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02750cam a2200349 a 4500 |
003 - CONTROL NUMBER IDENTIFIER |
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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 |
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