Risk Modelling in General Insurance: From Principles to Practice (BOK)

Roger J. Gray, Susan M. Pitts

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Knowledge of risk models and the assessment of risk is a fundamental part of the training of actuaries and all who are involved in financial, pensions and insurance mathematics. This book provides students and others with a firm foundation in a wide range of statistical and probabilistic methods for the modelling of risk, including short-term risk modelling, model-based pricing, risk-sharing, ruin theory and credibility. It covers much of the international syllabuses for professional actuarial examinations in risk models, but goes into further depth, with worked examples, exercises and detailed case studies. The authors also use the statistical package R to demonstrate how simple code and functions can be used profitably in an actuarial context. The authors' engaging and pragmatic approach, balancing rigour and intuition and developed over many years of teaching the subject, makes this book ideal for self-study or for students taking courses in risk modelling.

Produktfakta

Språk Engelsk Engelsk Innbinding Innbundet
Utgitt 2012 Forfatter Roger J. Gray, Susan M. Pitts
Forlag
CAMBRIDGE UNIVERSITY PRESS
ISBN 9780521863940
Antall sider 410 Dimensjoner 15,2cm x 22,8cm x 2,8cm
Vekt 770 gram Leverandør Bertram Trading Ltd
Emner og form Mathematical modelling, Insurance & actuarial studies