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Lectures on Insurance Models

  • Book
  • © 2009

Overview

Authors:
  1. S. Ramasubramanian

    1. Indian Statistical Institute, Bangalore, India

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Part of the book series: Texts and Readings in Mathematics (TRM)

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Table of contents (6 chapters)

  1. Front Matter

    Pages i-vii
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  2. Introduction

    • S. Ramasubramanian
    Pages 1-5

  3. Poisson model

    • S. Ramasubramanian
    Pages 6-28

  4. Renewal model

    • S. Ramasubramanian
    Pages 29-68

  5. Claim size distributions

    • S. Ramasubramanian
    Pages 69-106

  6. Ruin Problems

    • S. Ramasubramanian
    Pages 107-129

  7. Lundberg risk process with investment

    • S. Ramasubramanian
    Pages 130-172

  8. Back Matter

    Pages 173-204
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About this book

Insurance has become a necessary aspect of modern society. The mathematical basis of insurance modeling is best expressed in terms of continuous time stochastic processes. This introductory text on actuarial risk theory deals with the Cramer-Lundberg model and the renewal risk model. Their basic structure and properties, including the renewal theorems as well as the corresponding ruin problems, are studied. There is a detailed discussion of heavy tailed distributions, which have become increasingly relevant. The Lundberg risk process with investment in risky asset is also considered. This book will be useful to practitioners in the field and to graduate students interested in this important branch of applied probability.

Authors and Affiliations

  • Indian Statistical Institute, Bangalore, India

    S. Ramasubramanian

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