✦ LIBER ✦

092005 (M10, B30) Recursions for a class of compound lagrangian distributions : Hesselager O., Laboratory of Actuarial Mathematics, University of Copenhagen, Working Paper No. 138, 1996

Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 87 KB
Volume: 20
Category: Article
ISSN: 0167-6687
DOI: 10.1016/s0167-6687(97)80627-0

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✦ Synopsis

This is an expository presentation of various topics in insurance mathematics. The scope is not encyclopedic but rather narrows down the treatment to models and methods are (or could be) used to solve practical actuarial problems: what is an appropriate premium, what is an adequate reserve, what part of the risk should be reinsured, and -more generally -what insurance schemes are conceivable? Examples are picked from various lines of insurance -life and non-life -and from general risk theory. Attempts will be made to identify the principles underlying contemporary insurance practice and enquire into the possibilities of fruitful interplay with financial mathematics and control theory.

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