Actuarial Modelling Of Claim Counts
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Actuarial Modelling Of Claim Counts
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Author : Michel Denuit
language : en
Publisher: John Wiley & Sons
Release Date : 2007-07-27
Actuarial Modelling Of Claim Counts written by Michel Denuit and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-07-27 with Mathematics categories.
There are a wide range of variables for actuaries to consider when calculating a motorist’s insurance premium, such as age, gender and type of vehicle. Further to these factors, motorists’ rates are subject to experience rating systems, including credibility mechanisms and Bonus Malus systems (BMSs). 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.
Computation And Modelling In Insurance And Finance
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Author : Erik Bølviken
language : en
Publisher: Cambridge University Press
Release Date : 2014-04-10
Computation And Modelling In Insurance And Finance written by Erik Bølviken and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-04-10 with Business & Economics categories.
This practical introduction outlines methods for analysing actuarial and financial risk at a fairly elementary mathematical level suitable for graduate students, actuaries and other analysts in the industry who could use simulation as a problem solver. Numerous exercises with R-code illustrate the text.
Generalized Linear Models For Insurance Rating
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Author : Mark Goldburd
language : en
Publisher:
Release Date : 2016-06-08
Generalized Linear Models For Insurance Rating written by Mark Goldburd and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-06-08 with categories.
A Multivariate Claim Count Model For Applications In Insurance
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Author : Daniela Anna Selch
language : en
Publisher: Springer
Release Date : 2018-08-31
A Multivariate Claim Count Model For Applications In Insurance written by Daniela Anna Selch and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-08-31 with Mathematics categories.
This monograph presents a time-dynamic model for multivariate claim counts in actuarial applications. Inspired by real-world claim arrivals, the model balances interesting stylized facts (such as dependence across the components, over-dispersion and the clustering of claims) with a high level of mathematical tractability (including estimation, sampling and convergence results for large portfolios) and can thus be applied in various contexts (such as risk management and pricing of (re-)insurance contracts). The authors provide a detailed analysis of the proposed probabilistic model, discussing its relation to the existing literature, its statistical properties, different estimation strategies as well as possible applications and extensions. Actuaries and researchers working in risk management and premium pricing will find this book particularly interesting. Graduate-level probability theory, stochastic analysis and statistics are required.
Nonlife Actuarial Models
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Author : Yiu-Kuen Tse
language : en
Publisher: Cambridge University Press
Release Date : 2023-05-25
Nonlife Actuarial Models written by Yiu-Kuen Tse and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-05-25 with Business & Economics categories.
An updated edition of the invaluable textbook on the concepts and practical application of nonlife actuarial models.
Reinsurance
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Author : Hansjörg Albrecher
language : en
Publisher: John Wiley & Sons
Release Date : 2017-11-06
Reinsurance written by Hansjörg Albrecher and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-11-06 with Mathematics categories.
Reinsurance: Actuarial and Statistical Aspects provides a survey of both the academic literature in the field as well as challenges appearing in reinsurance practice and puts the two in perspective. The book is written for researchers with an interest in reinsurance problems, for graduate students with a basic knowledge of probability and statistics as well as for reinsurance practitioners. The focus of the book is on modelling together with the statistical challenges that go along with it. The discussed statistical approaches are illustrated alongside six case studies of insurance loss data sets, ranging from MTPL over fire to storm and flood loss data. Some of the presented material also contains new results that have not yet been published in the research literature. An extensive bibliography provides readers with links for further study.
Regression Modeling With Actuarial And Financial Applications
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Author : Edward W. Frees
language : en
Publisher: Cambridge University Press
Release Date : 2010
Regression Modeling With Actuarial And Financial Applications written by Edward W. Frees and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with Business & Economics categories.
This book teaches multiple regression and time series and how to use these to analyze real data in risk management and finance.
Actuarial Models
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Author : Vladimir I. Rotar
language : en
Publisher: CRC Press
Release Date : 2014-08-18
Actuarial Models written by Vladimir I. Rotar and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-08-18 with Business & Economics categories.
Actuarial Models: The Mathematics of Insurance, Second Edition thoroughly covers the basic models of insurance processes. It also presents the mathematical frameworks and methods used in actuarial modeling. This second edition provides an even smoother, more robust account of the main ideas and models, preparing students to take exams of the Societ
Encyclopedia Of Quantitative Risk Analysis And Assessment
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Author :
language : en
Publisher: John Wiley & Sons
Release Date : 2008-09-02
Encyclopedia Of Quantitative Risk Analysis And Assessment written by and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-09-02 with Mathematics categories.
Leading the way in this field, the Encyclopedia of Quantitative Risk Analysis and Assessment is the first publication to offer a modern, comprehensive and in-depth resource to the huge variety of disciplines involved. A truly international work, its coverage ranges across risk issues pertinent to life scientists, engineers, policy makers, healthcare professionals, the finance industry, the military and practising statisticians. Drawing on the expertise of world-renowned authors and editors in this field this title provides up-to-date material on drug safety, investment theory, public policy applications, transportation safety, public perception of risk, epidemiological risk, national defence and security, critical infrastructure, and program management. This major publication is easily accessible for all those involved in the field of risk assessment and analysis. For ease-of-use it is available in print and online.
Generalized Linear Models For Insurance Data
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Author : Piet de Jong
language : en
Publisher: Cambridge University Press
Release Date : 2008-02-28
Generalized Linear Models For Insurance Data written by Piet de Jong and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-02-28 with Business & Economics categories.
This is the only book actuaries need to understand generalized linear models (GLMs) for insurance applications. GLMs are used in the insurance industry to support critical decisions. Until now, no text has introduced GLMs in this context or addressed the problems specific to insurance data. Using insurance data sets, this practical, rigorous book treats GLMs, covers all standard exponential family distributions, extends the methodology to correlated data structures, and discusses recent developments which go beyond the GLM. The issues in the book are specific to insurance data, such as model selection in the presence of large data sets and the handling of varying exposure times. Exercises and data-based practicals help readers to consolidate their skills, with solutions and data sets given on the companion website. Although the book is package-independent, SAS code and output examples feature in an appendix and on the website. In addition, R code and output for all the examples are provided on the website.