Statistical and Probabilistic Methods in Actuarial Science - Couverture rigide

Boland, Philip J.

 
9781584886952: Statistical and Probabilistic Methods in Actuarial Science
Couverture rigide
ISBN 10 : 1584886951 ISBN 13 : 9781584886952
Editeur : Chapman and Hall/CRC, 2007

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

University College Dublin, Ireland

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Chapman and Hall/CRC
Date d'édition
2007
Langue
anglais
ISBN 10 
1584886951
ISBN 13 
9781584886952
Reliure
Relié
Nombre de pages
368
Éditeur
Van Der Heijden Peter, Morgan Byron J.T., Speed Terry, Keiding Niels
Coordonnées du fabricant
non disponible
Personne responsable
non disponible

Autres éditions populaires du même titre

9781584888420: Statistical and Probabilistic Methods in Actuarial Science: Solutions to Problems

Edition présentée

ISBN 10 :  1584888423 ISBN 13 :  9781584888420
Editeur : Chapman & Hall/CRC, 2007
Couverture souple