000 02234nam a22003377a 4500
001 sulb-eb0016655
003 BD-SySUS
005 20160405140617.0
008 110225s2012||||enk o ||1 0|eng|d
020 _a9781139033756 (ebook)
020 _z9780521863940 (hardback)
020 _z9780521682527 (paperback)
040 _aUkCbUP
_beng
_erda
_cUkCbUP
_dBD-SySUS.
050 0 0 _aHG8054.5
_b.G735 2012
082 0 0 _a368/.01
_223
100 1 _aGray, Roger J.,
_eauthor.
245 1 0 _aRisk Modelling in General Insurance :
_bFrom Principles to Practice /
_cRoger J. Gray, Susan M. Pitts.
264 1 _aCambridge :
_bCambridge University Press,
_c2012.
300 _a1 online resource (410 pages) :
_bdigital, PDF file(s).
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 0 _aInternational Series on Actuarial Science
500 _aTitle from publisher's bibliographic system (viewed on 04 Apr 2016).
520 _aKnowledge 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.
700 1 _aPitts, Susan M.,
_eauthor.
776 0 8 _iPrint version:
_z9780521863940
830 0 _aInternational Series on Actuarial Science.
856 4 0 _uhttp://dx.doi.org/10.1017/CBO9781139033756
942 _2Dewey Decimal Classification
_ceBooks
999 _c38093
_d38093