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Risk Modelling in General Insurance: From Principles to Practice

Publisher: 
Cambridge University Press
Number of Pages: 
393
Price: 
70.00
ISBN: 
9780521863940
Date Received: 
Sunday, September 16, 2012
Reviewable: 
No
Include In BLL Rating: 
No
Roger J. Gray and Susan M. Pitts
Series: 
International Series on Actuarial Science
Publication Date: 
2012
Format: 
Hardcover
Category: 
Textbook

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.

Publish Book: 
Modify Date: 
Monday, September 17, 2012

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