<P><STRONG><FONT color=#ff0000>Volume 1~3, Total 4209 pages in one file</FONT></STRONG></P>
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<P>Aggregate loss modeling<BR>Approximating the aggregate claims distribution<BR>Beta function <BR>Censored distributions<BR>Comonotonicity<BR>Compound distributions<BR>Compound Poisson frequency models<BR>Continuous parametric distributions<BR>Convolutions of distributions<BR>Copulas<BR>Cramér-Lundberg asymptotics<BR>Cramér-Lundberg condition and estimate<BR>De Pril recursions and approximations<BR>Dependent risks<BR>Discrete multivariate distributions<BR>Discrete parametric distributions<BR>Discretization of distributions <BR>Empirical distribution<BR>Esscher transform<BR>Extreme value distributions<BR>Failure rate<BR>Gamma function<BR>Generalized discrete distributions<BR>Heckman-Meyers algorithm<BR>Individual risk model<BR>Inflation impact on aggregate claims<BR>Integrated tail distribution<BR>Lundberg approximations, generalized<BR>Mean residual lifetime<BR>Mixed Poisson distributions<BR>Mixture of distributions<BR>Mixtures of exponential distributions <BR>Phase-type distributions<BR>Reliability classifications <BR>Scale distribution<BR>Stop-loss premium<BR>Sundt and Jewell class of distributions<BR>Sundt’s classes of distributions<BR>Thinned distributions<BR>Truncated distributions<BR>Zero-modified frequency distributions<BR>Collective Risk Theory</P>
<P>Adjustment coefficient<BR>Ammeter process<BR>Beekman’s convolution formula<BR>Claim number processes<BR>Claim size processes<BR>Collective risk models<BR>Collective risk theory<BR>Compound process<BR>Dividends<BR>Early warning systems<BR>Lundberg inequality for ruin probability<BR>Operational time<BR>Risk management: an interdisciplinary framework<BR>Risk minimization<BR>Risk process<BR>Ruin theory<BR>Seasonality<BR>Severity of ruin<BR>Surplus process<BR>Time of ruin<BR> <BR>Direct Nonlife Insurance</P>
<P>Accident insurance<BR>Accounting<BR>ALAE<BR>Annual statements<BR>Anti-selection, nonlife<BR>Aquaculture insurance<BR>Automobile insurance, commercial<BR>Automobile insurance, private<BR>Aviation insurance<BR>Bundling<BR>Burglary insurance<BR>Captives<BR>Claim frequency<BR>Closed claim<BR>Coinsurance<BR>Combined ratio<BR>Commercial multi-peril insurance<BR>Consequential damage<BR>Coverage<BR>Crop insurance<BR>Deductible<BR>Demutualization<BR>Duration<BR>Earthquake insurance<BR>Employer’s liability insurance<BR>Employment practices liability insurance<BR>Expense ratios<BR>Fidelity and surety<BR>Financial insurance<BR>Fire insurance<BR>Flood risk<BR>Homeowners insurance<BR>Insurance company<BR>Insurance forms<BR>Insurance regulation and supervision<BR>Lapses<BR>Leverage<BR>Liability insurance<BR>Lloyd’s<BR>Long-tail business<BR>Loss ratio<BR>Loss-of-profits insurance<BR>Marine insurance<BR>Mass tort liabilities<BR>Mortgage insurance in the United States<BR>Mutuals<BR>Natural hazards<BR>Nonlife insurance<BR>P & I clubs<BR>Policy<BR>Premium<BR>Property insurance — personal<BR>Replacement value<BR>Risk classification — pricing aspects<BR>Risk statistics<BR>Self-insurance<BR>Sickness insurance<BR>Total loss<BR>Travel insurance<BR>Unemployment insurance<BR>Workers’ compensation insurance</P>
<P><BR>Economics</P>
<P>Adverse selection<BR>Audit<BR>Background risk<BR>Borch’s theorem<BR>Cooperative game theory<BR>Deregulation of commercial insurance<BR>Equilibrium theory<BR>Financial economics<BR>Fraud in insurance<BR>Free riding<BR>Frontier between public and private insurance schemes<BR>Incomplete markets<BR>Insolvency<BR>Insurability<BR>Lotteries<BR>Market equilibrium<BR>Moral hazard<BR>Noncooperative game theory<BR>Nonexpected utility theory<BR>Oligopoly in insurance markets<BR>Optimal risk sharing<BR>Pareto optimality<BR>Pooling equilibria<BR>Risk aversion<BR>Risk utility ranking<BR>Solvency<BR>Underwriting cycle<BR>Utility theory <BR> </P>
<P>Finance</P>
<P>Affine models of the term structure of interest rates<BR>Arbitrage<BR>Asset management<BR>Asset-liability modeling<BR>Binomial model<BR>Black-Scholes model<BR>Capital allocation for P&C insurers: A survey of methods<BR>Catastrophe derivatives<BR>Collective investment (pooling)<BR>Complete markets<BR>Credit risk <BR>Credit scoring<BR>Derivative pricing, numerical methods<BR>Derivative securities<BR>DFA — Dynamic financial analysis<BR>Efficient markets hypothesis<BR>Finance<BR>Financial engineering<BR>Financial intermediaries: the relationship between their economic functions and actuarial risks<BR>Financial markets<BR>Fixed-income security<BR>Foreign exchange risk in insurance<BR>Hedging and risk management<BR>Index-linked security<BR>Inflation: a case study<BR>Interest rate risk and immunization<BR>Interest-rate modeling<BR>Market models<BR>Matching<BR>Portfolio theory<BR>Risk based capital allocation<BR>Risk measures<BR>Stochastic investment models<BR>Transaction costs<BR>Utility maximization<BR>Value at risk<BR>Volatility<BR>Wilkie investment model<BR> </P>
<P>Life, Pension and Health Insurance</P>
<P>Actuarial control cycle<BR>Annuities<BR>Asset shares<BR>Assets in pension funds<BR>Capital in life assurance<BR>Commutation functions<BR>Decrement analysis<BR>Demography<BR>Disability insurance<BR>Disability insurance, numerical methods<BR>Dynamic financial modeling of an insurance enterprise <BR>Estate<BR>Euler-Maclaurin expansion and Woolhouse’s formula<BR>Genetics and insurance<BR>Group life insurance<BR>Hattendorf’s theorem<BR>Health insurance</P>
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<P>详细介绍 <A href="http://www.wiley.co.uk/eoas/">http://www.wiley.co.uk/eoas/</A></P>
<P>样本下载 <A href="http://www.wiley.co.uk/eoas/contents.html">http://www.wiley.co.uk/eoas/contents.html</A></P>
<P>整个目录太过庞大 详见 <A href="http://www.wiley.co.uk/eoas/contents.html">http://www.wiley.co.uk/eoas/contents.html</A></P>
<P>希望大家喜欢</P>
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<P align=right><FONT color=#000066>[此贴子已经被作者于2009-2-10 16:42:54编辑过]</FONT></P>