Risk modelling in general insurance (Record no. 34853)

MARC details
000 -LEADER
fixed length control field 02750cam a2200349 a 4500
003 - CONTROL NUMBER IDENTIFIER
control field CUTN
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20210427115437.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 120313s2012 enka b 001 0 eng
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780521863940 (hardback)
041 ## - LANGUAGE CODE
Language English
042 ## - AUTHENTICATION CODE
Authentication code pcc
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 368.01
Edition number 23
Item number GRA
084 ## - OTHER CLASSIFICATION NUMBER
Classification number MAT003000
Source of number bisacsh
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Gray, Roger J.
245 10 - TITLE STATEMENT
Title Risk modelling in general insurance
Remainder of title from principles to practice
Statement of responsibility, etc Roger J. Gray, Susan M. Pitts.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Cambridge ;
-- New York :
Name of publisher, distributor, etc Cambridge University Press,
Date of publication, distribution, etc 2012.
300 ## - PHYSICAL DESCRIPTION
Extent xiv, 393 p. :
Other physical details ill. ;
Dimensions 24 cm.
505 ## - FORMATTED CONTENTS NOTE
Contents Preface<br/>1. Introduction<br/>2. Models for claim numbers and claim sizes<br/>3. Short term risk models<br/>4. Model based pricing – setting premiums<br/>5. Risk sharing – reinsurance and deductibles<br/>6. Ruin theory for the classical risk model<br/>7. Case studies<br/>8. Appendix: utility theory<br/>Answers to exercises<br/>Index.
520 ## - SUMMARY, ETC.
Summary, etc 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.<br/><br/>Includes necessary background material for undergraduate students<br/>Provides help with the statistical package R, not yet commonly used in actuarial science books<br/>Both authors have served as Examiners for the UK Actuarial Profession
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Risk (Insurance)
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element MATHEMATICS / Applied.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Pitts, Susan M.
856 42 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://assets.cambridge.org/97805218/63940/cover/9780521863940.jpg">http://assets.cambridge.org/97805218/63940/cover/9780521863940.jpg</a>
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type General Books
490 0# - SERIES STATEMENT
Series statement International series on actuarial science
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references (p. 386-388) and index.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
General subdivision Mathematical models.
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Source of heading or term bisacsh
9 (RLIN) 4
856 42 - ELECTRONIC LOCATION AND ACCESS
Materials specified Cover image
906 ## - LOCAL DATA ELEMENT F, LDF (RLIN)
a 7
b cbc
c orignew
d 1
e ecip
f 20
g y-gencatlg
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection code Home library Location Shelving location Date of Cataloging Total Checkouts Full call number Barcode Date last seen Price effective from Koha item type
    Dewey Decimal Classification     Non-fiction CUTN Central Library CUTN Central Library Social Sciences 27/04/2021   368.01 GRA 43332 27/04/2021 27/04/2021 General Books

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