Pricing Insurance Risk: Theory and Practice
Channel: Stephen Mildenhall
Date: 2022-06-22

This technical presentation discusses insurance pricing using spectral risk measures. It takes material from the book, Pricing Insurance Risk, I wrote with John Major. It focuses on the problem of pricing and risk management for catastrophe risk. The book is available at https://www.amazon.com/Pricing-Insurance-Risk-Probability-Statistics/dp/1119755670.