Insurance Risk Theory.pdf
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Insurance Risk Theory

Leda D.Minkova

Lecture notes 2010

1 Basic Risk Model 1

2 Random Variables 3
3 Counting processes 31
4 Claim Size Models 49
5 Cramer - Lundberg model 61
6 Renewal Risk Model 71
7 Premium Calculation Principles 81
8 Diffusion Approximation 89
9 Reinsurance 95
Bibliography 100