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" Risk modelling in general insurance : "
Roger J. Gray, Susan M. Pitts.
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BL
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| Record Number
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613237
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| Doc. No
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dltt
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| Main Entry
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Gray, Roger J.
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| Title & Author
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Risk modelling in general insurance : : from principles to practice /\ Roger J. Gray, Susan M. Pitts.
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| Publication Statement
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Cambridge ;New York :: Cambridge University Press,, 2012.
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| Series Statement
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International series on actuarial science
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| Page. NO
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xiv, 393 p. :: ill. ;; 24 cm.
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| ISBN
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9780521863940
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: 0521863945
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| Bibliographies/Indexes
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Includes bibliographical references (p. 386-388) and index.
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| Contents
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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.
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| Abstract
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"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 credibility. It covers much of the international syllabuses for professional actuarial examinations in risk models, but goes into further depth, with numerous worked examples and exercises (answers to many are included in an appendix). 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 practice. Computation plays an integral part: the authors use the statistical package R to demonstrate how simple code and functions can be used profitably in an actuarial context"--
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| Subject
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Risk (Insurance)-- Mathematical models.
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MATHEMATICS / Applied.
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| NLM classification
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MAT003000bisacsh
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| Added Entry
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Pitts, Susan M.
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| Parallel Title
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Risk modeling in general insurance
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