Skip to main content

Premiums in the Individual and Collective Risk Models

  • Chapter
Statistical Tools for Finance and Insurance
  • 1833 Accesses

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 109.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Bibliography

  • Bowers, N. L. JR., Gerber H. U., Hickman, J. C., Jones, D. A. and Nesbitt, C. J. (1997). Actuarial Mathematics, 2nd edition, The Society of Actuaries, Schaumburg.

    Google Scholar 

  • Daykin, C. D., Pentikainen, T. and Pesonen, M. (1994). Practical Risk Theory for Actuaries, Chapman&Hall, London.

    Google Scholar 

  • Embrechts, P., Furrer, H. and Kaufmann, R. (2003). Quantifying regulatory capital for operational risk, Trading & Regulation 9(3): 217–233.

    Google Scholar 

  • Embrechts, P., Klüppelberg, C. and Mikosch, T. (1997). Modelling Extremal Events for Insurance and Finance, Springer, Berlin.

    Google Scholar 

  • Gerber, H.U. (1980). An introduction to mathematical risk theory, Huebner, Philadelphia.

    Google Scholar 

  • Klugman, S. A., Panjer, H. H. and Willmot, G. E. (1998). Loss Models: From Data to Decisions, Wiley, New York.

    Google Scholar 

  • Panjer, H. H. and Willmot, G. E. (1992). Insurance Risk Models, Society of Actuaries, Schaumburg.

    Google Scholar 

  • Straub, E. (1988). Non-Life Insurance Mathematics, Springer, Berlin.

    Google Scholar 

  • Willmot, G. E. (2001). The nature of modelling insurance losses, Inaugural Lecture, Munich Reinsurance, Toronto.

    Google Scholar 

  • Young, V. R. (2004). Premium calculation principles, to appear in Encyclopedia of Actuarial Science, J. L. Teugels and B. Sundt eds., Wiley, Chichester.

    Google Scholar 

Download references

Authors

Rights and permissions

Reprints and permissions

Copyright information

© 2005 Springer-Verlag Berlin Heidelberg

About this chapter

Cite this chapter

Iwanik, J., Nowicka-Zagrajek, J. (2005). Premiums in the Individual and Collective Risk Models. In: Statistical Tools for Finance and Insurance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-27395-6_18

Download citation

Publish with us

Policies and ethics