Modern Actuarial Risk Theory
Language: English
Published by Springer Berlin Heidelberg, 2008
- Hardcover
- New
Seller: moluna, Greven, Germanymoluna
AbeBooks seller since July 9, 2020
Condition: New
£ 121.48
Quantity: Over 20 available
Add to basketItem description from seller
Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Reflects the state of the art in actuarial risk theoryUses R, the de facto standard for statistical computation, for the illustration of the techniques appliedPresents practical paradigms in insurance as well as numerous exercises .
Seller Inventory # 4899106
- Title
- Modern Actuarial Risk Theory
- Author
- Rob Kaas|Marc Goovaerts|Jan Dhaene|Michel Denuit
- Publisher
- Springer Berlin Heidelberg
- Publication year
- 2008
- Condition
- New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 3540709924
- ISBN 13
- 9783540709923
- Edition
- 2nd Edition
- Seller catalogs
- Sozialwissenschaften/Recht/Wirtschaft
Modern Actuarial Risk Theory contains what every actuary needs to know about non-life insurance mathematics. It starts with the standard material like utility theory, individual and collective model and basic ruin theory. Other topics are risk measures and premium principles, bonus-malus systems, ordering of risks and credibility theory. It also contains some chapters about Generalized Linear Models, applied to rating and IBNR problems. As to the level of the mathematics, the book would fit in a bachelors or masters program in quantitative economics or mathematical statistics. This second and much expanded edition emphasizes the implementation of these techniques through the use of R. This free but incredibly powerful software is rapidly developing into the de facto standard for statistical computation, not just in academic circles but also in practice. With R, one can do simulations, find maximum likelihood estimators, compute distributions by inverting transforms, and much more.
"Synopsis" may belong to another edition of this title.
From the Back Cover
Modern Actuarial Risk Theory contains what every actuary needs to know about non-life insurance mathematics. It starts with the standard material like utility theory, individual and collective model and basic ruin theory. Other topics are risk measures and premium principles, bonus-malus systems, ordering of risks and credibility theory. It also contains some chapters about Generalized Linear Models, applied to rating and IBNR problems. As to the level of the mathematics, the book would fit in a bachelors or masters program in quantitative economics or mathematical statistics.
This second and much expanded edition emphasizes the implementation of these techniques through the use of R. This free but incredibly powerful software is rapidly developing into the de facto standard for statistical computation, not just in academic circles but also in practice. With R, one can do simulations, find maximum likelihood estimators, compute distributions by inverting transforms, and much more.
"About the title" may belong to another edition of this title.
Shipping rates from Germany to U.S.A.
| Item | 16 to 45 business days | 16 to 45 business days |
|---|---|---|
| First item | £ 42.09 | £ 42.09 |
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