Pricing Insurance Risk
Theory and Practice
Wiley Series in Probability and Statistics
- Forfattere: Stephen J. Mildenhall , John A. Major
- Format: Innbundet
- Antall sider: 560
- Språk: Engelsk
- Forlag/Utgiver: SD Books
- Serienavn: Wiley Series in Probability and Statistics
- EAN: 9781119755678
- Utgivelsesår: 2022
- Bidragsyter: Mildenhall, Stephen J.; Major, John A.
979,-
PRICING INSURANCE RISK
A comprehensive framework for measuring, valuing, and managing risk
Pricing Insurance Risk: Theory and Practice delivers an accessible and authoritative account of how to determine the premium for a portfolio of non-hedgeable insurance risks and how to allocate it fairly to each portfolio component.
The authors synthesize hundreds of academic research papers, bringing to light little-appreciated answers to fundamental questions about the relationships between insurance risk, capital, and premium. They lean on their industry experience throughout to connect the theory to real-world practice, such as assessing the performance of business units, evaluating risk transfer options, and optimizing portfolio mix.
Readers will discover:
- Definitions, classifications, and specifications of risk
- An in-depth treatment of classical risk measures and premium calculation principles
- Properties of risk measures and their visu
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