Risk theory and reinsurance [electronic resource] / Griselda Deelstra, Guillaume Plantin ; translated from the French by Urmie Ray.
Deelstra, Griselda, author.; Plantin, Guillaume, author.; Ray, Urmie, translator.; translation of (work) Deelstra, Griselda. Théorie du risque et réassurance.
2014
HG8054.5 .D44 2014eb
Available Online

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Title Risk theory and reinsurance [electronic resource] / Griselda Deelstra, Guillaume Plantin ; translated from the French by Urmie Ray.
Author Deelstra, Griselda, author.
Uniform Title Théorie du risque et réassurance. English
ISBN 9781447155683 electronic book
1447155688 electronic book
9781447155676
144715567X
DOI https://doi.org/10.1007/978-1-4471-5568-3
Published London : Springer, [2014]
Copyright ©2014
Language English
Description 1 online resource (viii, 78 pages) : illustrations.
Other Standard Identifiers 10.1007/978-1-4471-5568-3 doi
Call Number HG8054.5 .D44 2014eb
Dewey Decimal Classification 368.01
Summary Reinsurance is an important production factor of non-life insurance. The efficiency and the capacity of the reinsurance market directly regulate those of insurance markets. The purpose of this book is to provide a concise introduction to risk theory, as well as to its main application procedures to reinsurance. The first part of the book covers risk theory. It presents the most prevalent model of ruin theory, as well as a discussion on insurance premium calculation principles and the mathematical tools that enable portfolios to be ordered according to their risk levels. The second part describes the institutional context of reinsurance. It first strives to clarify the legal nature of reinsurance transactions. It describes the structure of the reinsurance market and then the different legal and technical features of reinsurance contracts, known as reinsurance treaties by practitioners. The third part creates a link between the theories presented in the first part and the practice described in the second one. Indeed, it sets out, mostly through examples, some methods for pricing and optimizing reinsurance. The authors' aim is to apply the formalism presented in the first part to the institutional framework given in the second part. It is reassuring to find such a relationship between approaches, seemingly abstract, and solutions adopted by practitioners. Risk Theory and Reinsurance is mainly aimed at graduate students in actuarial science but will also be useful for practitioners wishing to revive their knowledge of risk theory or to quickly learn about the main mechanisms of reinsurance.
Bibliography, etc. Note Includes bibliographical references.
Access Note Access limited to authorized users.
Source of Description Description based on online resource; title from PDF title page (SpringerLink, viewed November 25, 2013).
Added Author Plantin, Guillaume, author.
Ray, Urmie, translator.
translation of (work) Deelstra, Griselda. Théorie du risque et réassurance.
Series EAA series.
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Record Appears in Online Resources > Ebooks
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Elements of risk theory
Reinsurance market practices
Optimal reinsurance.

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