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Risk Modelling in General Insurance: From Principles to Practice

Roger J. Gray and Susan M. Pitts
Publisher: 
Cambridge University Press
Publication Date: 
2012
Number of Pages: 
393
Format: 
Hardcover
Series: 
International Series on Actuarial Science
Price: 
70.00
ISBN: 
9780521863940
Category: 
Textbook
We do not plan to review this book.

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.