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EBOOKCENTRAL_on1347026496 |
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OCoLC |
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20240329122006.0 |
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m o d |
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cr cnu|||||||| |
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230209s2013 xx o ||| 0 eng d |
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|a EBLCP
|b eng
|c EBLCP
|d OCLCQ
|d EBLCP
|d OCLCQ
|d OCLCO
|d OCLCQ
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| 020 |
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|a 9781118573686
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| 020 |
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|a 1118573684
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| 035 |
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|a (OCoLC)1347026496
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| 082 |
0 |
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|a 368/.01
|q OCoLC
|2 23/eng/20230216
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| 049 |
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|a UAMI
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| 100 |
1 |
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|a Klugman, Stuart A.
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| 245 |
1 |
0 |
|a Loss Models
|h [electronic resource] :
|b Further Topics.
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| 260 |
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|a Newark :
|b John Wiley & Sons, Incorporated,
|c 2013.
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| 300 |
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|a 1 online resource (370 p.).
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| 490 |
1 |
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|a New York Academy of Sciences Ser.
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| 500 |
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|a Description based upon print version of record.
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| 505 |
0 |
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|a Cover -- Title Page -- Copyright Page -- CONTENTS -- Preface -- 1 Introduction -- 2 Coxian and related distributions -- 2.1 Introduction -- 2.2 Combinations of exponentials -- 2.3 Coxian-2 distributions -- 3 Mixed Erlang distributions -- 3.1 Introduction -- 3.2 Members of the mixed Erlang class -- 3.3 Distributional properties -- 3.4 Mixed Erlang claim severity models -- 4 Extreme value distributions -- 4.1 Introduction -- 4.2 Distribution of the maximum -- 4.2.1 From a fixed number of losses -- 4.2.2 From a random number of losses
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| 505 |
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|a 4.3 Stability of the maximum of the extreme value distribution -- 4.4 The Fisher-Tippett theorem -- 4.5 Maximum domain of attraction -- 4.6 Generalized Pareto distributions -- 4.7 Stability of excesses of the generalized Pareto -- 4.8 Limiting distributions of excesses -- 4.9 Parameter estimation -- 4.9.1 Maximum likelihood estimation from the extreme value distribution -- 4.9.2 Maximum likelihood estimation for the generalized Pareto distribution -- 4.9.3 Estimating the Pareto shape parameter -- 4.9.4 Estimating extreme probabilities -- 4.9.5 Mean excess plots -- 4.9.6 Further reading
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| 505 |
8 |
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|a 4.9.7 Exercises -- 5 Analytic and related methods for aggregate claim models -- 5.1 Introduction -- 5.2 Elementary approaches -- 5.3 Discrete analogues -- 5.4 Right-tail asymptotics for aggregate losses -- 5.4.1 Exercises -- 6 Computational methods for aggregate models -- 6.1 Recursive techniques for compound distributions -- 6.2 Inversion methods -- 6.2.1 Fast Fourier transform -- 6.2.2 Direct numerical inversion -- 6.3 Calculations with approximate distributions -- 6.3.1 Arithmetic distributions -- 6.3.2 Empirical distributions -- 6.3.3 Piecewise linear cdf -- 6.3.4 Exercises
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| 505 |
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|a 6.4 Comparison of methods -- 6.5 The individual risk model -- 6.5.1 De.nition and notation -- 6.5.2 Direct calculation -- 6.5.3 Recursive calculation -- 7 Counting Processes -- 7.1 Nonhomogeneous birth processes -- 7.1.1 Exercises -- 7.2 Mixed Poisson processes -- 7.2.1 Exercises -- 8 Discrete Claim Count Models -- 8.1 Unification of the (a, b, 1) and mixed Poisson classes -- 8.2 A class of discrete generalized tail-based distributions -- 8.3 Higher order generalized tail-based distributions -- 8.4 Mixed Poisson properties of generalized tail-based distributions
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| 505 |
8 |
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|a 8.5 Compound geometric properties of generalized tail-based distributions -- 8.5.1 Exercises -- 9 Compound distributions with time dependent claim amounts -- 9.1 Introduction -- 9.2 A model for infiation -- 9.3 A model for claim payment delays -- 10 Copula models -- 10.1 Introduction -- 10.2 Sklar's theorem and copulas -- 10.3 Measures of dependency -- 10.3.1 Spearman's rho -- 10.3.2 Kendall's tau -- 10.4 Tail dependence -- 10.5 Archimedean copulas -- 10.5.1 Exercise -- 10.6 Elliptical copulas -- 10.6.1 Exercise -- 10.7 Extreme value copulas -- 10.7.1 Exercises -- 10.8 Archimax copulas
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| 500 |
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|a 10.9 Estimation of parameters
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| 590 |
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|a ProQuest Ebook Central
|b Ebook Central Academic Complete
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| 655 |
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0 |
|a Electronic books.
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| 776 |
0 |
8 |
|i Print version:
|a Klugman, Stuart A.
|t Loss Models
|d Newark : John Wiley & Sons, Incorporated,c2013
|z 9781118343562
|
| 830 |
|
0 |
|a New York Academy of Sciences Ser.
|
| 856 |
4 |
0 |
|u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=7103821
|z Texto completo
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| 938 |
|
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|a ProQuest Ebook Central
|b EBLB
|n EBL7103821
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| 994 |
|
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|a 92
|b IZTAP
|
