Tópicos Avancados de Teoria do Risco (2 º Sem 2015/2016)

Bibliografia

Principal

• Centeno, M. L., Teoria do Risco na Actividade Seguradora. , Celta Editora, Oeiras., 2003
• Denuit, M., Dhaene, J., Goovaerts, M. and Kaas, R., Actuarial Theory for Dependent Risks, , John Wiley & Sons., 2005
• Dickson, D., Insurance Risk and Ruin, . , University Press, 2005
• Guerra, M. and Centeno, M.L. , Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria, . , Insurance: Mathematics and Economics 42, 529?539, 2008
• Grandell, J. , Aspects of Risk Theory, . , Springer-Verlag, 1991
• Kaas, R., Goovaerts, M., Dhaene, J. and Denuit, M., Modern Actuarial Risk Theory - using R, , Second Edition, Springer, 2008
• Klugman, S., Panjer, H. and Willmot, G., Loss Models ? from data to decisions, , Second edition, John Wiley & Sons, 2004