Synopsis
This set includes the textbook, Loss Models: From Data to Decisions, Third Edition, ISBN 978-0-470-18781-4 and the ExamPrep for Loss Models: From Data to Decisions, Online, 3rd Edition ISBN 978-0-470-30857-8. To explore our additional offerings in actuarial exam preparation, visit www.wiley.com/go/actuarialexamprep
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
Quatrième de couverture
A modern practical guide to building and using actuarial models.
Loss Models: From Data to Decisions is organized around the principle that actuaries build models in order to analyze risks and make decisions about managing the risks based on conclusions drawn from the analysis. In practice, one begins with data and ends with a business decision. The book flows logically from this principle. It begins with a framework for model building and a description of frequency and severity loss data typically available to actuaries. Parametric models are emphasized throughout.
The frequency and severity models are used in building aggregate loss models, in credibility–based pricing models, and in loss analysis over multiple time periods.
Designed as both an educational text as well as a professional reference, Loss Models:
- Assumes little prior knowledge of insurance systems
- Features many fascinating examples taken from insurance files
- Contains a major instructive case study continued through each chapter
- Covers the classical areas of risk theory and loss distributions
- Gives a practical but rigorous treatment of modern credibility theory
- Uses standard statistical concepts, methods, and notation
- Provides modern computational algorithms for implementing methods
- Includes free companion software available from an FTP site
- Deals with many topics on CAS 4B and SOA 151 and 152 actuarial exams
- Includes many exercises based on past CAS and SOA exams.
Biographie de l'auteur
STUART A. KLUGMAN, PhD, is a professor in the College of Business and Public Administration of Drake University, Des Moines, Iowa.
HARRY H. PANJER, PhD, teaches in the Department of Statistics and Actuarial Science of the University of Waterloo, Ontario.
GORDON E. WILLMOT, PhD, teaches in the Department of Statistics and Actuarial Science of the University of Waterloo.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
