Der Titel aus dem etablierten Verlagsprogramm deckt eine derzeitige Angebotslücke. Einführende Darstellung des privatwirtschaftlichen Versicherungsbetriebs für Studenten und Praktiker. Neben der Typisierung von Versicherungen, Abriss der gesetzlichen Bestimmungen zur Gestaltung von...

In this paper, we study two classes of optimal reinsurance models from the perspective of an insurer by minimizing its total risk exposure under the criteria of value at risk (VaR) and conditional value at risk (CVaR), assuming that the reinsurance premium principles satisfy three basic axioms:...

In this paper, we consider a risk process with the arrival of claims modelled by a dynamic contagion process, a generalisation of the Cox process and Hawkes process introduced by Dassios and Zhao (2011). We derive results for the infinite horizon model that are generalisations of the...

Very similar modeling is done for actuarial models in loss reserving and mortality projection. Both start with incomplete data rectangles, traditionally called triangles, and model by year of origin, year of observation, and lag from origin to observation. Actuaries using these models almost...