Modern Problems In Insurance Mathematics

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Modern Problems in Insurance Mathematics

Dmitrii Silvestrov,Anders Martin-Löf
Modern Problems in Insurance Mathematics Book PDF

Author : Dmitrii Silvestrov,Anders Martin-Löf
Publisher : Springer
Page : 385 pages
File Size : 47,5 Mb
Release : 2014-06-06
Category : Business & Economics
ISBN : 9783319066530

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Modern Problems in Insurance Mathematics by Dmitrii Silvestrov,Anders Martin-Löf Pdf

This book is a compilation of 21 papers presented at the International Cramér Symposium on Insurance Mathematics (ICSIM) held at Stockholm University in June, 2013. The book comprises selected contributions from several large research communities in modern insurance mathematics and its applications. The main topics represented in the book are modern risk theory and its applications, stochastic modelling of insurance business, new mathematical problems in life and non-life insurance and related topics in applied and financial mathematics. The book is an original and useful source of inspiration and essential reference for a broad spectrum of theoretical and applied researchers, research students and experts from the insurance business. In this way, Modern Problems in Insurance Mathematics will contribute to the development of research and academy–industry co-operation in the area of insurance mathematics and its applications.

Non-Life Insurance Mathematics

Erwin Straub
Non Life Insurance Mathematics Book PDF

Author : Erwin Straub
Publisher : Springer Science & Business Media
Page : 143 pages
File Size : 52,9 Mb
Release : 2013-04-17
Category : Mathematics
ISBN : 9783662033647

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Non-Life Insurance Mathematics by Erwin Straub Pdf

The book gives a comprehensive overview of modern non-life actuarial science. It starts with a verbal description (i.e. without using mathematical formulae) of the main actuarial problems to be solved in non-life practice. Then in an extensive second chapter all the mathematical tools needed to solve these problems are dealt with - now in mathematical notation. The rest of the book is devoted to the exact formulation of various problems and their possible solutions. Being a good mixture of practical problems and their actuarial solutions, the book addresses above all two types of readers: firstly students (of mathematics, probability and statistics, informatics, economics) having some mathematical knowledge, and secondly insurance practitioners who remember mathematics only from some distance. Prerequisites are basic calculus and probability theory.

Life Insurance Mathematics

Hans U. Gerber
Life Insurance Mathematics Book PDF

Author : Hans U. Gerber
Publisher : Springer Science & Business Media
Page : 137 pages
File Size : 46,8 Mb
Release : 2013-04-17
Category : Mathematics
ISBN : 9783662026557

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Life Insurance Mathematics by Hans U. Gerber Pdf

HaIley's Comet has been prominently displayed in many newspapers during the last few months. For the first time in 76 years it appeared this winter, clearly visible against the nocturnal sky. This is an appropriate occasion to point out the fact that Sir Edmund Halley also constructed the world's first life table in 1693, thus creating the scientific foundation of life insurance. Halley's life table and its successors were viewed as deterministic laws, i. e. the number of deaths in any given group and year was considered to be a weIl defined number that could be calculated by means of a life table. However, in reality this number is random. Thus any mathematical treatment of life insurance will have to rely more and more on prob ability theory. By sponsoring this monograph the Swiss Association of Actuaries wishes to support the "modern" probabilistic view oflife contingencies. We are fortu nate that Professor Gerber, an internationally renowned expert, has assumed the task of writing the monograph. We thank the Springer-Verlag and hope that this monograph will be the first in a successful series of actuarial texts. Hans Bühlmann Zürich, March 1986 President Swiss Association of Actuaries Preface Two major developments have influenced the environment of actuarial math ematics. One is the arrival of powerful and affordable computers; the once important problem of numerical calculation has become almost trivial in many instances.

Modern Problems of Stochastic Analysis and Statistics

Vladimir Panov
Modern Problems of Stochastic Analysis and Statistics Book PDF

Author : Vladimir Panov
Publisher : Springer
Page : 511 pages
File Size : 40,8 Mb
Release : 2017-11-21
Category : Mathematics
ISBN : 9783319653136

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Modern Problems of Stochastic Analysis and Statistics by Vladimir Panov Pdf

This book brings together the latest findings in the area of stochastic analysis and statistics. The individual chapters cover a wide range of topics from limit theorems, Markov processes, nonparametric methods, acturial science, population dynamics, and many others. The volume is dedicated to Valentin Konakov, head of the International Laboratory of Stochastic Analysis and its Applications on the occasion of his 70th birthday. Contributions were prepared by the participants of the international conference of the international conference “Modern problems of stochastic analysis and statistics”, held at the Higher School of Economics in Moscow from May 29 - June 2, 2016. It offers a valuable reference resource for researchers and graduate students interested in modern stochastics.

Introduction to Insurance Mathematics

Annamaria Olivieri,Ermanno Pitacco
Introduction to Insurance Mathematics Book PDF

Author : Annamaria Olivieri,Ermanno Pitacco
Publisher : Springer
Page : 508 pages
File Size : 46,9 Mb
Release : 2015-09-30
Category : Mathematics
ISBN : 9783319213774

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Introduction to Insurance Mathematics by Annamaria Olivieri,Ermanno Pitacco Pdf

This second edition expands the first chapters, which focus on the approach to risk management issues discussed in the first edition, to offer readers a better understanding of the risk management process and the relevant quantitative phases. In the following chapters the book examines life insurance, non-life insurance and pension plans, presenting the technical and financial aspects of risk transfers and insurance without the use of complex mathematical tools. The book is written in a comprehensible style making it easily accessible to advanced undergraduate and graduate students in Economics, Business and Finance, as well as undergraduate students in Mathematics who intend starting on an actuarial qualification path. With the systematic inclusion of practical topics, professionals will find this text useful when working in insurance and pension related areas, where investments, risk analysis and financial reporting play a major role.

Risk and Insurance

Søren Asmussen,Mogens Steffensen
Risk and Insurance Book PDF

Author : Søren Asmussen,Mogens Steffensen
Publisher : Springer Nature
Page : 505 pages
File Size : 47,7 Mb
Release : 2020-04-17
Category : Mathematics
ISBN : 9783030351762

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Risk and Insurance by Søren Asmussen,Mogens Steffensen Pdf

This textbook provides a broad overview of the present state of insurance mathematics and some related topics in risk management, financial mathematics and probability. Both non-life and life aspects are covered. The emphasis is on probability and modeling rather than statistics and practical implementation. Aimed at the graduate level, pointing in part to current research topics, it can potentially replace other textbooks on basic non-life insurance mathematics and advanced risk management methods in non-life insurance. Based on chapters selected according to the particular topics in mind, the book may serve as a source for introductory courses to insurance mathematics for non-specialists, advanced courses for actuarial students, or courses on probabilistic aspects of risk. It will also be useful for practitioners and students/researchers in related areas such as finance and statistics who wish to get an overview of the general area of mathematical modeling and analysis in insurance.

Modern Actuarial Risk Theory

Rob Kaas,Marc Goovaerts,Jan Dhaene,Michel Denuit
Modern Actuarial Risk Theory Book PDF

Author : Rob Kaas,Marc Goovaerts,Jan Dhaene,Michel Denuit
Publisher : Springer
Page : 382 pages
File Size : 47,7 Mb
Release : 2009-09-10
Category : Business & Economics
ISBN : 3540709924

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Modern Actuarial Risk Theory by Rob Kaas,Marc Goovaerts,Jan Dhaene,Michel Denuit Pdf

Modern Actuarial Risk Theory contains what every actuary needs to know about non-life insurance mathematics. It starts with the standard material like utility theory, individual and collective model and basic ruin theory. Other topics are risk measures and premium principles, bonus-malus systems, ordering of risks and credibility theory. It also contains some chapters about Generalized Linear Models, applied to rating and IBNR problems. As to the level of the mathematics, the book would fit in a bachelors or masters program in quantitative economics or mathematical statistics. This second and much expanded edition emphasizes the implementation of these techniques through the use of R. This free but incredibly powerful software is rapidly developing into the de facto standard for statistical computation, not just in academic circles but also in practice. With R, one can do simulations, find maximum likelihood estimators, compute distributions by inverting transforms, and much more.

Insurance Mathematics

Riccardo Gatto
Insurance Mathematics Book PDF

Author : Riccardo Gatto
Publisher : Iste Press - Elsevier
Page : 200 pages
File Size : 43,9 Mb
Release : 2018-05
Category : Electronic
ISBN : 1785480820

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Insurance Mathematics by Riccardo Gatto Pdf

Insurance Mathematics: Stochastic Models and Mathematical Methods gives a modern overview on the topic, emphasizing stochastic modeling and related mathematical methods. Topics covered include models for individual and aggregate losses in a portfolio of risks, models for compound losses, methods for determining premium rates, and credibility theory, which is based on Bayesian statistics. Experience rated premiums are also discussed using the Bühlmann Straub model and other general models. The last part of this important monograph introduces important computational techniques and how to distinguish the methods arising from asymptotic analysis, i.e., the Laplace and saddlepoint approximation. Presents methods for determining premium rates Includes asymptotic approximations Introduces particular models of life insurance and important computational techniques

Issues in Insurance and Risk Management: 2011 Edition

Anonim
Issues in Insurance and Risk Management 2011 Edition Book PDF

Author : Anonim
Publisher : ScholarlyEditions
Page : 326 pages
File Size : 46,6 Mb
Release : 2012-01-09
Category : Business & Economics
ISBN : 9781464966958

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Issues in Insurance and Risk Management: 2011 Edition by Anonim Pdf

Issues in Insurance and Risk Management / 2011 Edition is a ScholarlyEditions™ eBook that delivers timely, authoritative, and comprehensive information about Insurance and Risk Management. The editors have built Issues in Insurance and Risk Management: 2011 Edition on the vast information databases of ScholarlyNews.™ You can expect the information about Insurance and Risk Management in this eBook to be deeper than what you can access anywhere else, as well as consistently reliable, authoritative, informed, and relevant. The content of Issues in Insurance and Risk Management: 2011 Edition has been produced by the world’s leading scientists, engineers, analysts, research institutions, and companies. All of the content is from peer-reviewed sources, and all of it is written, assembled, and edited by the editors at ScholarlyEditions™ and available exclusively from us. You now have a source you can cite with authority, confidence, and credibility. More information is available at http://www.ScholarlyEditions.com/.

Stochastic Processes for Insurance and Finance

Tomasz Rolski,Hanspeter Schmidli,V. Schmidt,Jozef L. Teugels
Stochastic Processes for Insurance and Finance Book PDF

Author : Tomasz Rolski,Hanspeter Schmidli,V. Schmidt,Jozef L. Teugels
Publisher : John Wiley & Sons
Page : 680 pages
File Size : 43,5 Mb
Release : 2009-09-25
Category : Mathematics
ISBN : 9780470317884

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Stochastic Processes for Insurance and Finance by Tomasz Rolski,Hanspeter Schmidli,V. Schmidt,Jozef L. Teugels Pdf

Stochastic Processes for Insurance and Finance offers a thorough yet accessible reference for researchers and practitioners of insurance mathematics. Building on recent and rapid developments in applied probability, the authors describe in general terms models based on Markov processes, martingales and various types of point processes. Discussing frequently asked insurance questions, the authors present a coherent overview of the subject and specifically address: The principal concepts from insurance and finance Practical examples with real life data Numerical and algorithmic procedures essential for modern insurance practices Assuming competence in probability calculus, this book will provide a fairly rigorous treatment of insurance risk theory recommended for researchers and students interested in applied probability as well as practitioners of actuarial sciences. Wiley Series in Probability and Statistics

Nonlinearly Perturbed Semi-Markov Processes

Dmitrii Silvestrov,Sergei Silvestrov
Nonlinearly Perturbed Semi Markov Processes Book PDF

Author : Dmitrii Silvestrov,Sergei Silvestrov
Publisher : Springer
Page : 143 pages
File Size : 53,8 Mb
Release : 2017-09-06
Category : Mathematics
ISBN : 9783319609881

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Nonlinearly Perturbed Semi-Markov Processes by Dmitrii Silvestrov,Sergei Silvestrov Pdf

The book presents new methods of asymptotic analysis for nonlinearly perturbed semi-Markov processes with a finite phase space. These methods are based on special time-space screening procedures for sequential phase space reduction of semi-Markov processes combined with the systematical use of operational calculus for Laurent asymptotic expansions. Effective recurrent algorithms are composed for getting asymptotic expansions, without and with explicit upper bounds for remainders, for power moments of hitting times, stationary and conditional quasi-stationary distributions for nonlinearly perturbed semi-Markov processes. These results are illustrated by asymptotic expansions for birth-death-type semi-Markov processes, which play an important role in various applications. The book will be a useful contribution to the continuing intensive studies in the area. It is an essential reference for theoretical and applied researchers in the field of stochastic processes and their applications that will contribute to continuing extensive studies in the area and remain relevant for years to come.

Modern Actuarial Risk Theory

Rob Kaas,Marc Goovaerts,Jan Dhaene
Modern Actuarial Risk Theory Book PDF

Author : Rob Kaas,Marc Goovaerts,Jan Dhaene
Publisher : Springer Science & Business Media
Page : 394 pages
File Size : 55,6 Mb
Release : 2008-12-03
Category : Business & Economics
ISBN : 9783540867364

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Modern Actuarial Risk Theory by Rob Kaas,Marc Goovaerts,Jan Dhaene Pdf

Modern Actuarial Risk Theory contains what every actuary needs to know about non-life insurance mathematics. It starts with the standard material like utility theory, individual and collective model and basic ruin theory. Other topics are risk measures and premium principles, bonus-malus systems, ordering of risks and credibility theory. It also contains some chapters about Generalized Linear Models, applied to rating and IBNR problems. As to the level of the mathematics, the book would fit in a bachelors or masters program in quantitative economics or mathematical statistics. This second and.

Perturbed Semi-Markov Type Processes I

Dmitrii Silvestrov
Perturbed Semi Markov Type Processes I Book PDF

Author : Dmitrii Silvestrov
Publisher : Springer Nature
Page : 406 pages
File Size : 48,6 Mb
Release : 2022-03-25
Category : Mathematics
ISBN : 9783030924034

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Perturbed Semi-Markov Type Processes I by Dmitrii Silvestrov Pdf

This book is the first volume of a two-volume monograph devoted to the study of limit and ergodic theorems for regularly and singularly perturbed Markov chains, semi-Markov processes, and multi-alternating regenerative processes with semi-Markov modulation. The first volume presents necessary and sufficient conditions for weak convergence for first-rare-event times and convergence in the topology J for first-rare-event processes defined on regularly perturbed finite Markov chains and semi-Markov processes. The text introduces new asymptotic recurrent algorithms of phase space reduction. It also addresses both effective conditions of weak convergence for distributions of hitting times as well as convergence of expectations of hitting times for regularly and singularly perturbed finite Markov chains and semi-Markov processes. The book also contains a comprehensive bibliography of major works in the field. It provides an effective reference for both graduate students as well as theoretical and applied researchers studying stochastic processes and their applications.

Engineering Mathematics II

Sergei Silvestrov,Milica Rančić
Engineering Mathematics II Book PDF

Author : Sergei Silvestrov,Milica Rančić
Publisher : Springer
Page : 436 pages
File Size : 45,5 Mb
Release : 2017-02-10
Category : Computers
ISBN : 9783319421056

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Engineering Mathematics II by Sergei Silvestrov,Milica Rančić Pdf

This book highlights the latest advances in engineering mathematics with a main focus on the mathematical models, structures, concepts, problems and computational methods and algorithms most relevant for applications in modern technologies and engineering. It addresses mathematical methods of algebra, applied matrix analysis, operator analysis, probability theory and stochastic processes, geometry and computational methods in network analysis, data classification, ranking and optimisation. The individual chapters cover both theory and applications, and include a wealth of figures, schemes, algorithms, tables and results of data analysis and simulation. Presenting new methods and results, reviews of cutting-edge research, and open problems for future research, they equip readers to develop new mathematical methods and concepts of their own, and to further compare and analyse the methods and results discussed. The book consists of contributed chapters covering research developed as a result of a focused international seminar series on mathematics and applied mathematics and a series of three focused international research workshops on engineering mathematics organised by the Research Environment in Mathematics and Applied Mathematics at Mälardalen University from autumn 2014 to autumn 2015: the International Workshop on Engineering Mathematics for Electromagnetics and Health Technology; the International Workshop on Engineering Mathematics, Algebra, Analysis and Electromagnetics; and the 1st Swedish-Estonian International Workshop on Engineering Mathematics, Algebra, Analysis and Applications. It serves as a source of inspiration for a broad spectrum of researchers and research students in applied mathematics, as well as in the areas of applications of mathematics considered in the book.

Stochastic Processes, Statistical Methods, and Engineering Mathematics

Anatoliy Malyarenko,Ying Ni,Milica Rančić,Sergei Silvestrov
Stochastic Processes Statistical Methods and Engineering Mathematics Book PDF

Author : Anatoliy Malyarenko,Ying Ni,Milica Rančić,Sergei Silvestrov
Publisher : Springer Nature
Page : 907 pages
File Size : 42,8 Mb
Release : 2023-01-26
Category : Mathematics
ISBN : 9783031178207

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Stochastic Processes, Statistical Methods, and Engineering Mathematics by Anatoliy Malyarenko,Ying Ni,Milica Rančić,Sergei Silvestrov Pdf

The goal of the 2019 conference on Stochastic Processes and Algebraic Structures held in SPAS2019, Västerås, Sweden, from September 30th to October 2nd 2019, was to showcase the frontiers of research in several important areas of mathematics, mathematical statistics, and its applications. The conference was organized around the following topics 1. Stochastic processes and modern statistical methods,2. Engineering mathematics,3. Algebraic structures and their applications. The conference brought together a select group of scientists, researchers, and practitioners from the industry who are actively contributing to the theory and applications of stochastic, and algebraic structures, methods, and models. The conference provided early stage researchers with the opportunity to learn from leaders in the field, to present their research, as well as to establish valuable research contacts in order to initiate collaborations in Sweden and abroad. New methods for pricing sophisticated financial derivatives, limit theorems for stochastic processes, advanced methods for statistical analysis of financial data, and modern computational methods in various areas of applied science can be found in this book. The principal reason for the growing interest in these questions comes from the fact that we are living in an extremely rapidly changing and challenging environment. This requires the quick introduction of new methods, coming from different areas of applied science. Advanced concepts in the book are illustrated in simple form with the help of tables and figures. Most of the papers are self-contained, and thus ideally suitable for self-study. Solutions to sophisticated problems located at the intersection of various theoretical and applied areas of the natural sciences are presented in these proceedings.