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Premium Calculation in Insurance

  • Book
  • © 1984

Overview

Editors:
  1. F. Vylder

    1. Catholic University of Louvain, Belgium

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  2. M. Goovaerts

    1. Catholic University of Louvain, Belgium

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  3. J. Haezendonck

    1. University of Antwerp, Belgium

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Part of the book series: Nato Science Series C: (ASIC, volume 121)

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Table of contents (33 chapters)

  1. Front Matter

    Pages i-xi
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  3. Main Lectures

    1. Front Matter

      Pages 17-17
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    2. Risk Convolution Calculations

      • John A. Beekman
      Pages 19-30

    3. Risk Sharing, Incentives and Moral Hazard

      • Phelim P. Boyle
      Pages 31-75

    4. State-Dependent Utility, the Demand for Insurance and the Value of Safety

      • Pierre Dehez, Jacques H. Drèze
      Pages 77-107

    5. Separation of Risk Parameters

      • F. Delbaen
      Pages 109-119

    6. Weighted Markov Processes with an Application to Risk Theory

      • F. Delbaen, J. Haezendonck
      Pages 121-131

    7. Practical Models in Credibility Theory, Including Parameter Estimation

      • F. de Vylder
      Pages 133-150

    8. Rate Making and Society’s Sense of Fairness

      • G. W. de Wit, J. van Eeghen
      Pages 151-169

    9. The Impact of Reinsurance on the Insurer’s Risk

      • Hans U. Gerber
      Pages 171-181

    10. Chains of Reinsurance

      • Hans U. Gerber
      Pages 183-193

    11. Net Stop-Loss Ordering and Related Orderings

      • M. J. Goovaerts, K. U. Leuven
      Pages 195-234

    12. Limit Theorems for Risk Processes

      • J. Haezendonck, K. Jansen, F. Delbaen
      Pages 235-239

    13. Semi-Markov Models in Economics and Insurance

      • Jacques Janssen
      Pages 241-261

    14. Loss Distributions: Estimation, Large Sample Theory, and Applications

      • Stuart A. Klugman
      Pages 263-284

    15. Rating of Non Proportional Reinsurance Treaties Based on Ordered Claims

      • Erhard Kremer
      Pages 285-314

    16. Resistant Line Fitting in Actuarial Science

      • P. Rousseeuw, A. Leroy, B. Daniels
      Pages 315-332
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Keywords

About this book

I am pleased to participate in this Summer School and look forward to sharing some ideas with you over the next few days. At the outset I would like to describe the approach I will take in 1 presenting the material. I aim to present the material in a non­ rigorous way and hopefully in an intuitive manner. At the same time I will draw attention to some of the major technical problems. It is pitched at someone who is unfamiliar with the area. The results presented here are unfamiliar to actuaries and insurance mathematicians although they are well known in some other fields. During the next few minutes I will make some preliminary comments. The purpose of these comments is to place the lectures in perspective and motivate the upcoming material. After this I will outline briefly the topics to be covered during the rest of this lecture and in the lectures that will follow. One of the central themes of these lectures is RISK-SHARING. Risk-sharing is a common response to uncertainty. Such uncertainty can arise from natural phenomena or social causes. One particular form of risk-sharing is the insurance mechanism. I will be dealing with models which have a natural application in the insurance area but they have been applied in other areas as well. In fact some of the paradigms to be discussed have the capacity to provide a unified treatment of problems in diverse fields.

Editors and Affiliations

  • Catholic University of Louvain, Belgium

    F. Vylder, M. Goovaerts

  • University of Antwerp, Belgium

    J. Haezendonck

Bibliographic Information

  • Book Title: Premium Calculation in Insurance

  • Editors: F. Vylder, M. Goovaerts, J. Haezendonck

  • Series Title: Nato Science Series C:

  • DOI: https://doi.org/10.1007/978-94-009-6354-2

  • Publisher: Springer Dordrecht

  • eBook Packages: Springer Book Archive

  • Copyright Information: D. Reidel Publishing Company, Dordrecht, Holland 1984

  • Hardcover ISBN: 978-90-277-1732-0Published: 31 March 1984

  • Softcover ISBN: 978-94-009-6356-6Published: 13 October 2011

  • eBook ISBN: 978-94-009-6354-2Published: 06 December 2012

  • Series ISSN: 1389-2185

  • Edition Number: 1

  • Number of Pages: XII, 564

  • Topics: Algebraic Geometry

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