an important production factor of non-life insurance. The efficiency and the capacity of the reinsurance market directly regulate those of insurance markets. The purpose of this book is to provide a concise introduction to risk theory, as well as to its main application procedures to reinsurance..The first part of the book covers risk theory. It presents the most prevalent model of ruin theory, as well as a discussion on insurance premium calculation principles and the mathematical tools that enable portfolios to be ordered according to their risk levels..The second part describes the institutional context of reinsurance. It first strives to clarify the legal nature of reinsurance transactions. It describes the structure of the reinsurance market and then the different legal and technical features of reinsurance contracts, known as reinsurance ‘treaties’ by practitioners..The third part creates a link between the theories presented in the first part and the practice described in the second one. Indeed, it sets out, mostly through examples, some methods for pricing and optimizing reinsurance. The authors aim is to apply the formalism presented in the first part to th |
出版日期 | Book 2014 |
关键词 | Collective Model; Cramer-Lundberg Model; Non-Proportional Reinsurance; Optimal Design; Optimal Priority; |
版次 | 1 |
doi | https://doi.org/10.1007/978-1-4471-5568-3 |
isbn_softcover | 978-1-4471-5567-6 |
isbn_ebook | 978-1-4471-5568-3Series ISSN 1869-6929 Series E-ISSN 1869-6937 |
issn_series | 1869-6929 |
copyright | Springer-Verlag London 2014 |