Reinsurance

Actuarial and Statistical Aspects

Nonfiction, Science & Nature, Mathematics, Statistics
Cover of the book Reinsurance by Jan Beirlant, Jozef L. Teugels, Hansjörg Albrecher, Wiley
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Author: Jan Beirlant, Jozef L. Teugels, Hansjörg Albrecher ISBN: 9781119419945
Publisher: Wiley Publication: August 21, 2017
Imprint: Wiley Language: English
Author: Jan Beirlant, Jozef L. Teugels, Hansjörg Albrecher
ISBN: 9781119419945
Publisher: Wiley
Publication: August 21, 2017
Imprint: Wiley
Language: English

Reinsurance: Actuarial and Statistical Aspects provides a survey of both the academic literature in the field as well as challenges appearing in reinsurance practice and puts the two in perspective. The book is written for researchers with an interest in reinsurance problems, for graduate students with a basic knowledge of probability and statistics as well as for reinsurance practitioners. The focus of the book is on modelling together with the statistical challenges that go along with it. The discussed statistical approaches are illustrated alongside six case studies of insurance loss data sets, ranging from MTPL over fire to storm and flood loss data. Some of the presented material also contains new results that have not yet been published in the research literature. An extensive bibliography provides readers with links for further study.

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Reinsurance: Actuarial and Statistical Aspects provides a survey of both the academic literature in the field as well as challenges appearing in reinsurance practice and puts the two in perspective. The book is written for researchers with an interest in reinsurance problems, for graduate students with a basic knowledge of probability and statistics as well as for reinsurance practitioners. The focus of the book is on modelling together with the statistical challenges that go along with it. The discussed statistical approaches are illustrated alongside six case studies of insurance loss data sets, ranging from MTPL over fire to storm and flood loss data. Some of the presented material also contains new results that have not yet been published in the research literature. An extensive bibliography provides readers with links for further study.

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