Risk modelling in general insurance : from principles to practice

Bibliographic Details
Main Authors: Gray, Roger J. (Author), Pitts, Susan M. (Author)
Format: Book
Language:English
Published: Cambridge : Cambridge University Press Press , c2012
Series:International series on actuarial science
Subjects:
Table of Contents:
  • 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