Risk Modelling in General Insurance - From Principles to Practice

Informationen zum Autor Roger J. Gray was a Senior Lecturer in the School of Mathematical and Computer Sciences at Heriot-Watt University, Edinburgh until his death in 2011. Susan M. Pitts is a Senior Lecturer in the Statistical Laboratory at the University of Cambridge. Klappentext A wide range of topics give students a firm foundation in statistical and actuarial concepts and their applications. Zusammenfassung This book presents a wide range of statistical and probabilistic topics to give students a firm foundation in actuarial concepts and their applications. It covers much of the international syllabuses for professional actuarial examinations in risk models! but goes much further with detailed case studies! exercises and help using R. Inhaltsverzeichnis 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.

Dettagli sul prodotto

• Autori: Roger J. Gray, Roger J. (Heriot-Watt University Gray, Roger J. Pitts Gray, Roger. J Gray, Gray Roger J., Susan M. Pitts, Susan M. (University of Cambridge) Pitts, Pitts Susan M., Tbd
• Editore: Cambridge University Press ELT
• Lingue: Inglese
• Formato: Copertina rigida
• Pubblicazione: 28.06.2012
• EAN: 9780521863940
• ISBN: 978-0-521-86394-0
• Pagine: 410
• Serie: International Series on Actuarial Science; International Series on Actuarial Science
• Categorie: Scienze sociali, diritto, economia > Economia > Altro; Finance, MATHEMATICS / Applied, Mathematics, Probability & statistics, Insurance & actuarial studies, Mathematical modelling, Insurance and actuarial studies