Actuarial Modelling of Claim Counts: Risk Classification, Credibility and Bonus-Malus Systems (eng)
Language: English
Published by Wiley-Interscience, 2007
- Hardcover
- New
Seller: Brook Bookstore On Demand, Napoli, NA, ItalyBrook Bookstore On Demand
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- Title
- Actuarial Modelling of Claim Counts: Risk Classification, Credibility and Bonus-Malus Systems (eng)
- Author
- Marechal, Xavier
- Publisher
- Wiley-Interscience
- Publication year
- 2007
- Condition
- new
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0470026774
- ISBN 13
- 9780470026779
- Item weight
- 0.86 kilograms
Actuarial Modelling of Claim Counts presents a comprehensive treatment of the various experience rating systems and their relationships with risk classification. The authors summarize the most recent developments in the field, presenting ratemaking systems, whilst taking into account exogenous information.
The text:
- Offers the first self-contained, practical approach to a priori and a posteriori ratemaking in motor insurance.
- Discusses the issues of claim frequency and claim severity, multi-event systems, and the combinations of deductibles and BMSs.
- Introduces recent developments in actuarial science and exploits the generalised linear model and generalised linear mixed model to achieve risk classification.
- Presents credibility mechanisms as refinements of commercial BMSs.
- Provides practical applications with real data sets processed with SAS software.
Actuarial Modelling of Claim Counts is essential reading for students in actuarial science, as well as practicing and academic actuaries. It is also ideally suited for professionals involved in the insurance industry, applied mathematicians, quantitative economists, financial engineers and statisticians.
"Synopsis" may belong to another edition of this title.
About the Author
Michel Denuit is Professor of Statistics and Actuarial Science at the Université Catholique de Louvain, Belgium. His major fields of research are risk theory and stochastic inequalities. He has (co-)authored numerous articles that have appeared in applied and theoretical journals and served as member of the editorial board for several journals (including Insurance: Mathematics and Economics). He is a section editor on Wiley’s Encyclopedia of Actuarial Science, and is the author of two previous books, one of them with Wiley.
Xavier Maréchal – Université Catholique de Louvain, Belgium & CEO of Reacfin, Belgium.
Sandra Pitrebois – Université Catholique de Louvain, Belgium & Secura Belgian Re, Brussels.
Jean-François Walhin – Université Catholique de Louvain, Belgium & Secura Belgian Re, Brussels
"About the title" may belong to another edition of this title.
Brook Bookstore On Demand
Napoli, NA, Italy
AbeBooks seller since October 11, 2022
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Brook Bookstore On Demand offers a wide selection of books with a continuously updated catalog and fast shipments all over the world. We hold distribution rights with all of the publishers we promote and are in continuous search of new interesting titles to propose to our customers. We are part of Brandon Group SRL (an Italian company) and all of the orders are shipped from Europe. Depending on availability orders will be picked from our different warehouses.
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