Multi Period Aggregate Loss Distributions For A Life Portfolio
DOWNLOAD
Download Multi Period Aggregate Loss Distributions For A Life Portfolio PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Multi Period Aggregate Loss Distributions For A Life Portfolio 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
Multi Period Aggregate Loss Distributions For A Life Portfolio
DOWNLOAD
Author : David C. M. Dickson
language : en
Publisher:
Release Date : 1998
Multi Period Aggregate Loss Distributions For A Life Portfolio written by David C. M. Dickson and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with Insurance claims categories.
Actuarial Modelling Of Claim Counts
DOWNLOAD
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.
Insurance Risk And Ruin
DOWNLOAD
Author : David C. M. Dickson
language : en
Publisher: Cambridge University Press
Release Date : 2016-10-27
Insurance Risk And Ruin 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 2016-10-27 with Business & Economics categories.
Balancing rigor and intuition, the new edition of this first course in risk theory has added exercises and expands on contemporary topics.
Encyclopedia Of Actuarial Science
DOWNLOAD
Author : Jef L. Teugels
language : en
Publisher:
Release Date : 2004
Encyclopedia Of Actuarial Science written by Jef L. Teugels and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Actuarial science categories.
"The Encyclopedia of Actuarial Science presents a timely and comprehensive body of knowledge designed to serve as an essential reference for the actuarial profession and all related business and financial activities, as well as researchers and students in actuarial science and related areas. Drawing on the experience of leading international editors and authors from industry and academic research the encyclopedia provides an authoritative exposition of both quantitative methods and practical aspects of actuarial science and insurance. The cross-disciplinary nature of the work is reflected not only in its coverage of key concepts from business, economics, risk, probability theory and statistics but also by the inclusion of supporting topics such as demography, genetics, operations research and informatics. Visit the encyclopedia's website where you can gain access to further resources and freely available sample articles: www.wileyeurope.com/eoas." -- Publisher.
Credit Correlation
DOWNLOAD
Author : Alexander Lipton
language : en
Publisher: World Scientific
Release Date : 2008
Credit Correlation written by Alexander Lipton and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Business & Economics categories.
The recent growth of credit derivatives has been explosive. The global credit derivatives market grew in notional value from $1 trillion to $20 trillion from 2000 to 2006. However, understanding the true nature of these instruments still poses both theoretical and practical challenges. For a long time now, the framework of Gaussian copulas parameterized by correlation, and more recently base correlation, has provided an adequate, if unintuitive, description of the market. However, the increased liquidity in credit indices and index tranches, as well as the proliferation of exotic instruments such as forward starting tranches, options on tranches, leveraged super senior tranches, and the like, have made it imperative to come up with models that describe market reality better.This book, originally and concurrently published in the International Journal of Theoretical and Applied Finance, Vol. 10, No. 4, 2007, agrees that base correlation has outlived its usefulness; opinions of how to replace it, however, are divided. Both the top-down and bottom-up approaches for describing the dynamics of credit baskets are presented, and pro and contra arguments are put forward. Readers will decide which direction is the most promising one at the moment. However, it is hoped that, in the near future, models that transcend base correlation will be proposed and accepted by the market.
Safety Reliability Risk And Life Cycle Performance Of Structures And Infrastructures
DOWNLOAD
Author : George Deodatis
language : en
Publisher: CRC Press
Release Date : 2014-02-10
Safety Reliability Risk And Life Cycle Performance Of Structures And Infrastructures written by George Deodatis and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-02-10 with Technology & Engineering categories.
Safety, Reliability, Risk and Life-Cycle Performance of Structures and Infrastructures contains the plenary lectures and papers presented at the 11th International Conference on STRUCTURAL SAFETY AND RELIABILITY (ICOSSAR2013, New York, NY, USA, 16-20 June 2013), and covers major aspects of safety, reliability, risk and life-cycle performance of str
Encyclopedia Of Quantitative Risk Analysis And Assessment
DOWNLOAD
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.
Ratings Rating Agencies And The Global Financial System
DOWNLOAD
Author : Richard M. Levich
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Ratings Rating Agencies And The Global Financial System written by Richard M. Levich 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 2012-12-06 with Business & Economics categories.
Ratings, Rating Agencies and the Global Financial System brings together the research of economists at New York University and the University of Maryland, along with those from the private sector, government bodies, and other universities. The first section of the volume focuses on the historical origins of the credit rating business and its present day industrial organization structure. The second section presents several empirical studies crafted largely around individual firm-level or bank-level data. These studies examine (a) the relationship between ratings and the default and recovery experience of corporate borrowers, (b) the comparability of credit ratings made by domestic and foreign rating agencies, and (c) the usefulness of financial market indicators for rating banks, among other topics. In the third section, the record of sovereign credit ratings in predicting financial crises and the reaction of financial markets to changes in credit ratings is examined. The final section of the volume emphasizes policy issues now facing regulators and credit rating agencies.
Computational Actuarial Science With R
DOWNLOAD
Author : Arthur Charpentier
language : en
Publisher: CRC Press
Release Date : 2014-08-26
Computational Actuarial Science With R written by Arthur Charpentier and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-08-26 with Business & Economics categories.
A Hands-On Approach to Understanding and Using Actuarial ModelsComputational 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/
Loss Models
DOWNLOAD
Author : Stuart A. Klugman
language : en
Publisher: John Wiley & Sons
Release Date : 2012-09-19
Loss Models written by Stuart A. Klugman 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 2012-09-19 with Business & Economics categories.
Praise for the Third Edition "This book provides in-depth coverage of modelling techniques used throughout many branches of actuarial science. . . . The exceptional high standard of this book has made it a pleasure to read." —Annals of Actuarial Science Newly organized to focus exclusively on material tested in the Society of Actuaries' Exam C and the Casualty Actuarial Society's Exam 4, Loss Models: From Data to Decisions, Fourth Edition continues to supply actuaries with a practical approach to the key concepts and techniques needed on the job. With updated material and extensive examples, the book successfully provides the essential methods for using available data to construct models for the frequency and severity of future adverse outcomes. The book continues to equip readers with the tools needed for the construction and analysis of mathematical models that describe the process by which funds flow into and out of an insurance system. Focusing on the loss process, the authors explore key quantitative techniques including random variables, basic distributional quantities, and the recursive method, and discuss techniques for classifying and creating distributions. Parametric, non-parametric, and Bayesian estimation methods are thoroughly covered along with advice for choosing an appropriate model. New features of this Fourth Edition include: Expanded discussion of working with large data sets, now including more practical elements of constructing decrement tables Added coverage of methods for simulating several special situations An updated presentation of Bayesian estimation, outlining conjugate prior distributions and the linear exponential family as well as related computational issues Throughout the book, numerous examples showcase the real-world applications of the presented concepts, with an emphasis on calculations and spreadsheet implementation. A wealth of new exercises taken from previous Exam C/4 exams allows readers to test their comprehension of the material, and a related FTP site features the book's data sets. Loss Models, Fourth Edition is an indispensable resource for students and aspiring actuaries who are preparing to take the SOA and CAS examinations. The book is also a valuable reference for professional actuaries, actuarial students, and anyone who works with loss and risk models. To explore our additional offerings in actuarial exam preparation visit www.wiley.com/go/c4actuarial .