Actuarial models: the mathematics of insurance.

zbMATH Open1117.62118MaRDI QIDQ5485964FDOQ5485964

Authors Vladimir Rotar 

Publication date 6 September 2006

zbMATH Keywords

martingalesBrownian motionvalue at riskMarkov chainsutility theoryreinsurancetail conditional expectationruin theorypremium principlesnon-life insurancedividend strategiescollective risk theoryindividual risk theorylife contingenciesLife insurance

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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• Actuarial mathematics for life contingent risks
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• Lectures on insurance models
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• Actuaries at the Dawn of the Computer Age
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• Loss models. Further topics
• RISK MEASURES: RATIONALITY AND DIVERSIFICATION
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• Nonlife Actuarial Models
• A multi-objective interpretation of optimal transport
• Financial and Actuarial Statistics
• Contingent means in multi-life models

Describes a project that uses

Uses Software

• Excel

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