2.13. Published Problems and Examples

Objectives: aggregate solutions to a wide selection of problems and examples from books (Loss Models, Loss Data Analytics), actuarial exam study notes, and academic papers. Demonstrates the method of solution and verifies the correctness of aggregate calculations.

Audience: Academics and researchers and actuarial students reading the cited works.

Prerequisites: aggregate programming; risk theory.

See also: Examples in Reinsurance Pricing.

Contents:

• 2.13.1. Grübel and Hermesmeier (1999)
• 2.13.2. Embrechts and Frei (2009)
• 2.13.3. Denuit (2019 and 2022)
• 2.13.4. Loss Data Analytics Book
• 2.13.5. Loss Models Book
• 2.13.6. Bahnemann Monograph
• 2.13.7. Enterprise Risk Analysis
• 2.13.8. Other Papers