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Author:   Erik Bølviken (Universitetet i Oslo)
Publisher:   Cambridge University Press
Imprint:   Cambridge University Press
Dimensions:   Width: 17.80cm , Height: 3.40cm , Length: 25.10cm
Weight:   1.530kg
ISBN:  

9780521830485

ISBN 10:   0521830486
Pages:   712
Publication Date:   10 April 2014
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Manufactured on demand  
We will order this item for you from a manufactured on demand supplier.

Table of Contents

1. Introduction; Part I. Tools for Risk Analysis: 2. Getting started the Monte Carlo way; 3. Evaluating risk: a primer; 4. Monte Carlo II: improving technique; 5. Modelling I: linear dependence; 6. Modelling II: conditional and non-linear; 7. Historical estimation and error; Part II. General Insurance: 8. Modelling claim frequency; 9. Modelling claim size; 10. Solvency and pricing; 11. Liabilities over long terms; Part III. Life Insurance and Financial Risk: 12. Life and state-dependent insurance; 13. Stochastic asset models; 14. Financial derivatives; 15. Integrating risk of different origin; Appendix A. Random variables: principal tools; Appendix B. Linear algebra and stochastic vectors; Appendix C. Numerical algorithms: a third tool; References; Index.

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Author Information

Erik Bølviken, with broad experience as an applied statistician, holds the Chair of Actuarial Science at the University of Oslo and was for many years a partner in Gabler and Partners, Oslo.

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