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  3. Risk Modelling in General Insurance
  • Cited by 14
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    • Publisher:
      Cambridge University Press
      Publication date:
      August 2012
      June 2012
      ISBN:
      9781139033756
      9780521863940
      DOI:
      https://doi.org/10.1017/CBO9781139033756
      Dimensions:
      (228 x 152 mm)
      Weight & Pages:
      0.77kg, 410 Pages
      Dimensions:
      Weight & Pages:
      • Subjects:
      Mathematics, Mathematical Finance, Statistics for Econometrics, Finance and Insurance, General Statistics and Probability, Statistics and Probability
      Series:
      International Series on Actuarial Science
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    Subjects:
    Mathematics, Mathematical Finance, Statistics for Econometrics, Finance and Insurance, General Statistics and Probability, Statistics and Probability
    Series:
    International Series on Actuarial Science
    Information

    Book description

    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.

    Reviews

    "A key feature is the inclusion of three detailed case studies that bring together a number of concepts and applications from different parts of the book and illustrate how they are used in practice."
    -Mathematical reviews

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