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Risk Modelling in General Insurance
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Gewicht:
741 g
Format:
235x157x26 mm
Beschreibung:
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.
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.
A wide range of topics give students a firm foundation in statistical and actuarial concepts and their applications.