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
Appendix A - Utility theory
Published online by Cambridge University Press: 05 August 2012
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
Summary
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- Chapter
- Information
- Risk Modelling in General InsuranceFrom Principles to Practice, pp. 368 - 379Publisher: Cambridge University PressPrint publication year: 2012