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  • © 2014

Modern Problems in Insurance Mathematics

  • Provides a self-contained and easy-to-read introduction to first-order logic and model theory
  • Presents the essential aspects of model theory needed to understand model theoretic algebra
  • Includes interesting and profound applications of model theory to algebra, such as a complete proof of Ax and Kochen's work on Artin's Conjecture about diophantine properties of p-adic number fields
  • Includes supplementary material: sn.pub/extras

Part of the book series: EAA Series (EAAS)

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Table of contents (21 chapters)

  1. Front Matter

    Pages i-xvii
  2. International Cramér Symposium on Insurance Mathematics

    1. Front Matter

      Pages 1-1
    2. International Cramér Symposium on Insurance Mathematics (ICSIM)

      • Dmitrii Silvestrov, Anders Martin-Löf
      Pages 3-6
    3. Harald Cramér and Insurance Mathematics

      • Anders Martin-Löf
      Pages 7-14
    4. 100 Years of the Scandinavian Actuarial Journal

      • Boualem Djehiche, Arne Sandström
      Pages 15-17
  3. Modern Risk Theory and Its Applications

    1. Front Matter

      Pages 19-19
    2. Improved Asymptotics for Ruin Probabilities

      • Dmitrii Silvestrov
      Pages 37-68
    3. Coherent Risk Measures Under Dominated Variation

      • Dimitrios G. Konstantinides, Christos E. Kountzakis
      Pages 113-138
  4. Stochastic Modelling of Insurance Business

    1. Front Matter

      Pages 153-153
    2. A Simulation-Based ALM Model in Practical Use by a Norwegian Life Insurance Company

      • Kjersti Aas, Linda R. Neef, Dag Raabe, Ingeborg D. Vårli
      Pages 155-170
    3. Predicting Future Claims Among High Risk Policyholders Using Random Effects

      • Clara-Cecilie Günther, Ingunn Fride Tvete, Kjersti Aas, Jørgen Andreas Hagen, Lars Kvifte, Ørnulf Borgan
      Pages 171-185
    4. Disability Insurance Claims Study by a Homogeneous Discrete Time Alternating Renewal Process

      • Guglielmo D’Amico, Fulvio Gismondi, Jacques Janssen, Raimondo Manca
      Pages 187-196
  5. New Mathematical Problems in Life and Non-Life Insurance

    1. Front Matter

      Pages 197-197
    2. The Impact of Stress Factors on the Price of Widow’s Pensions

      • Yurij Kartashov, Vitalij Golomoziy, Nikolai Kartashov
      Pages 223-237

About this book

This book is a compilation of 21 papers presented at the International Cramér Symposium on Insurance Mathematics (ICSIM) held at Stockholm University in June, 2013. The book comprises selected contributions from several large research communities in modern insurance mathematics and its applications.

The main topics represented in the book are modern risk theory and its applications, stochastic modelling of insurance business, new mathematical problems in life and non-life insurance and related topics in applied and financial mathematics.

The book is an original and useful source of inspiration and essential reference for a broad spectrum of theoretical and applied researchers, research students and experts from the insurance business. In this way, Modern Problems in Insurance Mathematics will contribute to the development of research and academy–industry co-operation in the area of insurance mathematics and its applications.

Editors and Affiliations

  • Department of Mathematics Professor of Mathematical Statistics, Stockholm University, Stockholm, Sweden

    Dmitrii Silvestrov

  • Department of Mathematics Professor in Mathematical Statistics, Stockholm University, Stockholm, Sweden

    Anders Martin-Löf

Bibliographic Information

Buy it now

Buying options

eBook USD 99.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 129.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access