Bernstein, Peter L.Against the Gods: The Remarkable Story of Risk. Wiley, 1996. A history of attempts to understand and use probability and risk. Discusses how risk calculations are used in many contexts, including insurance risk.
Vaughan, Emmett J., and Therese M. Vaughan.Essentials of Risk Management and Insurance. 2nd ed. Wiley, 2001. For the consumer, an introduction to the insurance industry and its products.