Centro de Documentacion de Fundación MAPFRE - Pricing in general insurance

MAP20150012968

Pricing in general insurance / Pietro Parodi. — Boca Raton [etc.] : CRC Press, cop. 2015

XXII, 560 p. ; 25 cm

Sumario: Pricing process: a gentle start -- Insurance and reinsurance products -- The policy structure -- Pricing in context -- The scientific basis for pricing: risk loss models and the frecuency/severity risk costing process -- Data requirements for pricing -- Setting the claims inflation assumptions -- Data preparation -- Burning cost analysis -- What is this thing called modelling? -- Frequency modelling: adjusting for claim count IBNR -- Frequency modelling: selecting and calibrating a frequency model -- Severity modelling: adjusting for IBNER and other factors -- Severity modelling: selecting and calibrating a severity model -- Aggregate loss modelling -- Identifying, measuring and communicating uncertainty -- From costing to pricing -- Experience rating for non-proportional reinsurance -- Exposure rating for property -- Liability rating using increased limit factor curves -- Pricing considerations for specific lines of business -- Catastrophe modelling -- Credibility theory -- Rating factor selection and generalised linear modelling -- Multilevel factors and smoothing -- Pricing multiple lines of business and risks -- Insurance structure optimisation

ISBN 978-1-4665-8144-9

1. Precios . 2. Tarificación . 3. Cálculo actuarial . 4. Modelos actuariales . 5. Coste del riesgo . 6. Matemática del seguro . I. Título.

FUNDACIÓN MAPFRE. Centro de Documentación

FUNDACIÓN MAPFRE. Centro de Documentación — Assinatura: MAP - 6 PAR PRI — Nº de registro: 051419

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