Transactions Of The 22nd International Congress Of Actuaries Sydney Australia 21 27 October 1984 Subject 4 Developments In Computer Technology And Mathematical Modelling
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Transactions Of The 22nd International Congress Of Actuaries Sydney Australia 21 27 October 1984 Subject 4 Developments In Computer Technology And Mathematical Modelling
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Author :
language : en
Publisher:
Release Date : 1984
Transactions Of The 22nd International Congress Of Actuaries Sydney Australia 21 27 October 1984 Subject 4 Developments In Computer Technology And Mathematical Modelling written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1984 with Insurance categories.
Sujet 1 Pressions Sociales Economiques Et Politiques Dans Le Domaine De L Acceptation Des Risques Et De La Definition Des Couvertures
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Author :
language : en
Publisher:
Release Date : 1984
Sujet 1 Pressions Sociales Economiques Et Politiques Dans Le Domaine De L Acceptation Des Risques Et De La Definition Des Couvertures written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1984 with Insurance categories.
Stochastic Loss Reserving Using Generalized Linear Models
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Author : Greg Taylor
language : en
Publisher:
Release Date : 2016-05-04
Stochastic Loss Reserving Using Generalized Linear Models written by Greg Taylor and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-05-04 with categories.
In this monograph, authors Greg Taylor and Gráinne McGuire discuss generalized linear models (GLM) for loss reserving, beginning with strong emphasis on the chain ladder. The chain ladder is formulated in a GLM context, as is the statistical distribution of the loss reserve. This structure is then used to test the need for departure from the chain ladder model and to consider natural extensions of the chain ladder model that lend themselves to the GLM framework.
Risk Analysis And Portfolio Modelling
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Author : Elisa Luciano
language : en
Publisher: MDPI
Release Date : 2019-10-16
Risk Analysis And Portfolio Modelling written by Elisa Luciano and has been published by MDPI this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-10-16 with Business & Economics categories.
Financial Risk Measurement is a challenging task, because both the types of risk and the techniques evolve very quickly. This book collects a number of novel contributions to the measurement of financial risk, which address either non-fully explored risks or risk takers, and does so in a wide variety of empirical contexts.
Introductory Stochastic Analysis For Finance And Insurance
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Author : X. Sheldon Lin
language : en
Publisher: John Wiley & Sons
Release Date : 2006-04-21
Introductory Stochastic Analysis For Finance And Insurance written by X. Sheldon Lin 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 2006-04-21 with Mathematics categories.
Incorporates the many tools needed for modeling and pricing infinance and insurance Introductory Stochastic Analysis for Finance and Insuranceintroduces readers to the topics needed to master and use basicstochastic analysis techniques for mathematical finance. The authorpresents the theories of stochastic processes and stochasticcalculus and provides the necessary tools for modeling and pricingin finance and insurance. Practical in focus, the book's emphasisis on application, intuition, and computation, rather thantheory. Consequently, the text is of interest to graduate students,researchers, and practitioners interested in these areas. While thetext is self-contained, an introductory course in probabilitytheory is beneficial to prospective readers. This book evolved from the author's experience as an instructor andhas been thoroughly classroom-tested. Following an introduction,the author sets forth the fundamental information and tools neededby researchers and practitioners working in the financial andinsurance industries: * Overview of Probability Theory * Discrete-Time stochastic processes * Continuous-time stochastic processes * Stochastic calculus: basic topics The final two chapters, Stochastic Calculus: Advanced Topics andApplications in Insurance, are devoted to more advanced topics.Readers learn the Feynman-Kac formula, the Girsanov's theorem, andcomplex barrier hitting times distributions. Finally, readersdiscover how stochastic analysis and principles are applied inpractice through two insurance examples: valuation of equity-linkedannuities under a stochastic interest rate environment andcalculation of reserves for universal life insurance. Throughout the text, figures and tables are used to help simplifycomplex theory and pro-cesses. An extensive bibliography opens upadditional avenues of research to specialized topics. Ideal for upper-level undergraduate and graduate students, thistext is recommended for one-semester courses in stochastic financeand calculus. It is also recommended as a study guide forprofessionals taking Causality Actuarial Society (CAS) and Societyof Actuaries (SOA) actuarial examinations.
Comparative Quantification Of Health Risks Sexual And Reproductive Health
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Author : Majid Ezzati
language : en
Publisher: World Health Organization
Release Date : 2004
Comparative Quantification Of Health Risks Sexual And Reproductive Health written by Majid Ezzati and has been published by World Health Organization this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with CD-ROMs categories.
Provides a comprehensive assessment of the scientific evidence on prevalence and the resulting health effects of a range of exposures that are know to be hazardous to human health, including childhood and maternal undernutrition, nutritional and physiological risk factors for adult health, addictive substances, sexual and reproductive health risks, and risks in the physical environments of households and communities, as well as among workers. This book is the culmination of over four years of scientific equiry and data collection, know as the comparative risk assessment (CRA) project.
Risk Ruin And Survival
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Author : Ricardas Zitikis
language : en
Publisher: MDPI
Release Date : 2020-04-02
Risk Ruin And Survival written by Ricardas Zitikis and has been published by MDPI this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-04-02 with Business & Economics categories.
Developing techniques for assessing various risks and calculating probabilities of ruin and survival are exciting topics for mathematically-inclined academics. For practicing actuaries and financial engineers, the resulting insights have provided enormous opportunities but also created serious challenges to overcome, thus facilitating closer cooperation between industries and academic institutions. In this book, several renown researchers with extensive interdisciplinary research experiences share their thoughts that, in one way or another, contribute to the betterment of practice and theory of decision making under uncertainty. Behavioral, cultural, mathematical, and statistical aspects of risk assessment and modelling have been explored, and have been often illustrated using real and simulated data. Topics range from financial and insurance risks to security-type risks, from one-dimensional to multi- and even infinite-dimensional risks. The articles in the book were written with a broad audience in mind and should provide enjoyable reading for those with university level degrees and/or those who have studied for accreditation by various actuarial and financial societies.
The Craft Of Probabilistic Modelling
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Author : J. Gani
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
The Craft Of Probabilistic Modelling written by J. Gani 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 Mathematics categories.
This book brings together the personal accounts and reflections of nineteen mathematical model-builders, whose specialty is probabilistic modelling. The reader may well wonder why, apart from personal interest, one should commission and edit such a collection of articles. There are, of course, many reasons, but perhaps the three most relevant are: (i) a philosophicaJ interest in conceptual models; this is an interest shared by everyone who has ever puzzled over the relationship between thought and reality; (ii) a conviction, not unsupported by empirical evidence, that probabilistic modelling has an important contribution to make to scientific research; and finally (iii) a curiosity, historical in its nature, about the complex interplay between personal events and the development of a field of mathematical research, namely applied probability. Let me discuss each of these in turn. Philosophical Abstraction, the formation of concepts, and the construction of conceptual models present us with complex philosophical problems which date back to Democritus, Plato and Aristotle. We have all, at one time or another, wondered just how we think; are our thoughts, concepts and models of reality approxim&tions to the truth, or are they simply functional constructs helping us to master our environment? Nowhere are these problems more apparent than in mathematical model ling, where idealized concepts and constructions replace the imperfect realities for which they stand.
Renewing U S Mathematics
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Author : National Research Council
language : en
Publisher: National Academies Press
Release Date : 1990-02-01
Renewing U S Mathematics written by National Research Council and has been published by National Academies Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990-02-01 with Mathematics categories.
As requested by the National Science Foundation (NSF) and the Interagency Committee for Extramural Mathematics Programs (ICEMAP), this report updates the 1984 Report known as the "David Report." Specifically, the charge directed the committee to (1) update that report, describing the infrastructure and support for U.S. mathematical sciences research; (2) assess trends and progress over the intervening five years against the recommendations of the 1984 Report; (3) briefly assess the field scientifically and identify significant opportunities for research, including cross-disciplinary collaboration; and (4) make appropriate recommendations designed to ensure that U.S. mathematical sciences research will meet national needs in coming years. Of the several components of the mathematical sciences community requiring action, its wellspring--university research departments--is the primary focus of this report. The progress and promise of research--described in the 1984 Report relative to theoretical development, new applications, and the refining and deepening of old applications--have if anything increased since 1984, making mathematics research ever more valuable to other sciences and technology. Although some progress has been made since 1984 in the support for mathematical sciences research, the goals set in the 1984 Report have not been achieved. Practically all of the increase in funding has gone into building the infractructure, which had deteriorated badly by 1984. While graduate and postdoctoral research, computer facilities, and new institutes have benefited from increased resources, some of these areas are still undersupported by the standards of other sciences. And in the area of research support for individual investigators, almost no progress has been made. A critical storage of qualified mathematical sciences researchers still looms, held at bay for the moment by a large influx of foreign researchers, an uncertain solution in the longer term. While government has responded substantially to the 1984 Report's recommendations, particularly in the support of infrastructure, the universities generally have not, so that the academic foundations of the mathematical sciences research enterprise are as shaky now as in 1984. The greatet progress has been made in the mathematics sciences community, whose members have shown a growing awareness of the problems confronting their discipline and increased interest in dealing with the problems, particularly in regard to communication with the public and government agencies and involvement in education. (AA)
Actuaries In Government
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Author :
language : en
Publisher:
Release Date : 1982
Actuaries In Government written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1982 with Actuaries categories.