portada risk modelling in general insurance (en Inglés)

risk modelling in general insurance (en Inglés)

Formato

Libro Físico

Autor

Roger J. Gray

Susan M. Pitts

Editorial

Cambridge University Press

Idioma

Inglés

Encuadernación

Tapa Dura

Dimensiones

22.9x15.5x2.8 cm

Peso

0.75 kg.

ISBN

0521863945

ISBN13

9780521863940

Categorías

Seguros y estudios actuariales
Matemáticas aplicadas

risk modelling in general insurance (en Inglés)

Roger J. Gray (Autor) · Susan M. Pitts (Autor) · Cambridge University Press · Tapa Dura

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Reseña del libro "risk modelling in general insurance (en Inglés)"

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.