Reinsurance: Actuarial and Statistical Aspects

Reinsurance: Actuarial and Statistical Aspects provides a survey of both the academic literature in the field as well as challenges appearing in reinsurance practice and puts the two in perspective. The book is written for researchers with an interest in reinsurance problems, for graduate students with a basic knowledge of probability and statistics as well as for reinsurance practitioners. The focus of the book is on modelling together with the statistical challenges that go along with it. The discussed statistical approaches are illustrated alongside six case studies of insurance loss data sets, ranging from MTPL over fire to storm and flood loss data. Some of the presented material also contains new results that have not yet been published in the research literature. An extensive bibliography provides readers with links for further study.

Author: Hansjörg Albrecher, Jan Beirlant, Jozef L. Teugels
Publisher: Wiley
Published: 11/06/2017
Pages: 368
Binding Type: Hardcover
Weight: 1.55lbs
Size: 9.60h x 6.70w x 0.90d
ISBN: 9780470772683

About the Author

Hansjörg Albrecher, PhD, is a professor in the Department of Actuarial Science at the University of Lausanne.

Jan Beirlant, PhD, is a professor in the Department of Mathematics at the Katholieke Universiteit Leuven, Belgium and at the University of the Free State, South Africa.

Jozef L. Teugels, PhD, is a professor in the Department of Mathematics at the Katholieke Universiteit Leuven, Belgium.