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 Science and Technology

Abstract: 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)
Pages: 24 pages
Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

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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http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/wpaper/HSC_06_06.pdf First draft, 2006 (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:wuu:wpaper:hsc0606

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