Risk Theory in Insurance

Tomas Cipra ()
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Tomas Cipra: Charles University of Prague, Dept. of Statistics, Faculty of Mathematics and Physics

Chapter Chapter 22 in Financial and Insurance Formulas, 2010, pp 235-253 from Springer

Abstract: Abstract Chapter 22 presents basic formulas of risk theory in the context of insurance: 22.1. Collective Risk Model, 22.2. Aggregate Claim Distribution, 22.3. Copula, 22.4. Credibility Premium, 22.5. Ruin Probability, 22.6. Deductible, 22.7. Calculations for Bonus-Malus Systems.

Keywords: Risk Class; Moment Generate Function; Risk Parameter; Archimedean Copula; Claim Amount (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-7908-2593-0_22

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DOI: 10.1007/978-3-7908-2593-0_22

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