Cargando…
A Course in Credibility Theory and its Applications
The book is aimed at teachers and students as well as practising experts in the financial area, in particular at actuaries in the field of property-casualty insurance, life insurance, reinsurance and insurance supervision. Persons working in the wider world of finance will also find many relevant id...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2005.
|
| Edición: | 1st ed. 2005. |
| Colección: | Universitext,
|
| Temas: | |
| Acceso en línea: | Texto Completo |
MARC
| LEADER | 00000nam a22000005i 4500 | ||
|---|---|---|---|
| 001 | 978-3-540-29273-9 | ||
| 003 | DE-He213 | ||
| 005 | 20220118182020.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 100301s2005 gw | s |||| 0|eng d | ||
| 020 | |a 9783540292739 |9 978-3-540-29273-9 | ||
| 024 | 7 | |a 10.1007/3-540-29273-X |2 doi | |
| 050 | 4 | |a H61.25 | |
| 072 | 7 | |a PBW |2 bicssc | |
| 072 | 7 | |a K |2 bicssc | |
| 072 | 7 | |a MAT003000 |2 bisacsh | |
| 072 | 7 | |a PBW |2 thema | |
| 072 | 7 | |a K |2 thema | |
| 082 | 0 | 4 | |a 519 |2 23 |
| 100 | 1 | |a Bühlmann, Hans. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 2 | |a A Course in Credibility Theory and its Applications |h [electronic resource] / |c by Hans Bühlmann, Alois Gisler. |
| 250 | |a 1st ed. 2005. | ||
| 264 | 1 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg : |b Imprint: Springer, |c 2005. | |
| 300 | |a XVIII, 338 p. 31 illus., 22 illus. in color. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 490 | 1 | |a Universitext, |x 2191-6675 | |
| 505 | 0 | |a The Bayes Premium -- Credibility Estimators -- The Bühlmann-Straub Model -- Treatment of Large Claims in Credibility -- Hierarchical Credibility -- Multidimensional Credibility -- Credibility in the Regression Case -- Evolutionary Credibility Models and Recursive Calculation -- Multidimensional Evolutionary Models and Recursive Calculation. | |
| 520 | |a The book is aimed at teachers and students as well as practising experts in the financial area, in particular at actuaries in the field of property-casualty insurance, life insurance, reinsurance and insurance supervision. Persons working in the wider world of finance will also find many relevant ideas and examples even though credibility methods have not yet been widely applied here. The text combines scientific rigour with direct practical applicability. It is based on courses given by the two authors at ETH Zürich. These courses have undergone considerable changes over time. "A Course in Credibility Theory and its Applications" is the final product of this evolution. It covers the subject of Credibility Theory extensively and includes most aspects of this topic from the simplest case to the most general dynamic model. The first four chapters contain plenty of material for a first course on Credibility. The whole text is intended as a full one year course at intermediate to advanced level. Credibility is a lifeless topic if it is not linked closely to practical applications. The book therefore treats explicitly the tasks which the actuary encounters in his daily work such as estimation of loss ratios, claim frequencies and claim sizes. The models are worked out in detail (including the estimation of structural parameters) so that they can immediately be applied in practice. Most exercises are based on real insurance data and real situations from practice and many of them have the characteristics of a case study. The extension to practical problems arising from the general area of finance is often quite straightforward. This book deserves a place on the bookshelf of every actuary and mathematician who works, teaches or does research in the area of insurance and finance. | ||
| 650 | 0 | |a Social sciences-Mathematics. | |
| 650 | 0 | |a Statistics . | |
| 650 | 1 | 4 | |a Mathematics in Business, Economics and Finance. |
| 650 | 2 | 4 | |a Statistics in Business, Management, Economics, Finance, Insurance. |
| 700 | 1 | |a Gisler, Alois. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 710 | 2 | |a SpringerLink (Online service) | |
| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9783540810360 |
| 776 | 0 | 8 | |i Printed edition: |z 9783540257530 |
| 830 | 0 | |a Universitext, |x 2191-6675 | |
| 856 | 4 | 0 | |u https://doi.uam.elogim.com/10.1007/3-540-29273-X |z Texto Completo |
| 912 | |a ZDB-2-SMA | ||
| 912 | |a ZDB-2-SXMS | ||
| 950 | |a Mathematics and Statistics (SpringerNature-11649) | ||
| 950 | |a Mathematics and Statistics (R0) (SpringerNature-43713) | ||