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Cover: 9781009315074 | Nonlife Actuarial Models | Yiu-Kuen Tse | Buch | Englisch | 2023
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Nonlife Actuarial Models
Buch von Yiu-Kuen Tse
Sprache: Englisch

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Beschreibung
"The second edition of this textbook for undergraduate courses in actuarial science emphasizes the concepts and practical application of nonlife actuarial models. Also ideal for those preparing for professional exams, it contains R code examples and many exercises, including questions adapted from past exams of the Society of Actuaries"--
"The second edition of this textbook for undergraduate courses in actuarial science emphasizes the concepts and practical application of nonlife actuarial models. Also ideal for those preparing for professional exams, it contains R code examples and many exercises, including questions adapted from past exams of the Society of Actuaries"--
Über den Autor
Yiu-Kuen Tse is an Emeritus Professor with the Singapore Management University. He has been a Fellow of the Society of Actuaries since 1993. He has published extensively in the areas of financial data analysis and financial risk management, including the book Financial Mathematics for Actuaries (third edition, 2021) which he co-authored with Wai-Sum Chan.
Inhaltsverzeichnis
Preface; Notation and convention; Part I. Loss Models: 1. Claim-frequency distribution; 2. Claim-severity distribution; 3. Aggregate-loss models; Part II. Risk and Ruin: 4. Risk measures; 5. Ruin theory; Part III. Credibility: 6. Classical credibility; 7. Bühlmann credibility; 8. Bayesian approach; 9. Empirical implementation of credibility; Part IV. Model Construction and Evaluation: 10. Model estimation and types of data; 11. Nonparametric model estimation; 12. Parametric model estimation; 13. Model evaluation and selection; 14. Basic Monte Carlo methods; 15. Applications of Monte Carlo methods; Part V. Loss reserving and ratemaking: 16. Loss reserving; 17. Ratemaking; Appendix: review of statistics; Answers to Exercises; References; Index.
Details
Erscheinungsjahr: 2023
Fachbereich: Allgemeines
Genre: Importe, Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Buch
Inhalt: Gebunden
ISBN-13: 9781009315074
ISBN-10: 1009315072
Sprache: Englisch
Ausstattung / Beilage: HC gerader Rücken kaschiert
Einband: Gebunden
Autor: Tse, Yiu-Kuen
Hersteller: Cambridge University Press
Maße: 235 x 157 x 34 mm
Von/Mit: Yiu-Kuen Tse
Erscheinungsdatum: 05.04.2023
Gewicht: 0,94 kg
Artikel-ID: 126453360
Über den Autor
Yiu-Kuen Tse is an Emeritus Professor with the Singapore Management University. He has been a Fellow of the Society of Actuaries since 1993. He has published extensively in the areas of financial data analysis and financial risk management, including the book Financial Mathematics for Actuaries (third edition, 2021) which he co-authored with Wai-Sum Chan.
Inhaltsverzeichnis
Preface; Notation and convention; Part I. Loss Models: 1. Claim-frequency distribution; 2. Claim-severity distribution; 3. Aggregate-loss models; Part II. Risk and Ruin: 4. Risk measures; 5. Ruin theory; Part III. Credibility: 6. Classical credibility; 7. Bühlmann credibility; 8. Bayesian approach; 9. Empirical implementation of credibility; Part IV. Model Construction and Evaluation: 10. Model estimation and types of data; 11. Nonparametric model estimation; 12. Parametric model estimation; 13. Model evaluation and selection; 14. Basic Monte Carlo methods; 15. Applications of Monte Carlo methods; Part V. Loss reserving and ratemaking: 16. Loss reserving; 17. Ratemaking; Appendix: review of statistics; Answers to Exercises; References; Index.
Details
Erscheinungsjahr: 2023
Fachbereich: Allgemeines
Genre: Importe, Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Buch
Inhalt: Gebunden
ISBN-13: 9781009315074
ISBN-10: 1009315072
Sprache: Englisch
Ausstattung / Beilage: HC gerader Rücken kaschiert
Einband: Gebunden
Autor: Tse, Yiu-Kuen
Hersteller: Cambridge University Press
Maße: 235 x 157 x 34 mm
Von/Mit: Yiu-Kuen Tse
Erscheinungsdatum: 05.04.2023
Gewicht: 0,94 kg
Artikel-ID: 126453360
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