Computational Actuarial Science with R (Chapman & Hall/CRC The R Series)

ISBN 10: 1138033782 / ISBN 13: 9781138033788

Edité par Routledge, 2016

A propos de cet article

The book is in good condition with all pages and cover intact, including the dust jacket if originally issued. The spine may show light wear. Pages may contain some notes or highlighting, and there might be a "From the library of" label. Boxed set packaging, shrink wrap, or included media like CDs may be missing.

N° de réf. du vendeur BSM.L7AU

Détails bibliographiques

• Titre: Computational Actuarial Science with R (Chapman & Hall/CRC The R Series)
• Éditeur: Routledge
• Date de parution: 2016
• Langue: anglais
• ISBN à 10 chiffres: 1138033782
• ISBN à 13 chiffres: 9781138033788
• Reliure: Couverture souple
• État de l'article: good

A propos de ce titre

Synopsis

A Hands-On Approach to Understanding and Using Actuarial Models

Computational Actuarial Science with R provides an introduction to the computational aspects of actuarial science. Using simple R code, the book helps you understand the algorithms involved in actuarial computations. It also covers more advanced topics, such as parallel computing and C/C++ embedded codes.

After an introduction to the R language, the book is divided into four parts. The first one addresses methodology and statistical modeling issues. The second part discusses the computational facets of life insurance, including life contingencies calculations and prospective life tables. Focusing on finance from an actuarial perspective, the next part presents techniques for modeling stock prices, nonlinear time series, yield curves, interest rates, and portfolio optimization. The last part explains how to use R to deal with computational issues of nonlife insurance.

Taking a do-it-yourself approach to understanding algorithms, this book demystifies the computational aspects of actuarial science. It shows that even complex computations can usually be done without too much trouble. Datasets used in the text are available in an R package (CASdatasets).

À propos de l?auteur

Arthur Charpentier is a professor of actuarial science at the University of Québec at Montréal. He is a fellow of the French Institute of Actuaries and holds a PhD in applied mathematics from K.U. Leuven. Dr. Charpentier is the co-author of two textbooks on mathematical models of nonlife insurance and has published several articles in peer-reviewed journals. He is also the editor of the blog freakonometrics.hypotheses.org