Non-Life Insurance: Mathematics & Statistics

315 Pages Posted: 3 Sep 2013 Last revised: 17 Dec 2020

Date Written: December 17, 2020

Abstract

The present manuscript provides a basis in non-life insurance mathematics and statistics which form a core subject of actuarial science. It discusses collective risk modeling, individual claim size modeling, approximations for compound distributions, ruin theory, premium calculation principles, tariffication with generalized linear and neural network models, credibility theory, claims reserving and solvency.

Keywords: non-life insurance, general insurance, property and casualty insurance, collective risk modeling, individual claim size modeling, approximations for compound distributions, ruin theory, premium calculation principles, tariffication with GLM, credibility theory, claims reserving, solvency

JEL Classification: G22, G13, G28, C11, C13, C40

Suggested Citation

Wuthrich, Mario V., Non-Life Insurance: Mathematics & Statistics (December 17, 2020). Available at SSRN: https://ssrn.com/abstract=2319328 or http://dx.doi.org/10.2139/ssrn.2319328

Mario V. Wuthrich (Contact Author)

RiskLab, ETH Zurich ( email )

Department of Mathematics
Ramistrasse 101
Zurich, 8092
Switzerland

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