Book contents
- Frontmatter
- Contents
- Preface
- 1 Introduction
- 2 Models for claim numbers and claim sizes
- 3 Short term risk models
- 4 Model based pricing – setting premiums
- 5 Risk sharing – reinsurance and deductibles
- 6 Ruin theory for the classical risk model
- 7 Case studies
- Appendix A Utility theory
- Appendix B Answers to exercises
- References
- Index
Preface
Published online by Cambridge University Press: 05 August 2012
- Frontmatter
- Contents
- Preface
- 1 Introduction
- 2 Models for claim numbers and claim sizes
- 3 Short term risk models
- 4 Model based pricing – setting premiums
- 5 Risk sharing – reinsurance and deductibles
- 6 Ruin theory for the classical risk model
- 7 Case studies
- Appendix A Utility theory
- Appendix B Answers to exercises
- References
- Index
Summary
My co-author Roger died in March 2011. His tragic death was a terrible shock, and he is, and will be, greatly missed by me and, I am sure, by all who knew him.
The original plan for writing this book was that Roger and I would each write our own chapters separately. We then planned to go through the whole book together, chapter by chapter, and make various changes as necessary when we had each read what the other had written. Unfortunately, and very sadly, Roger died before this process was completed. At the time of his death, the draft versions of Chapters 2 to 7 and Appendix A were written, and we had a very preliminary sketch of Chapter 1. However, only two chapters had been discussed in detail by both of us together. Fred Gray (Roger's brother), David Tranah (Cambridge University Press) and I were unanimous that Roger would have wanted the book to be completed, and so I began to put Roger's and my draft chapters together, to complete Chapter 1, and to edit the whole book in order to unify our two approaches, to fill obvious gaps, and to avoid too much repetition. My aim was that the result would be in line with what Roger would have wanted, and I very much hope that the finished book stands as a fitting tribute to his memory.
- Type
- Chapter
- Information
- Risk Modelling in General InsuranceFrom Principles to Practice, pp. xiii - xivPublisher: Cambridge University PressPrint publication year: 2012