Based on the author's experience of teaching final-year actuarial students in Britain and Australia, and suitable for a first course in insurance risk theory, this book focuses on the two major areas of risk theory - aggregate claims distributions and ruin theory. For aggregate claims distributions, detailed descriptions are given of recursive techniques that can be used in the individual and collective risk models. For the collective model, different classes of counting distribution are discussed, and recursion schemes for ...

Insurance Risk and Ruin 2016, Cambridge University Press, New York

ISBN-13: 9781107154605

2nd Revised edition

Hardcover

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Insurance Risk and Ruin 2010, Cambridge University Press, Cambridge

ISBN-13: 9780521176750

Trade paperback

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Insurance Risk and Ruin 2005, Cambridge University Press, Cambridge

ISBN-13: 9780521846400

Hardcover

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