Practical risk theory for actuaries / (Record no. 3762)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01636pam a2200241 a 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 0412428504 (alk. paper) |
| 022 ## - INTERNATIONAL STANDARD SERIAL NUMBER | |
| ISSN | 9780412428500 |
| 050 00 - CALL NUMBER | |
| Classification number | HG8781 |
| Item number | .D28 |
| 100 1# - AUTHOR | |
| Personal name | Daykin, C. D. |
| 245 10 - TITLE | |
| Title | Practical risk theory for actuaries / |
| Statement of responsibility, etc | C.D. Daykin, T. Pentikäinen, and M. Pesonen. |
| 250 ## - EDITION | |
| Edition statement | 1st ed. |
| 260 ## - PUBLICATION INFORMATION | |
| Place of publication | London ; |
| -- | New York : |
| Name of publisher | Chapman & Hall, |
| Year of publication | 1994. |
| 300 ## - DESCRIPTION | |
| Number of Pages | xxi, 546 p. : |
| Other physical details | ill. ; |
| Dimensions | 23 cm. |
| 440 #0 - SERIES | |
| SERIES | Monographs on statistics and applied probability ; |
| 500 ## - NOTES | |
| General note | Includes index |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Table of Content | pt. 1. Foundations of Practical Risk Theory. 1. Some preliminary ideas. 2. The number of claims. 3. The amount of claims. 4. Calculation of a compound claim d.f. F. 5. Simulation. 6. Applications involving short-term claim fluctuation --<br/>pt. 2. Stochastic Analysis of Insurance Business. 7. Inflation. 8. Investment. 9. Claims with an extended time horizon. 10. Premiums. 11. Expenses, taxes and dividends. 12. The insurance process. 13. Applications to long-term processes. 14. Managing uncertainty. 15. Life insurance. 16. Pension schemes --<br/>App. A Derivation of the Poisson formula --<br/>App. B Polya and Gamma distributions --<br/>App. C Asymptotic behaviour of the compound mixed Poisson d.f --<br/>App. D Numerical calculation of the normal d.f --<br/>App. E Derivation of the recursion formula for F --<br/>App. F Simulation --<br/>App. G Time series --<br/>App. H Portfolio selection --<br/>App. I Solutions to exercises. |
| 650 #0 - SUBJECTS | |
| Topical Term | Insurance |
| General subdivision | Mathematics. |
| 650 #0 - SUBJECTS | |
| Topical Term | Risk (Insurance) |
| 650 #0 - SUBJECTS | |
| Topical Term | Stochastic processes. |
| 700 1# - OTHER AUTHORS | |
| Personal name | Pentikäinen, Teivo. |
| 700 1# - OTHER AUTHORS | |
| Personal name | Pesonen, M. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Collection code | Home library | Current library | Shelving location | Date acquired | Full call number | Accession Number | Koha item type |
|---|---|---|---|---|---|---|---|---|---|
| Reference | Methodist University Library Main | Methodist University Library Main | General Stacks | 23/05/2014 | HG8781 .D28 | 39487 | Books |