Yiu-Kuen Tse: Nonlife Actuarial Models | Buch

Cover: 9781009315074 | Nonlife Actuarial Models | Yiu-Kuen Tse | Buch | Gebunden | Englisch

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Sprache: Englisch

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Beschreibung

Actuaries must pass exams, but more than that: they must put knowledge into practice. This coherent book supports the Society of Actuaries' short-term actuarial mathematics syllabus while emphasizing the concepts and practical application of nonlife actuarial models. A class-tested textbook for undergraduate courses in actuarial science, it is also ideal for those approaching their professional exams. Key topics covered include loss modelling, risk and ruin theory, credibility theory and applications, and empirical implementation of loss models. Revised and updated to reflect curriculum changes, this second edition includes two brand new chapters on loss reserving and ratemaking. R replaces Excel as the computation tool used throughout - the featured R code is available on the book's webpage, as are lecture slides. Numerous examples and exercises are provided, with many questions adapted from past Society of Actuaries exams.

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:	Werbung & Marketing
Genre:	Importe , Wirtschaft
Rubrik:	Recht & Wirtschaft
Medium:	Buch
Inhalt:	Gebunden
ISBN-13:	9781009315074
ISBN-10:	1009315072
Sprache:	Englisch
Einband:	Gebunden
Autor:	Tse, Yiu-Kuen
Hersteller:	Cambridge University Press
Verantwortliche Person für die EU:	Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße:	235 x 157 x 34 mm
Von/Mit:	Yiu-Kuen Tse
Erscheinungsdatum:	05.04.2023
Gewicht:	0,938 kg