Covering many of the diverse methods in applied probability and statistics, this book builds on readers' existing knowledge of probability and statistics by establishing a solid and thorough understanding of these methods. It also emphasizes the wide variety of practical situations in insurance and actuarial science where these techniques may be used. The applications to general insurance include loss distributions and collective risk models, reserving and experience rating, credibility estimation, and security measures of risk. The book examines generalized linear models, credibility theory, game theory, and simulation techniques and contains numerous worked examples and problems.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
University College Dublin, Ireland
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Buch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Statistical and Probabilistic Methods in Actuarial Science covers many of the diverse methods in applied probability and statistics for students aspiring to careers in insurance, actuarial science, and finance. The book builds on students' existing knowledge of probability and statistics by establishing a solid and thorough understanding of these methods. It also emphasizes the wide variety of practical situations in insurance and actuarial science where these techniques may be used. Although some chapters are linked, several can be studied independently from the others. The first chapter introduces claims reserving via the deterministic chain ladder technique. The next few chapters survey loss distributions, risk models in a fixed period of time, and surplus processes, followed by an examination of credibility theory in which collateral and sample information are brought together to provide reasonable methods of estimation. In the subsequent chapter, experience rating via no claim discount schemes for motor insurance provides an interesting application of Markov chain methods. The final chapters discuss generalized linear models and decision and game theory. Developed by an author with many years of teaching experience, this text presents an accessible, sound foundation in both the theory and applications of actuarial science. It encourages students to use the statistical software package R to check examples and solve problems. 368 pp. Englisch. N° de réf. du vendeur 9781584886952
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Philip J. BolandStatistical and Probabilistic Methods in Actuarial Science covers many of the diverse methods in applied probability and statistics for students aspiring to careers in insurance, actuarial science, and finance. The book builds . N° de réf. du vendeur 596345121
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