Modern Actuarial Risk Theory
Autor
Rob Kaas
, Marc Goovaerts
, Jan Dhaene
, Michel Denuit
Modern Actuarial Risk Theory contains what every actuary needs to know about non-life insurance mathematics. It starts with the standard material like utility theory, individual and collective model and basic ruin theory. Other topics are risk measures and premium principles, bonus-malus systems, ordering of risks and credibility theory.