Mathematical Theory of Insurance

Abstract
Chapter 18 reviews classical risk theory up to 1967 and argues for development of what is now known as collective risk theory. Other chapters in this collection of papers cover applications of utility theory, economic theory, and game theory to insurance, and approaches to the optimization of insurance and reinsurance contracts and programs.
Year
1974
Categories
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
Utility Theory
Business Areas
Reinsurance
Financial and Statistical Methods
Statistical Models and Methods
Publications
Mathematical Theory of Insurance
Authors
Karl H Borch