Modern Actuarial Risk Theory
DOWNLOAD
Download Modern Actuarial Risk Theory PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Modern Actuarial Risk Theory book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Modern Actuarial Risk Theory
DOWNLOAD
Author : Rob Kaas
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-12-03
Modern Actuarial Risk Theory written by Rob Kaas and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-12-03 with Business & Economics categories.
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.
Modern Actuarial Theory And Practice Second Edition
DOWNLOAD
Author : Philip Booth
language : en
Publisher: CRC Press
Release Date : 2004-12-28
Modern Actuarial Theory And Practice Second Edition written by Philip Booth and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-12-28 with Mathematics categories.
In the years since the publication of the best-selling first edition, the incorporation of ideas and theories from the rapidly growing field of financial economics has precipitated considerable development of thinking in the actuarial profession. Modern Actuarial Theory and Practice, Second Edition integrates those changes and presents an up-to-date, comprehensive overview of UK and international actuarial theory, practice and modeling. It describes all of the traditional areas of actuarial activity, but in a manner that highlights the fundamental principles of actuarial theory and practice as well as their economic, financial, and statistical foundations.
Actuarial Theory For Dependent Risks
DOWNLOAD
Author : Michel Denuit
language : en
Publisher: John Wiley & Sons
Release Date : 2006-05-01
Actuarial Theory For Dependent Risks 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 2006-05-01 with Business & Economics categories.
The increasing complexity of insurance and reinsurance products has seen a growing interest amongst actuaries in the modelling of dependent risks. For efficient risk management, actuaries need to be able to answer fundamental questions such as: Is the correlation structure dangerous? And, if yes, to what extent? Therefore tools to quantify, compare, and model the strength of dependence between different risks are vital. Combining coverage of stochastic order and risk measure theories with the basics of risk management and stochastic dependence, this book provides an essential guide to managing modern financial risk. * Describes how to model risks in incomplete markets, emphasising insurance risks. * Explains how to measure and compare the danger of risks, model their interactions, and measure the strength of their association. * Examines the type of dependence induced by GLM-based credibility models, the bounds on functions of dependent risks, and probabilistic distances between actuarial models. * Detailed presentation of risk measures, stochastic orderings, copula models, dependence concepts and dependence orderings. * Includes numerous exercises allowing a cementing of the concepts by all levels of readers. * Solutions to tasks as well as further examples and exercises can be found on a supporting website. An invaluable reference for both academics and practitioners alike, Actuarial Theory for Dependent Risks will appeal to all those eager to master the up-to-date modelling tools for dependent risks. The inclusion of exercises and practical examples makes the book suitable for advanced courses on risk management in incomplete markets. Traders looking for practical advice on insurance markets will also find much of interest.
Practical Risk Theory For Actuaries
DOWNLOAD
Author : C.D. Daykin
language : en
Publisher: CRC Press
Release Date : 1993-12-01
Practical Risk Theory For Actuaries written by C.D. Daykin and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993-12-01 with Mathematics categories.
This classic textbook covers all aspects of risk theory in a practical way. It builds on from the late R.E. Beard's extremely popular book Risk Theory, but features more emphasis on simulation and modeling and on the use of risk theory as a practical tool. Practical Risk Theory is a textbook for practicing and student actuaries on the practical aspects of stochastic modeling of the insurance business. It has its roots in the classical theory of risk but introduces many new elements that are important in managing the insurance business but are usually ignored in the classical theory. The authors avoid overcomplicated mathematics and provide an abundance of diagrams.
Modern Actuarial Risk Theory
DOWNLOAD
Author :
language : en
Publisher: Springer
Release Date : 2004
Modern Actuarial Risk Theory written by and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Business & Economics categories.
Apart from standard actuarial theory, Modern Actuarial Risk Theory contains methods that are relevant for actuarial practice, for instance the rating of automobile insurance policies, premium principles and IBNR models, as well as generalized linear models with an eye on actuarial applications. Furthermore extensive introductions are given to credibility theory and ordering of risks. The book reflects the state of the art in actuarial risk theory. In addition to some chapters which are compatible with official material of actuarial education in North-America, Europe and other parts of the world, the book contains important material on topics that are relevant for recent insurance and actuarial developments including determining solvency measures, fair-value computations, reserving, ranking of risks, modelling dependencies and the use of generalized linear models. Basic ideas on risk measures in the framework of insurance premiums are also considered. The numerous exercises contained in Modern Actuarial Risk Theory, together with the hints for solving the more difficult ones and the numerical answers to many others, make the book useful as a textbook. Some important practical paradigms in insurance are presented in a way that is appealing to actuaries in their daily business. The mathematical background assumed is on a level such as acquired in the first stage of a bachelors program in quantitative economics or mathematical statistics.
Modern Actuarial Risk Theory
DOWNLOAD
Author : Rob Kaas
language : en
Publisher: Springer
Release Date : 2009-09-10
Modern Actuarial Risk Theory written by Rob Kaas and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-09-10 with Business & Economics categories.
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.
Risk Theory
DOWNLOAD
Author : Hanspeter Schmidli
language : en
Publisher: Springer
Release Date : 2018-04-04
Risk Theory written by Hanspeter Schmidli and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-04-04 with Business & Economics categories.
This book provides an overview of classical actuarial techniques, including material that is not readily accessible elsewhere such as the Ammeter risk model and the Markov-modulated risk model. Other topics covered include utility theory, credibility theory, claims reserving and ruin theory. The author treats both theoretical and practical aspects and also discusses links to Solvency II. Written by one of the leading experts in the field, these lecture notes serve as a valuable introduction to some of the most frequently used methods in non-life insurance. They will be of particular interest to graduate students, researchers and practitioners in insurance, finance and risk management.
Mathematical Methods In Risk Theory
DOWNLOAD
Author : Hans Bühlmann
language : en
Publisher: Springer Science & Business Media
Release Date : 2005-10-06
Mathematical Methods In Risk Theory written by Hans Bühlmann and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-10-06 with Mathematics categories.
From the reviews: "The huge literature in risk theory has been carefully selected and supplemented by personal contributions of the author, many of which appear here for the first time. The result is a systematic and very readable book, which takes into account the most recent developments of the field. It will be of great interest to the actuary as well as to the statistician . . ." -- Math. Reviews Vol. 43
Solutions Manual For Actuarial Mathematics For Life Contingent Risks
DOWNLOAD
Author : David C. M. Dickson
language : en
Publisher: Cambridge University Press
Release Date : 2012-03-26
Solutions Manual For Actuarial Mathematics For Life Contingent Risks written by David C. M. Dickson 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 2012-03-26 with Business & Economics categories.
"This manual presents solutions to all exercises from Actuarial Mathematics for Life Contingent Risks (AMLCR) by David C.M. Dickson, Mary R. Hardy, Howard Waters; Cambridge University Press, 2009. ISBN 9780521118255"--Pref.
Regression Modeling With Actuarial And Financial Applications
DOWNLOAD
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.