Risk Modelling in General Insurance

ISBN-13: 9780521863940 / Angielski / Twarda / 2012 / 410 str.

Roger J Gray

Opis

A wide range of topics to give students a firm foundation in statistical and actuarial concepts and their applications.

Recenzje

"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."
-Mathematical reviews

Spis treści

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.