Visualization tools for insurance risk processes
Krzysztof Burnecki and
Rafał Weron ()
No HSC/06/06, HSC Research Reports from Hugo Steinhaus Center, Wroclaw University of Technology
This chapter develops on risk processes which, perhaps, are most suitable for computer visualization of all insurance objects. At the same time, risk processes are basic instruments for any non-life actuary – they are vital for calculating the amount of loss that an insurance company may incur.
Keywords: Risk process; collective risk model; simulation; mean excess function; limited expected value function; ruin probability plot; quantile line (search for similar items in EconPapers)
JEL-codes: G22 G32 (search for similar items in EconPapers)
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Published as Chapter IV.6 (pages 899-920) in: Ch. Chen, W. Haerdle, A. Unwin (2008) "Handbook of Data Visualization", Springer, Berlin.
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Persistent link: https://EconPapers.repec.org/RePEc:wuu:wpaper:hsc0606
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