Modern Actuarial Risk Theory Using R /

Modern Actuarial Risk Theory contains what every actuary needs to know about non-life insurance mathematics. It starts with the standard material like utility theory, individual and collective model and basic ruin theory. Other topics are risk measures and premium principles, bonus-malus systems, or...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Kaas, Rob (Autor), Goovaerts, Marc (Autor), Dhaene, Jan (Autor), Denuit, Michel (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2008.
Edición:2nd ed. 2008.
Temas:
Finance.
Mathematics.
Business mathematics.
Actuarial science.
Statistics .
Social sciences-Mathematics.
Financial Economics.
Applications of Mathematics.
Business Mathematics.
Actuarial Mathematics.
Statistics in Business, Management, Economics, Finance, Insurance.
Mathematics in Business, Economics and Finance.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Utility theory and insurance
  • The individual risk model
  • Collective risk models
  • Ruin theory
  • Premium principles and risk measures
  • Bonus-malus systems
  • Ordering of risks
  • Credibility theory
  • Generalized linear models
  • IBNR techniques
  • More on GLMs
  • The 'R' in Modern ART
  • Hints for the exercises
  • Notes and references.

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