Modern Problems in Insurance Mathematics [Paperback]

This book is a compilation of 21 papers presented at the International Cram?r Symposium on Insurance Mathematics (ICSIM) held at Stockholm University in June, 2013. The book comprises selected contributions from several large research communities in modern insurance mathematics and its applications.

The main topics represented in the book are modern risk theory and its applications, stochastic modelling of insurance business, new mathematical problems in life and non-life insurance and related topics in applied and financial mathematics.

The book is an original and useful source of inspiration and essential reference for a broad spectrum of theoretical and applied researchers, research students and experts from the insurance business. In this way, Modern Problems in Insurance Mathematics will contribute to the development of research and academyindustry co-operation in the area of insurance mathematics and its applications.

International Cramer Symposium on Insurance Mathematics.- Harald Cramer and Insurance Mathematics.- 100 Years of the Scandinavian Actuarial Journal.- A Note on GerberShiu Functions with an Application.- Improved Asymptotics for Ruin Probabilities.- Exponential Asymptotical Expansions for Ruin Probability in a Classical Risk Process with Non-Polynomial Perturbations.- Asymptotics of Ruin Probabilities for Perturbed Discrete Time Risk Processes.- Coherent Risk Measures under Dominated Variation.- Estimation of the Ruin Probability in Infinite Time for Heavy Right-Tailed Losses.- A Simulation-Based ALM Model in Practical Use by a Norwegian Life Insurance Company.- Predicting Future Claims Among High Risk Policyholders Using Random Effects.- Disability Insurance Claims Study by a Homogeneous Discrete Time Alternating Renewal Process.- Analysis of the Stochasticity of Mortality Using Variance Decomposition.- The Impact of Stress Factors on the Price of Widows Pensions.- The DelS+