Risk Theory and Reinsurance

Reinsurance is an important production factor of non-life insurance. The efficiency and the capacity of the reinsurance market directly regulate those of insurance markets. The purpose of this book is to provide a concise introduction to risk theory, as well as to its main application procedures to...

Full description

Bibliographic Details
Published in:Springer eBooks
Main Authors: Deelstra, Griselda (Author), Plantin, Guillaume (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: London : Springer London : Imprint: Springer, 2014.
Series:EAA Series,
Subjects:
Online Access:http://dx.doi.org/10.1007/978-1-4471-5568-3
Перейти в каталог НБ ТГУ
LEADER 03355nam a22004575i 4500
001 vtls000540637
003 RU-ToGU
005 20210922081759.0
007 cr nn 008mamaa
008 160915s2014 xxk| s |||| 0|eng d
020 |a 9781447155683  |9 978-1-4471-5568-3 
024 7 |a 10.1007/978-1-4471-5568-3  |2 doi 
035 |a to000540637 
039 9 |y 201609152132  |z Александр Эльверович Гилязов 
040 |a Springer  |c Springer  |d RU-ToGU 
050 4 |a HG8779-8793 
072 7 |a KFFN  |2 bicssc 
072 7 |a BUS033000  |2 bisacsh 
082 0 4 |a 368.01  |2 23 
100 1 |a Deelstra, Griselda.  |e author.  |9 445133 
245 1 0 |a Risk Theory and Reinsurance  |h electronic resource  |c by Griselda Deelstra, Guillaume Plantin. 
260 |a London :  |b Springer London :  |b Imprint: Springer,  |c 2014.  |9 733388 
300 |a VIII, 78 p. 3 illus.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
490 1 |a EAA Series,  |x 1869-6929 
505 0 |a Elements of Risk Theory -- Reinsurance Market Practices -- Optimal Reinsurance. 
520 |a Reinsurance is an important production factor of non-life insurance. The efficiency and the capacity of the reinsurance market directly regulate those of insurance markets. The purpose of this book is to provide a concise introduction to risk theory, as well as to its main application procedures to reinsurance.  The first part of the book covers risk theory. It presents the most prevalent model of ruin theory, as well as a discussion on insurance premium calculation principles and the mathematical tools that enable portfolios to be ordered according to their risk levels.  The second part describes the institutional context of reinsurance. It first strives to clarify the legal nature of reinsurance transactions. It describes the structure of the reinsurance market and then the different legal and technical features of reinsurance contracts, known as reinsurance 'treaties' by practitioners.   The third part creates a link between the theories presented in the first part and the practice described in the second one. Indeed, it sets out, mostly through examples, some methods for pricing and optimizing reinsurance. The authors' aim is to apply the formalism presented in the first part to the institutional framework given in the second part. It is reassuring to find such a relationship between approaches, seemingly abstract, and solutions adopted by practitioners.  Risk Theory and Reinsurance is mainly aimed at graduate students in actuarial science but will also be useful for practitioners wishing to revive their knowledge of risk theory or to quickly learn about the main mechanisms of reinsurance. 
650 0 |a mathematics.  |9 566183 
650 1 4 |a Mathematics.  |9 566184 
650 2 4 |a Actuarial Sciences.  |9 445042 
700 1 |a Plantin, Guillaume.  |e author.  |9 445134 
710 2 |a SpringerLink (Online service)  |9 143950 
773 0 |t Springer eBooks 
830 0 |a EAA Series,  |9 445045 
856 4 0 |u http://dx.doi.org/10.1007/978-1-4471-5568-3 
856 |y Перейти в каталог НБ ТГУ  |u https://koha.lib.tsu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=398283 
912 |a ZDB-2-SMA 
950 |a Mathematics and Statistics (Springer-11649) 
999 |c 398283  |d 398283