Titlebook: Risk Theory; The Stochastic Basis Robert Eric Beard,Teivo Pentik?inen,Erkki Pesonen Book 1977 R. E. Beard, T. Pentik?inen, E. Pesonen 1977

恃強(qiáng)凌弱

Monte Carlo Method,buted over the interval (0, 1). Its distribution function is: . and the distribution is called rectangular owing to the shape of its frequency function. A sample of . observed values of . is assumed to be taken in some way or another, for example by means of a lottery, and so a sequence of numbers (

PAN

Varying Basic Probabilities,ar has the same expected value .. Furthermore, it has been assumed that the underlying processes obeyed the laws (i) to (iii) of Chapter 2, i.e. the process is assumed to be a Poisson process, elementary or generalized, depending on whether the amount of one claim is a constant or a random variable.

Maximizer

The Ruin Probability During a Finite Time Period,In the preceding chapters an insurance business has been considered at the end-points of certain time intervals, mainly at the end of the year. Attention will next be given to problems where the random fluctuations are considered during some longer time period. The advent of electronic computers has

infatuation

Application of Risk Theory to Business Planning,on, the evaluation of stability, the safety loading and the magnitude of the funds, have been treated as isolated aspects of an insurance business. In this chapter an endeavour will be made to build up a picture of the management process in its entirety and to place the risk theoretical aspects in t

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seroma

Book 1977ety of Actuaries Research Committee in September 1974 provide an effective review of the ourrent position (Credibility, Theory and Applications, Ed. P. M. Kahn, Academic Press, 1975). It is doubtful if any practical use is now made of the Esscher approximation and the N-P method is much more conveni

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細(xì)頸瓶

Varying Basic Probabilities, In addition it has been assumed that the distribution function . of the amount of one claim is stable or at least independent of the number of claims. These assumptions are obviously an idealization of the practical situation.

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