Constructing Insurable Risk Portfolios - Couverture rigide

Frees, Edward W.

Couverture rigide

ISBN 10 : 1032745045 ISBN 13 : 9781032745046

Editeur : Chapman and Hall/CRC, 2025

Synopsis

Drawing inspiration from Markowitz portfolio theory, it leverages techniques from probability, statistics, and optimization to build algorithms that construct optimal risk insurable portfolios under budget constraints.

A propos du livre

À propos de l?auteur

Edward W. Frees is an emeritus professor affiliated with the University of Wisconsin-Madison where he served as the Hickman Larson Chair of Actuarial Science. Until recently, he enjoyed a fractional research appointment with the Australian National University. He received his PhD in mathematical statistics from the University of North Carolina at Chapel Hill. He works at the intersection of data science and actuarial studies; he is a fellow of the American Statistical Association and was a fellow of the Society of Actuaries (SOA) (the only fellow of both organizations).

Prof. Frees has provided extensive service to the profession, including serving as the founding chairperson of the SOA Education and Research Section, member of the SOA Board of Directors, trustee of the Actuarial Foundation, editor of the North American Actuarial Journal, and actuarial representative to the Social Security Advisory Board's Technical Panel on Methods and Assumptions. He has written three books, edited a two-volume series on predictive modeling applications in actuarial science, and is editing an online, open source book, Loss Data Analytics.

Regarding his research, Prof. Frees has published extensively and won several awards for his work. He has won the Society of Actuaries' Annual Prize for the best paper published by the Society, the SOA's Ed Lew Award for research in modeling, the Casualty Actuarial Society's Hachmeister award, and the Halmstad Prize for best paper published in the actuarial literature (four times).

Détails de l'édition

• Éditeur: Chapman and Hall/CRC
• Date d'édition: 2025
• Langue: anglais
• ISBN 10: 1032745045
• ISBN 13: 9781032745046
• Reliure: Relié
• Nombre de pages: 328
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible