Computational actuarial science with R /

"This book aims to provide a broad introduction to computational aspects of actuarial science, in the R environment. We assume that the reader is either learning, or is familiar with actuarial science. It can be seen as a companion to standard textbooks on actuarial science. This book is intend...

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Bibliographic Details
Call Number:Libro Electrónico
Other Authors: Charpentier, Arthur (Editor), Antonio, Katrien (Contributor)
Format: Electronic eBook
Language:Inglés
Published: Boca Raton, Florida : CRC Press, 2015.
Series:Chapman & Hall/CRC the R series (CRC Press)
Subjects:
Actuarial science.
Actuariat.
BUSINESS & ECONOMICS > Insurance > Risk Assessment & Management.
Online Access:Texto completo (Requiere registro previo con correo institucional)
Table of Contents:
  • 1. Introduction
  • Part I: Methodology
  • 2. Standard Statistical Inference
  • 3. Bayesian Philosophy
  • 4. Statistical Learning
  • 5. Spatial Analysis
  • 6. Reinsurance and Extremal Events
  • Part II: Life Insurance
  • 7. Life Contingencies
  • 8. Prospective Life Tables
  • 9. Prospective Mortality Tables and Portfolio Experience
  • 10. Survival Analysis
  • Part III: Finance
  • 11. Stock Prices and Time Series
  • 12. Yield Curves and Interest Rates Models
  • 13. Portfolio Allocation
  • Part IV: Non-Life Insurance
  • 14. General Insurance Pricing
  • 15. Longitudinal Data and Experience Rating
  • 16. Claims Reserving and IBNR.

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