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| 文件名: A User-Friendly Introduction to Property-Casualty Claim Reserves.pdf | |
| 资料下载链接地址: https://bbs.pinggu.org/a-531774.html | |
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One is for claim reserving ,the other one for nonlife insurance mathematics.
Below is the related preface of the book: To the outside world, insurance mathematics does not appear as a challenging topic. In fact, everyone has to deal with matters of insurance at various times of one’s life. Hence this is quite an interesting perception of a field which constitutes one of the bases of modern society. There is no doubt that modern economies and states would not function without institutions which guarantee reimbursement to the individual, the company or the organization for its losses, which may occur due to natural or man-made catastrophes, fires, floods, accidents, riots, etc. The idea of insurance is part of our civilized world. It is based on the mutual trust of the insurer and the insured. It was realized early on that this mutual trust must be based on science, not on belief and speculation. In the 20th century the necessary tools for dealing with matters of insurance were developed. These consist of probability theory, statistics and stochastic processes. The Swedish mathematicians Filip Lundberg and Harald Cram´er were pioneers in these areas. They realized in the first half of the 20th century that the theory of stochastic processes provides the most appropriate framework for modeling the claims arriving in an insurance business. Nowadays, the Cram´er-Lundberg model is one of the backbones of non-life insurance mathematics. It has been modified and extended in very different directions and, moreover, has motivated research in various other fields of applied probability theory, such as queuing theory, branching processes, renewal theory, reliability, dam and storage models, extreme value theory, and stochastic networks. The aim of this book is to bring some of the standard stochastic models of non-life insurance mathematics to the attention of a wide audience which, hopefully, will include actuaries and also other applied scientists. The primary objective of this book is to provide the undergraduate actuarial student with an introduction to non-life insurance mathematics. I used parts of this text in the course on basic non-life insurance for 3rd year mathematics students at the Laboratory of Actuarial Mathematics of the University of Copenhagen. But I am convinced that the content of this book will also be of interest to others who have a background on probability theory and stochastic processes and would like to learn about applied stochastic processes. Insurance mathematics is a part of applied probability theory. Moreover, its mathematical tools are also used in other applied areas (usually under different names). The idea of writing this book came in the spring of 2002, when I taught basic non-life insurance mathematics at the University of Copenhagen. My handwritten notes were not very much appreciated by the students, and so I decided to come up with some lecture notes for the next course given in spring, 2003. This book is an extended version of those notes and the associated weekly exercises. I have also added quite a few computer graphics to the text. Graphs help one to understand and digest the theory much easier than formulae and proofs. In particular, computer simulations illustrate where the limits of the theory actually are. |
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