Visualization tools for insurance risk processes

Preprint OPEN
Krzysztof Burnecki; Rafal Weron;
(2006)
  • Subject: Risk process; collective risk model; simulation; mean excess function; limited expected value function; ruin probability plot; quantile line;
    • jel: jel:G22 | jel:G32

This chapter develops on risk processes which, perhaps, are most suitable for computer visualization of all insurance objects. At the same time, risk processes are basic instruments for any non-life actuary – they are vital for calculating the amount of loss that an ins... View more
  • References (18)
    18 references, page 1 of 2

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