精算学:理论与方法(英文版)
¥
30
5.2折
¥
58
九品
仅1件
作者尚汉冀 编
出版社高等教育出版社
出版时间2006-04
版次1
装帧精装
货号12-2
上书时间2021-07-03
商品详情
- 品相描述:九品
图书标准信息
-
作者
尚汉冀 编
-
出版社
高等教育出版社
-
出版时间
2006-04
-
版次
1
-
ISBN
9787040192322
-
定价
58.00元
-
装帧
精装
-
开本
16开
-
纸张
胶版纸
-
页数
266页
-
正文语种
英语
- 【内容简介】
-
SinceactuarialeducationwasintroducedintoChinain1980s,moreandmoreattentionhavebeenpaidtothetheoreticalandpracticalresearchofactuarialscienceinChina.
In1998,theNationalNaturalScienceFoundationofChinaapproveda1millionYuanRMBfinancialsupporttoakeyproject《InsuranceInformationProcessingandActuarialMathematicsTheory&Methodology》(project19831020),whichisthefirstkeyprojectonactuarialsciencesupportedbythegovernmentofChina.From1999to2003,professorsandexpertsfromFudanUniversity,PekingUniversity,InstituteofSoftwareofAcademiaSinica,EastChinaNormalUniversity,ShanghaiUniversityofFinanceandEconomics,ShanghaiUniversityandJinanUniversityworkedtogetherforthisproject,andachievedimportantsuccessesintheirresearchwork.Inasense,thisbookisasummationofwhattheyhadachieved.
Thebookconsistsofsevenchapters.Chapter1mainlypresentsthemajorresultsaboutruinprobabilities,thedistributionofsurplusbeforeandafterruinforacompoundPoissonmodelwithaconstantpremiumrateandaconstantinterestrate.Thischapteralsogivesasymptoticformulasofthelowandupperboundsforthedistributionofthesurplusimmediatelyafterruinundersubexponentialclaims.Chapter2introducessomerecentresultsoncompoundriskmodelsandcopuladecomposition.Forthecompoundriskmodels,itincludestherecursiveevaluationofcompoundriskmodelsonmixedtypeseveritydistributioninone-dimensionalcase,thebivariaterecursiveequationonexcess-of-lossreinsurance,andtheapproximationtototallossofhomogeneousindividualriskmodelbyacompoundPoissonrandomvariable.Onthecopuladecomposition,theuniquenessofbivariatecopulaconvexdecompositionisproved,whilethecoefficientofthetermsinthedecompositionequationisgiven.
Chapter3isconcernedwithdistortionpremiumprinciplesandsomerelatedtopics.Apartfromthecharacterizationofadistortionpremiumprinciple,thischapteralsoexaminestheadditivitiesinvolvedinpremiumpricingandrevealstherelationshipamongthethreetypesofadditivities.Furthermore,reductionofdistortionpremiumtostandarddeviationprincipleforcertaindistributionfamiliesisinvestigated.Inaddition,orderingproblemforreal-valuedrisks(beyondthenonnegativerisks)isaddressed,whichsuggeststhatitismorereasonabletoorderrisksinthedualtheorythantheoriginaltheory.
Chapter4illustratestheapplicationoffuzzymathematicsinevaluatingandanalyzingrisksforinsuranceindustry.Asanexample,fuzzycomprehensiveevaluationisusedtoevaluatetheriskofsufferingfromdiseasesrelatedtobetterlivingconditions.Fuzzyinformationprocessing(includinginformationdistributionandinformationdiffusion)isintroducedinthischapterandplaysanimportantroleindealingwiththesmallsampleproblem.Chapter5presentssomebasicdefinitionsandprinciplesofFuzzySetTheoryandthefuzzytoolsandtechniquesappliedtoactuarialscienceandinsurancepractice.Thefieldsofapplicationinvolveinsurancegame,insurancedecision,etc.Chapter6isconcernedwithsomeapplicationsoffinancialeconomicstoactuarialmathematics,especiallytolifeinsuranceandpension.Combiningfinancialeconomics,actuarialmathematicswithpartialdifferentialequation,ageneralframeworkhasbeenestablishedtostudythemathematicalmodelofthefairvaluationoflifeinsurancepolicyorpension.Inparticular,analyticsolutionsandnumericalresultshavebeenobtainedforvariouslifeinsurancepoliciesandpensionplans.Chapter7providesaworkingframeworkforexploringtheriskprofileandriskassessmentofChinainsurance.Itisfortheregulatoryobjectiveofbuildingarisk-orientedsupervisionsystembasedonChinainsurancemarketprofileandconsistenttotheinternationaldevelopmentofsolvencysupervision.
Theauthorsofvariouschaptersofthisbookare:ProfessorRongmingWangofEastChinaNormalUniversity(Chapter1),Dr.JingpingYangofPekingUniversity(Chapter2),Dr.XianyiWuofEastChinaNormalUniversity,Dr.XianZhouofHongKongUniversityandProfessorJinglongWangofEastChinaNormalUniversity(Chapter3),ProfessorHanjiShangofFudanUniversity(Chapter4),ProfessorYuchuLuofShanghaiUniversity(Chapter5),ProfessorWeixiShenofFudanUniversity(Chapter6)andProfessorZhigangXieofShanghaiUniversityofFinance&Economics(Chapter7).Astheeditor,Iammostgratefultoallauthorsfortheircooperation.IwouldliketothankProfessorTatsienLi,ProfessorZhongqinXuandProfessorWenlingZhang.Theirsupportisveryimportanttoourresearchworkandtothepublicationofthisbook.IalsothankMr.HaoWangforhiseffectiveworkineditingthebook.
- 【目录】
-
Preface
Chapter1RiskModelsandRuinTheory
1.1OntheDistributionofSurplusImmediatelyafterRuinunder InterestForce
1.1.1TheRiskModel
1.1.2EquationsforG(u,y)
1.1.2.1IntegralEquationsfor(u,y),G(u,y)and G(u,y)
1.1.2.2TheCase
1.1.3UpperandLowerBoundsforG(0,y)
1.2OntheDistributionofSurplusImmediatelybeforeRuinunderInterestForce
1.2.1EquationsforB(u,y)
1.2.1.1IntegralEquationsforB(u,y)
1.2.1.2TheCase=0
1.2.1.3SolutionoftheIntegralEquation
1.2.2B(u,y)withZeroInitialReserve
1.2.3ExponentialClaimSize
1.2.4LundbergBound
1.3AsymptoticEstimatesoftheLowandUpperBoundsforthe
DistributionoftheSurplusImmediatelyafterRuinunder
SubexponentialClaims
1.3.1PreliminariesandAuxiliaryRelations
1.3.2AsymptoticEstimatesoftheLowandUpperBounds
1.4OntheRuinProbabilityunderaClassofRiskProcesses
1.4.1TheRiskModel
1.4.2TheLaplaceTransformoftheRuinProbabilitywithFiniteTime
1.4.3TwoCorollaries
Chapter2CompoundRiskModelsandCopulaDe-composition
2.1Introduction
2.2IndividualRiskModelandCompoundRiskModel
2.2.1TheLinkbetweentheCompoundRiskModelandtheIndividualRiskModel
2.2.2OneTheoremonExcess-of-lossReinsurance
2.3RecursiveCalculationofCompoundDistributions
2.3.1One-dimensionalRecursiveEquations
2.3.2ProofsofTheorems2.2-2.3
2.3.3BivariateRecursiveEquations
2.4TheCompoundPoissonRandomVariablesApproximationtotheIndividualRiskModel
2.4.1TheExistenceoftheOptimalPoissonr.v
2.4.2TheJointDistributionof(N(0),N)
2.4.3EvaluatingtheApproximationError
2.4.4TheApproximationtoFunctionsoftheTotalLoss
2.4.5TheUniquenessofthePoissonParametertoMinimiz-ingHn(0)
2.4.6Proofs
2.5BivariateCopulaDecomposition
2.5.1CopulaDecomposition
2.5.2ApplicationoftheCopulaDecomposition
Chapter3ComonotonicallyAdditivePremiumPrinciplesandSomeRelatedTopics
3.1Introduction
3.2CharacterizationofDistortionPremiumPrinciples
3.2.1Preliminaries
3.2.2GrecoTheorem
3.2.3CharacterizationofDistortionPremiumPrinciples
3.2.4FurtherRemarksonAdditivityofPremiumPrinciples
……
点击展开
点击收起
— 没有更多了 —
以下为对购买帮助不大的评价