（保险精算系列二）risk theory

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<H4>Objectives</H4>The aim of this course is to provide models that allow to study the random processes associated with an insurance portfolio. <br>
<H4>Contents</H4>The goal of this course is to provide concepts and techniques to model and monitor the risk associated with an insurance portfolio. Such a portfolio typically consists of a large number of risks that are identically distributed. For the insurer, it is of utmost importance to have accurate tools to measure the aggregate risk. Valuable concepts in this context are the Surplus at Risk (SaR) and the probability of ruin. We will consider several techniques to calculate or approximate these measures. Clearly, the insurer can affect the aggregate risk through reinsurance and premium setting. We will look at several reinsurance strategies and premium principles. Particular attention will be devoted to credibility theory and IBNR techniques. Finally, we will show how insurers can deal with catastrophic risk. <br>
<H4>Compulsory Reading</H4>
<OL>
<LI>Kaas, Goovaerts, Dhaene en Denuit, <I>Modern Actuarial Risk Theory</I>, Kluwer, 2002. </LI></OL> 46018.rar (9.09 MB, 需要: 10 个论坛币)

2006-3-28 23:47:00 上传

（保险精算系列二）risk theory
需要: 10 个论坛币  [购买]

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[此贴子已经被clzu于2007-9-1 18:12:15编辑过]

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关键词：risk theory Theory Theo 保险精算 Risk 精算 Theory Risk

Is it the book? Could you give more explanations?

不是书，是讲义和练习还有考试题

怎么都要现金呢？

<P>有10M的内容所以10块钱，呵呵</P>

真不错，有讲义，试卷，还有matlab程序