Synopses & Reviews
From the reviews: "The huge literature in risk theory has been carefully selected and supplemented by personal contributions of the author, many of which appear here for the first time. The result is a systematic and very readable book, which takes into account the most recent developments of the field. It will be of great interest to the actuary as well as to the statistician . . ." -- Math. Reviews Vol. 43
Synopsis
From the reviews: "The huge literature in risk theory has been carefully selected and supplemented by personal contributions of the author, many of which appear here for the first time. The result is a systematic and very readable book, which takes into account the most recent developments of the field. It will be of great interest to the actuary as well as to the statistician . . ." -- Math. Reviews Vol. 43
Table of Contents
From the contents: Probability Aspects of Risk.- The Risk Process.- The Risk in the Collective.- Premium Calculation.- Retentions and Reserves.- The Insurance Carrier's Stability Criteria.- Appendix: The Generalized Riemann-Stieltjes Integral.