Pricing in General Insurance

Cover
CRC Press, 15.10.2014 - 584 Seiten
Based on the syllabus of the actuarial industry course on general insurance pricing- with additional material inspired by the author's own experience as a practitioner and lecturer- Pricing in General Insurance presents pricing as a formalised process that starts with collecting information about a particular policyholder or risk and ends with a co
 

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Inhalt

Pricing Process A Gentle Start
3
Insurance and Reinsurance Products
17
The Policy Structure
41
The Insurance Markets
61
Pricing in Context
77
The Scientific Basis for Pricing Risk Loss Models and the FrequencySeverity Risk Costing Process
93
Familiarise Yourself with the Risk
101
Data Requirements for Pricing
105
Aggregate Loss Modelling
239
Identifying Measuring and Communicating Uncertainty
269
From Costing to Pricing
279
Experience Rating for NonProportional Reinsurance
311
Exposure Rating for Property
331
Liability Rating Using Increased Limit Factor Curves
357
Pricing Considerations for Specific Lines of Business
369
Catastrophe Modelling
413

Setting the Claims Inflation Assumptions
115
Data Preparation
123
Burning Cost Analysis
133
What Is This Thing Called Modelling?
157
Frequency Modelling Adjusting for Claim Count IBNR
167
Frequency Modelling Selecting and Calibrating a Frequency Model
187
Severity Modelling Adjusting for IBNER and Other Factors
209
Severity Modelling Selecting and Calibrating a Severity Model
221
Credibility Theory
427
Rating Factor Selection and Generalised Linear Modelling
449
Multilevel Factors and Smoothing
477
Pricing Multiple Lines of Business and Risks
487
Insurance Structure Optimisation
519
References
531
Back Cover
535
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Über den Autor (2014)

Pietro Parodi, Ph.D, FIA is a director at Swiss Re and a part-time lecturer at Cass Business School, both in London, UK. Previously he worked as an actuary at Willis Ltd., London, UK and Genoa, Italy, and at Aon Benfield, London, UK. He served as research/post-doctoral fellow at the International School for Advanced Studies, Trieste, Italy; University of Toronto, Ontario, Canada; and GE Global Research, Schenectady, New York, USA. His notable paper, Triangle-Free Reserving - A Non-Traditional Framework for Estimating Reserves and Reserve Uncertainty, was presented at GIRO 2012 and received the Brian Hey Award.

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