000 01758pam a2200229 a 4500
999 _c3731
_d3731
020 _a0792390180
050 0 0 _aHG8026
_b.F56
100 _a J David Cummins;
245 0 0 _aFinancial models of insurance solvency /
_cedited by J. David Cummins and Richard A. Derrig.
260 _aBoston :
_bKluwer Academic,
_cc1989.
300 _axxiii, 363 p. :
_bill. ;
_c24 cm.
440 0 _aHuebner International series on risk, insurance, and economic security
500 _aVol. 2 of the proceedings of the 1st International Conference on Insurance Solvency held in Philadelphia, 1986 and published under the title Classical insurance solvency theory.
500 _aIncludes index.
505 _a The Assessment of the Financial Strength of Insurance Companies by a Generalized Cash Flow Model -- Cash Flow Simulation Models for Premium and Surplus Analysis -- Some Aspects of Life Assurance Solvency -- The Solvency of a General Insurance Company in Terms of Emerging Costs -- Some General Approaches to Computing Total Loss Distributions and the Probability of Ruin -- Methods for Analyzing the Effects of Underwriting Risk on the Insurer's Long-Term Solvency -- Concepts and Trends in the Study of Insurer's Solvency -- On the Application of Finance Theory to the Insurance Firm -- On the Capital Structure of Insurance Firms -- Risk Based Premiums for Insurance Guaranty Funds -- Solvency Levels and Risk Loadings Appropriate for Fully Guaranteed Property-Liability Insurance Contracts: A Financial View.
650 0 _aInsurance
_xFinance
_xCongresses.
700 1 _aCummins, J. David.
700 1 _aDerrig, Richard A.
711 2 _aInternational Conference on Insurance Solvency
730 0 _aClassical insurance solvency theory.
942 _cBK