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Reinsurance: Actuarial and Statistical Aspects (Wiley Series in Probability and Statistics)

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Reinsurance: Actuarial and Statistical Aspects (Wiley Series in Probability and Statistics) image
ISBN-10:

0470772689

ISBN-13:

9780470772683

Author(s): Beirlant, Jan; Teugels, Jozef L.
Edition: 1
Released: Nov 06, 2017
Publisher: wiley
Format: Hardcover, 368 pages
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Description:

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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