Nonlife Actuarial Models: Theory, Methods and Evaluation - Couverture rigide

Tse, Yiu-Kuen

Couverture rigide

ISBN 10 : 1009315072 ISBN 13 : 9781009315074

Editeur : Cambridge University Press, 2023

Synopsis

Actuaries must pass exams, but more than that: they must put knowledge into practice. This coherent book supports the Society of Actuaries' short-term actuarial mathematics syllabus while emphasizing the concepts and practical application of nonlife actuarial models. A class-tested textbook for undergraduate courses in actuarial science, it is also ideal for those approaching their professional exams. Key topics covered include loss modelling, risk and ruin theory, credibility theory and applications, and empirical implementation of loss models. Revised and updated to reflect curriculum changes, this second edition includes two brand new chapters on loss reserving and ratemaking. R replaces Excel as the computation tool used throughout – the featured R code is available on the book's webpage, as are lecture slides. Numerous examples and exercises are provided, with many questions adapted from past Society of Actuaries exams.

A propos du livre

À propos de l?auteur

Yiu-Kuen Tse is an Emeritus Professor with the Singapore Management University. He has been a Fellow of the Society of Actuaries since 1993. He has published extensively in the areas of financial data analysis and financial risk management, including the book Financial Mathematics for Actuaries (third edition, 2021) which he co-authored with Wai-Sum Chan.

Détails de l'édition

• Éditeur: Cambridge University Press
• Date d'édition: 2023
• Langue: anglais
• ISBN 10: 1009315072
• ISBN 13: 9781009315074
• Reliure: Relié
• Numéro d'édition: 2
• Nombre de pages: 560
• Coordonnées du fabricant: non disponible
• Personne responsable: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; France