Book review: Pricing insurance risk – theory and practice (by Stephen J. Mildenhall and John A. Major)
In: European actuarial journal, Band 13, Heft 1, S. 491-493
ISSN: 2190-9741
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In: European actuarial journal, Band 13, Heft 1, S. 491-493
ISSN: 2190-9741
In: UNSW Business School Research Paper Forthcoming
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In: European actuarial journal, Band 9, Heft 1, S. 139-153
ISSN: 2190-9741
In: Blätter der DGVFM, Band 25, Heft 1, S. 13-27
ISSN: 1864-0303
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In: Denuit M., Dhaene J., Robert C. (2022). Journal of Risk and Insurance, vol. 89(3), 615-667?
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In: Scandinavian Actuarial Journal, https://doi.org/10.1080/03461238.2020.1750469
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In: Insurance: Mathematics and Economics, 2019, 88: 19-29.
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In: Blätter der DGVFM, Band 26, Heft 4, S. 631-641
ISSN: 1864-0303
In: European actuarial journal, Band 13, Heft S1, S. 1-1
ISSN: 2190-9741
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In: Insurance: Mathematics and Economics, Forthcoming
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Working paper
In: European actuarial journal, Band 2, Heft 2, S. 319-328
ISSN: 2190-9741
The increasing complexity of insurance and reinsurance products has seen a growing interest amongst actuaries in the modelling of dependent risks. For efficient risk management, actuaries need to be able to answer fundamental questions such as: Is the correlation structure dangerous? And, if yes, to what extent? Therefore tools to quantify, compare, and model the strength of dependence between different risks are vital. Combining coverage of stochastic order and risk measure theories with the basics of risk management and stochastic dependence, this book provides an essential guide to managing