MARC details
| 000 -LEADER |
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| fixed length control field |
04479cam a2200409 a 4500 |
| 001 - CONTROL NUMBER |
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| control field |
47 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
BD-DhEWU |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20181120154724.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
160608s2012 enka g b 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780521863940 (hardback) |
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| International Standard Book Number |
9781139516556 |
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| International Standard Book Number |
1139516558 |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(OCLC)796383847 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
DLC |
| Transcribing agency |
DLC |
| Modifying agency |
DLC |
| -- |
BD-DhEWU |
| Language of cataloging |
eng |
| 041 ## - LANGUAGE CODE |
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| Language code of text/sound track or separate title |
eng |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HG8054.5 |
| Item number |
.G735 2012 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
368.01 |
| Edition number |
23 |
| Item number |
GRR 2012 |
| 084 ## - OTHER CLASSIFICATION NUMBER |
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| Classification number |
MAT003000 |
| Source of number |
bisacsh |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Gray, Roger J. |
| 9 (RLIN) |
20277 |
| 245 10 - TITLE STATEMENT |
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| 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 |
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| Series statement |
International series on actuarial science |
| 500 ## - GENERAL NOTE |
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| General note |
4.6 Empirical Bayesian credibility theory: Model 1 - the Bühlmann model. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc |
Includes bibliographical references (p. 386-388) and index. |
| 505 ## - FORMATTED CONTENTS NOTE |
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| Title |
TOC |
| Formatted 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 |
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| Program name |
AS |
| 590 ## - LOCAL NOTE (RLIN) |
|---|
| Local note |
Sagar Shahanawaz |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Risk (Insurance) |
| General subdivision |
Mathematical models. |
| 9 (RLIN) |
20278 |
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|---|
| Topical term or geographic name as entry element |
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 |
Dewey Decimal Classification |
| Koha item type |
Text |