Nonlife actuarial models : theory, methods and evaluation /

"Actuaries must pass exams, but more than that: they must put knowledge into practice. This coherent book gives complete syllabus coverage for Exam C of the Society of Actuaries (SOA) while emphasizing the concepts and practical application of nonlife actuarial models. Ideal for those approachi...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Tse, Yiu Kuen, 1952-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge ; New York : Cambridge University Press, 2009.
Colección:International series on actuarial science.
Temas:
Actuarial science > Textbooks.
BUSINESS & ECONOMICS > Insurance > Risk Assessment & Management.
Actuarial science
Textbooks
Textbooks.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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
  • Appendix. Review of statistics
  • Answers to exercises
  • References
  • Index.

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