Premium Calculation Principles and their Properties: Mathematics of Insurance - Couverture souple

Drozdenko, Myroslav

 
9783639205091: Premium Calculation Principles and their Properties: Mathematics of Insurance
Couverture souple
ISBN 10 : 363920509X ISBN 13 : 9783639205091
Editeur : VDM Verlag, 2009

Synopsis

Book is devoted to the analysis of the most widely used methods of pricing of insurance contracts with known distributions of the future losses and their properties. All properties formulated in the book are presented together with their proofs. Several characterization theorems formulated in a form of necessary and sufficient conditions for certain properties to be hold are presented. Monotonicity and limit behavior of insurance premiums dependent on parameters are also studied. Book contains a large number of examples of premium calculations for different claim distributions taking into account random appearance of the claim and random size of the claim. We demonstrate also concepts of ogramming of described mathematical algorithms in MatLab GUI and present tables of numerical illustrations for different model parameters. Book was written on the level accessible for students finishing actuarial and financial master educational programs and can be interesting to read and to use for actuaries and computer programmers working in the insurance industry as well as for other readers willing to know haw prices for insurance contracts are calculated.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

Book is devoted to the analysis of the most widely used methods of pricing of insurance contracts with known distributions of the future losses and their properties. All properties formulated in the book are presented together with their proofs. Several characterization theorems formulated in a form of necessary and sufficient conditions for certain properties to be hold are presented. Monotonicity and limit behavior of insurance premiums dependent on parameters are also studied. Book contains a large number of examples of premium calculations for different claim distributions taking into account random appearance of the claim and random size of the claim. We demonstrate also concepts of ogramming of described mathematical algorithms in MatLab GUI and present tables of numerical illustrations for different model parameters. Book was written on the level accessible for students finishing actuarial and financial master educational programs and can be interesting to read and to use for actuaries and computer programmers working in the insurance industry as well as for other readers willing to know haw prices for insurance contracts are calculated.

Biographie de l'auteur

Myroslav Drozdenko holds PhD degree in mathematics / applied mathematics with major in probability theory and mathematical statistics from Mälardalen University of Sweden. Vitaliy Drozdenko holds master degree in mathematics / applied mathematics with major in analytical finance from Mälardalen University of Sweden.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
VDM Verlag
Date d'édition
2009
Langue
anglais
ISBN 10 
363920509X
ISBN 13 
9783639205091
Reliure
Broché
Nombre de pages
192
Coordonnées du fabricant
non disponible
Personne responsable
non disponible