000			01636pam a2200241 a 4500
999			_c3762 _d3762
020			_a0412428504 (alk. paper)
022			_a9780412428500
050	0	0	_aHG8781 _b.D28
100	1		_aDaykin, C. D.
245	1	0	_aPractical risk theory for actuaries / _cC.D. Daykin, T. Pentikäinen, and M. Pesonen.
250			_a1st ed.
260			_aLondon ; _aNew York : _bChapman & Hall, _c1994.
300			_axxi, 546 p. : _bill. ; _c23 cm.
440		0	_aMonographs on statistics and applied probability ;
500			_aIncludes index
505			_a 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 -- 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 -- App. A Derivation of the Poisson formula -- App. B Polya and Gamma distributions -- App. C Asymptotic behaviour of the compound mixed Poisson d.f -- App. D Numerical calculation of the normal d.f -- App. E Derivation of the recursion formula for F -- App. F Simulation -- App. G Time series -- App. H Portfolio selection -- App. I Solutions to exercises.
650		0	_aInsurance _xMathematics.
650		0	_aRisk (Insurance)
650		0	_aStochastic processes.
700	1		_aPentikäinen, Teivo.
700	1		_aPesonen, M.
942			_cBK