精算学:理论与方法
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作者尚汉冀(Shang,Hanji) 主编
出版社高等教育出版社
ISBN9787040192322
出版时间2006-04
版次1
装帧精装
开本16开
纸张胶版纸
页数266页
定价58元
上书时间2024-05-31
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基本信息
书名:精算学:理论与方法
定价：58元
作者:尚汉冀(Shang,Hanji) 主编
出版社：高等教育出版社
出版日期：2006-04-01
ISBN：9787040192322
字数：
页码：266
版次：1
装帧：精装
开本：16开
商品重量：
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目录
PrefaceChapter 1 Risk Models and Ruin Theory 1.1 On the Distribution of Surplus Immediately after Ruin under Interest Force 1.1.1 The Risk Model 1.1.2 Equations for G (u, y) 1.1.2.1 Integral Equations for (u, y), G(u, y) and G(u, y) 1.1.2.2 The Case 1.1.3 Upper and Lower Bounds for G(0, y) 1.2 On the Distribution of Surplus Immediately before Ruin under Interest Force 1.2.1 Equations for B(u,y) 1.2.1.1 Integral Equations for B(u,y) 1.2.1.2 The Case＝0 1.2.1.3 Solution of the Integral Equation 1.2.2 B(u,y) with Zero Initial Reserve 1.2.3 Exponential Claim Size 1.2.4 Lundberg Bound 1.3 Asymptotic Estimates of the Low and Upper Bounds for the Distribution of the Surplus Immediately after Ruin under Subexponential Claims 1.3.1 Preliminaries and Auliary Relations 1.3.2 Asymptotic Estimates of the Low and Upper Bounds 1.4 On the Ruin Probability under a Class of Risk Processes 1.4.1 The Risk Model 1.4.2 The Laplace Transform of the Ruin Probability with Finite Time 1.4.3 Two CorollariesChapter 2 Compound Risk Models and Copula De-composition 2.1 Introduction 2.2 Individual Risk Model and Compound Risk Model 2.2.1 The Link between the Compound Risk Model and the Individual Risk Model 2.2.2 One Theorem on Excess-of-loss Reinsurance 2.3 Recursive Calculation of Compound Distributions 2.3.1 One-dimensional Recursive Equations 2.3.2 Proofs of Theorems 2.2-2.3 2.3.3 Bivariate Recursive Equations 2.4 The Compound Poisson Random Variable's Appromation to the Individual Risk Model 2.4.1 The Estence of the Optimal Poisson r.v 2.4.2 The Joint Distribution of (N(0), N) 2.4.3 Evaluating the Appromation Error 2.4.4 The Appromation to Functions of the Total Loss 2.4.5 The Uniqueness of the Poisson Parameter to Minimiz-ing Hn (0) 2.4.6 Proofs 2.5 Bivariate Copula Decomposition 2.5.1 Copula Decomposition 2.5.2 Application of the Copula Decomposition Chapter 3 Comonotonically Additive Premium Principles and Some Related Topics 3.1 Introduction 3.2 Characterization of Distortion Premium Principles 3.2.1 Preliminaries 3.2.2 Greco Theorem 3.2.3 Characterization of Distortion Premium Principles 3.2.4 Further Remarks on Additivity of Premium Principles ……
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