Abstract
Distribution of aggregate claims, calculation of fair net premiums, sequential rating by Markov chain theory, probability of ruin, risk premium loading, reinsurance, utility theory.
Year
1969
Categories
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
Probability of Ruin
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
Utility Theory
Actuarial Applications and Methodologies
Ratemaking
Business Areas
Reinsurance
Publications
Stochastic Theory of a Risk Business
