Insurance Risk and Ruin David C. M. Dickson University of Melbourne
The book is ideal for a first course in insurance risk theory. It focuses on major areas in this subject - aggregate claims distributions, ruin theory, utility theory, premium calculation principles and reinsurance problems. Numerous worked examples are included and each chapter has exercises for which outline solutions are provided. Contents: Preface; 1. Probability distributions and insurance applications; 2. Utility theory; 3. Principles of premium calculation; 4. The collective risk model; 5. The individual risk model; 6. Introduction to ruin theory; 7. Classical ruin theory; 8. Advanced ruin theory; 9. Reinsurance; References; Solutions to exercises; Index. 50 b/w illus. 15 tables 75 exercises 9780521176750 | Paperback | ÂŁ31.99 Publication September 2010
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