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Stephen J. Mildenhall
Pricing Insurance Risk
Читать книгу Pricing Insurance Risk - Stephen J. Mildenhall - Страница 1
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Pricing Insurance Risk Theory and Practice
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Страница 4
Contents
List of Figures
List of Tables
Guide
Pages
Preface
1 Introduction
1.1 Our Subject and Why It Matters
1.2 Players, Roles, and Risk Measures
1.3 Book Contents and Structure
1.3.1 Part I: Measuring Risk
1.3.2 Part II: Portfolio Pricing
1.3.3 Part III: Price Allocation
1.3.4 Part IV: Advanced Topics
1.3.5 Further Structure
1.4 What’s in It for the Practitioner?
1.5 Where to Start
2 The Insurance Market and Our Case Studies
2.1 The Insurance Market
2.2 Ins Co.: A One-Period Insurer
2.3 Model vs. Reality
2.4 Examples and Case Studies
2.4.1 The Simple Discrete Example
Exercise 1
2.4.2 Tame Case Study
2.4.3 Catastrophe and Non-Catastrophe Case Study
2.4.4 Hurricane and Severe Storm Case Study
2.4.5 Computational Methods
2.5 Learning Objectives
Страница 34
3 Risk and Risk Measures
3.1 Risk in Everyday Life
3.2 Defining Risk
3.3 Taxonomies of Risk
3.3.1 Diversifiable Risk
3.3.2 Systemic Risk
3.3.3 Types of Uncertainty
3.4 Representing Risk Outcomes
3.4.1 Explicit Representation
3.4.2 Implicit Representation
3.4.3 Dual Implicit Representation
3.4.4 Dictionary between the Three Representations
3.5 The Lee Diagram and Expected Losses
3.5.1 The Lee Diagram
3.5.2 Expected Losses and the Lee Diagram
3.5.3 Layer Notation
3.5.4 Computing Layer Losses with the Lee Diagram
3.5.5 Algorithm to Evaluate Expected Loss for Discrete Random Variables
3.6 Risk Measures
3.6.1 Risk Preferences and Risk Measures
3.6.2 Volume, Volatility, and Tail Risk
3.6.3 Applications of Risk Measures
3.6.4 Risk Measure Functional Forms
3.7 Learning Objectives
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