… history of catastrophe models and their role in risk assessment and management … risk and
illustrates how the output from catastrophe models aids insurers in meeting their goals for risk …

… The tools of probability theory are crucial for the study of the risk models in this book, and, in
§1.2.1, we give an overview of the required basic concepts of probability. This overview also …

… are: (1) the pure statistical model of insurance risk pools, which … the financial model of the
insurance firm and insurance pricing … of the field of risk and insurance or insurance economics. …

… an insurance risk model for the cashflow of an insurance … We derive the integrated risk
process and the corresponding … and right tail behavior of the model. Our results show that the …

… The theory of piecewise-deterministic Markov .processes is used in order to investigate
insurance risk models where borrowing, investment and inflation are present. … Insurance …

… models with finitely many states, in view of solving real life problems of risk management in
three main fields: Finance, Insurance … Nowadays, the potential for theoretical models to be …

… Next, we introduce Lévy insurance risk models and state some important properties of scale
functions. In Section 2, a generalized version of the two-sided exit problem is studied when …

… This paper also proposes an insurance risk model with uncertain claims. Finally, a concept
… this paper will also present an uncertain insurance model by assuming the claim is a renewal …

… model revisited In this section we show how MODEL 2 leads to exact results in insurance
models… As a first example we revisit the classical model with claim size distribution G(y) on [O,co…

… heavy-tailed loss distributions without separate modeling for the tail side, which is … model
and compare the result with that of the GPD. We also present fitting results for a set of insurance …