Computational Actuarial Science with R | Buch

Cover: 9781466592599 | Computational Actuarial Science with R | Arthur Charpentier | Buch

Rückseite: 9781466592599 | Computational Actuarial Science with R | Arthur Charpentier | Buch

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Sprache: Englisch

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Beschreibung

This book demystifies the computational aspects of actuarial science, showing that even complex computations can usually be done without too much trouble. Using simple R code, the book helps readers understand the algorithms involved in actuarial computations. It also covers more advanced topics, such as parallel computing and C/C++ embedded codes. Datasets used in the text are available in an R package (CASdatasets).

Über den Autor

Arthur Charpentier is a professor of actuarial science at the University of Québec at Montréal. He is a fellow of the French Institute of Actuaries and holds a PhD in applied mathematics from K.U. Leuven. Dr. Charpentier is the co-author of two textbooks on mathematical models of nonlife insurance and has published several articles in peer-reviewed journals. He is also the editor of the blog freakonometrics.[...]

Inhaltsverzeichnis

Introduction. METHODOLOGY: Standard Statistical Inference. Bayesian Philosophy. Statistical Learning. Spatial Analysis. Reinsurance and Extremal Events. LIFE INSURANCE: Life Contingencies. Prospective Life Tables. Prospective Mortality Tables and Portfolio Experience. Survival Analysis. FINANCE: Stock Prices and Time Series. Yield Curves and Interest Rates Models. Portfolio Allocation. NON-LIFE INSURANCE: General Insurance Pricing. Longitudinal Models and Experience Rating. Claims Reserving and IBNR. Bibliography. Index. R Command Index.

Erscheinungsjahr:	2014
Fachbereich:	Werbung & Marketing
Genre:	Importe , Wirtschaft
Rubrik:	Recht & Wirtschaft
Medium:	Buch
ISBN-13:	9781466592599
ISBN-10:	1466592591
Sprache:	Englisch
Einband:	Gebunden
Redaktion:	Charpentier, Arthur
Hersteller:	Chapman and Hall/CRC
Verantwortliche Person für die EU:	Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße:	260 x 183 x 39 mm
Von/Mit:	Arthur Charpentier
Erscheinungsdatum:	26.08.2014
Gewicht:	1,402 kg