Models for quantifying risk

Models for quantifying risk

by Cunningham, Robin J.

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Title Statements

  • Full title :Models for quantifying risk / Robin J. Cunningham, Thomas N. Herzog, Richard L. London.

Edition Statements

  • Publication Date:©2006.
  • Edition:2nd ed

Publication Statements

  • Publisher(s):ACTEX Publications
  • Place of Publication:Winsted, Conn
  • Language:eng
  • Publication Date:©2006.

The Physical Object

  • Description:xv, 604 pages ; : 23 cm

Edition Identifiers

  • ISBN:1566985846, 9781566985840
  • oclc:ocm70883189
  • LC Classification:HG8781
  • Dewey Decimal:368/.01

Table of Contents

1. REVIEW OF INTEREST THEORY -- 2. REVIEW OF PROBABILITY -- 3. SURVIVAL MODELS (CONTINUOUS PARAMETRIC CONTEXT) -- 4. THE LIFE TABLE (DISCRETE TABULAR CONTEXT) -- 5. CONTINGENT PAYMENT MODELS (INSURANCE MODELS) -- 6. CONTINGENT ANNUITY MODELS (LIFE ANNUITIES) -- 7. FUNDING PLANS FOR CONTINGENT CONTRACTS (ANNUAL PREMIUMS) -- 8. CONTINGENT CONTRACT RESERVES (BENEFIT RESERVES) -- 9. MODELS DEPENDENT ON MULTIPLE SURVIVALS (MULTI-LIFE MODELS) -- 10. MULTIPLE CONTINGENCIES WITH APPLICATIONS (MULTIPLE-DECREMENT MODELS) -- 11. CLAIM FREQUENCY MODELS -- 12. CLAIM SEVERITY MODELS -- 13. MODELS FOR AGGREGATE PAYMENTS -- 14. PROCESS MODELS -- APPENDIX A: REVIEW OF MARKOV CHAINS -- APPENDIX B: REVIEW OF STOCHASTIC SIMULATION -- APPENDIX C: EVALUATION BY SIMULATION -- APPENDIX D: USING MICROSOFT EXCEL AND VISUAL BASIC -- MACROS TO COMPUTE ACTUARIAL FUNCTIONS -- ANSWERS TO TEXT EXERCISES -- BIBLIOGRAPHY -- INDEX.

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Subjects

Assurance -- Mathématiques Gestion du risque Insurance -- Mathematics Risk management

Writers

Cunningham, Robin J. Herzog, Thomas N. London, Richard L.

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