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Risk modelling in general insurance : from principles to practice

Author: Roger J Gray; Susan M Pitts
Publisher: Cambridge ; New York : Cambridge University Press, 2012.
Series: International series on actuarial science
Edition/Format:   Book : EnglishView all editions and formats
Database:WorldCat
Summary:
"Knowledge of risk models and the assessment of risk is a fundamental part of the training of actuaries and all who are involved in financial, pensions and insurance mathematics. This book provides students and others with a firm foundation in a wide range of statistical and probabilistic methods for the modelling of risk, including short term risk modelling, model-based pricing, risk sharing, ruin theory and  Read more...
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Details

Document Type: Book
All Authors / Contributors: Roger J Gray; Susan M Pitts
ISBN: 9780521863940 0521863945
OCLC Number: 779244510
Description: xiv, 393 pages : illustrations ; 24 cm.
Contents: Machine generated contents note: Preface; 1. Introduction; 2. Models for claim numbers and claim sizes; 3. Short term risk models; 4. Model based pricing --
setting premiums; 5. Risk sharing --
reinsurance and deductibles; 6. Ruin theory for the classical risk model; 7. Case studies; 8. Appendix: utility theory; Answers to exercises; Index.
Series Title: International series on actuarial science
Responsibility: Roger J. Gray, Susan M. Pitts.

Abstract:

A wide range of topics to give students a firm foundation in statistical and actuarial concepts and their applications.  Read more...
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"A key feature is the inclusion of three detailed case studies that bring together a number of concepts and applications from different parts of the book and illustrate how they are used in Read more...

 
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