Abstract
Classical assumptions and formulae of collective risk theory, model using dynamic programming, the teaching of risk theory, compound Poisson distributions, applications of risk theory to ruin probabilities, stochastic-dynamic models, solvency testing, reserve funds, reinsurance, ratemaking, business planning. Extensive bibliography.
Volume
Vol. 47
Page
16
Year
1980
Categories
Actuarial Applications and Methodologies
Dynamic Risk Modeling
Dynamic Financial Analysis (DFA);
Financial and Statistical Methods
Loss Distributions
Actuarial Applications and Methodologies
Ratemaking
Business Areas
Reinsurance
Actuarial Applications and Methodologies
Reserving
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
Publications
Journal of Risk and Insurance, The
