Bibliograph

Reinsurance, actuarial and statistical aspects, by Hansjörg Albrecher, University of Lausanne, Switzerland; Jan Beirlant, Katholieke Universiteit Leuven, BE, University of the Free State, South Africa; Jozef L. Teugels, Katholieke Universiteit Leuven, BE

Type

Label

Reinsurance, actuarial and statistical aspects, by Hansjörg Albrecher, University of Lausanne, Switzerland; Jan Beirlant, Katholieke Universiteit Leuven, BE, University of the Free State, South Africa; Jozef L. Teugels, Katholieke Universiteit Leuven, BE

Language

eng

Bibliography note

Includes bibliographical references and index

Index

index present

Literary Form

non fiction

Main title

Reinsurance

Nature of contents

bibliography

Oclc number

9936016631020310718

Responsibility statement

by Hansjörg Albrecher, University of Lausanne, Switzerland; Jan Beirlant, Katholieke Universiteit Leuven, BE, University of the Free State, South Africa; Jozef L. Teugels, Katholieke Universiteit Leuven, BE

Series statement

Statistics in practice

Sub title

actuarial and statistical aspects

Summary

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. --, Provided by publisher

Contributor

Creator