Risk modelling in general insurance : (Record no. 47)

000 -LEADER
fixed length control field 04479cam a2200409 a 4500
001 - CONTROL NUMBER
EWU control number 47
003 - CONTROL NUMBER IDENTIFIER
control field BD-DhEWU
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20181120154724.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 160608s2012 enka g b 001 0 eng d
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
LC control number 2012010344
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780521863940 (hardback)
International Standard Book Number 9781139516556
International Standard Book Number 1139516558
035 ## - SYSTEM CONTROL NUMBER
OCLC control number (OCLC)796383847
040 ## - CATALOGING SOURCE
Original cataloging agency DLC
Transcribing agency DLC
Modifying agency DLC
-- BD-DhEWU
Language of cataloging eng
041 ## - LANGUAGE CODE
Language code of text/sound track or separate title eng
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG8054.5
Item number .G735 2012
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 368.01
DDC edition 23
Author mark and Year GRR 2012
084 ## - OTHER CLASSIFICATION NUMBER
Classification number MAT003000
Source of number bisacsh
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Gray, Roger J.
9 (RLIN) 20277
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.
490 0# - SERIES STATEMENT
Series statement International series on actuarial science
500 ## - GENERAL NOTE
General note 4.6 Empirical Bayesian credibility theory: Model 1 - the Bühlmann model.
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references (p. 386-388) and index.
505 ## - FORMATTED CONTENTS NOTE
Title Table of contents
Contents note Cover; Risk Modelling in General Insurance; Series Page; Title; Copyright; Contents; Preface; 1: Introduction; 1.1 The aim of this book; 1.2 Notation and prerequisites; 1.2.1 Probability; 1.2.2 Statistics; 1.2.3 Simulation; 1.2.4 The statistical software package R; 2: Models for claim numbers and claim sizes; 2.1 Distributions for claim numbers; 2.1.1 Poisson distribution; 2.1.2 Negative binomial distribution; 2.1.3 Geometric distribution; 2.1.4 Binomial distribution; 2.1.5 A summary note on R; 2.2 Distributions for claim sizes; 2.2.1 A further summary note on R. 2.2.2 Normal (Gaussian) distribution2.2.3 Exponential distribution; 2.2.4 Gamma distribution; 2.2.5 Fat-tailed distributions; 2.2.6 Lognormal distribution; 2.2.7 Pareto distribution; 2.2.8 Weibull distribution; 2.2.9 Burr distribution; 2.2.10 Loggamma distribution; 2.3 Mixture distributions; 2.4 Fitting models to claim-number and claim-size data; 2.4.1 Fitting models to claim numbers; 2.4.2 Fitting models to claim sizes; Exercises; 3: Short term risk models; 3.1 The mean and variance of a compound distribution; 3.2 The distribution of a random sum. 3.2.1 Convolution series formula for a compound distribution3.2.2 Moment generating function of a compound distribution; 3.3 Finite mixture distributions; 3.4 Special compound distributions; 3.4.1 Compound Poisson distributions; 3.4.2 Compound mixed Poisson distributions; 3.4.3 Compound negative binomial distributions; 3.4.4 Compound binomial distributions; 3.5 Numerical methods for compound distributions; 3.5.1 Panjer recursion algorithm; 3.5.2 The fast Fourier transform algorithm; 3.6 Approximations for compound distributions; 3.6.1 Approximations based on a few moments. 3.6.2 Asymptotic approximations3.7 Statistics for compound distributions; 3.8 The individual risk model; 3.8.1 The mean and variance for the individual risk model; 3.8.2 The distribution function and moment generating function for the individual risk model; 3.8.3 Approximations for the individual risk model; Exercises; 4: Model based pricing --<br/>setting premiums; 4.1 Premium calculation principles; 4.1.1 The expected value principle (EVP); 4.1.2 The standard deviation principle (SDP); 4.1.3 The variance principle (VP); 4.1.4 The quantile principle (QP); 4.1.5 The zero utility principle (ZUP). 4.1.6 The exponential premium principle (EPP)4.1.7 Some desirable properties of premium calculation principles; 4.1.8 Other premium calculation principles; 4.2 Maximum and minimum premiums; 4.3 Introduction to credibility theory; 4.4 Bayesian estimation; 4.4.1 The posterior distribution; 4.4.2 The wider context of decision theory; 4.4.3 The binomial/beta model; 4.4.4 The Poisson/gamma model; 4.4.5 The normal/normal model; 4.5 Bayesian credibility theory; 4.5.1 Bayesian credibility estimates under the Poisson/gamma model; 4.5.2 Bayesian credibility premiums under the normal/normal model.
520 ## - SUMMARY, ETC.
Summary, etc A wide range of topics to give students a firm foundation in statistical and actuarial concepts and their applications.
526 ## - STUDY PROGRAM INFORMATION NOTE
Program name Applied Statistics
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name Risk (Insurance)
General subdivision Mathematical models.
9 (RLIN) 20278
Topical term or geographic name MATHEMATICS / Applied.
Source of heading or term bisacsh
9 (RLIN) 20279
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Pitts, Susan M.
9 (RLIN) 20280
856 42 - ELECTRONIC LOCATION AND ACCESS
Materials Specified Worldcat details
Uniform Resource Identifier http://www.worldcat.org/title/risk-modelling-in-general-insurance-from-principles-to-practice/oclc/796383847&referer=brief_results
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Koha item type Text
Holdings
Lost status Source of classification or shelving scheme Not for loan Collection code Permanent Location Current Location Shelving location Date of accession Source of acquisition Cost, normal purchase price Full call number Barcode Date last seen Copy number Price effective from Koha item type
    Not For Loan Non-fiction EWU Library EWU Library Reserve Section 2015-05-12 Karim International 6700.00 368.01 GRR 2012 27385 2016-06-09 C-1 2016-06-09 Text
      Non-fiction EWU Library EWU Library Circulation Section 0000-00-00 Bangaldesh Photostat 954.00 368.01 GRR 2012 28165 2017-02-14 C-2 2017-02-14 Text

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