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Modern actuarial risk theory


Foto: Modern actuarial risk theory
Rubriek: Textual/Printed/Reference Materials - Boek
Prijs: 99.99
Rating: 3.5/5
Verzending:
Uiterlijk 16 oktober in huis


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Omschrijving:

Modern Actuarial Risk Theory 2e editie is een boek van Rob Kaas uitgegeven bij Springer. ISBN 9783642034077

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.





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Product specificaties:

Taal: en

Bindwijze: Paperback

Oorspronkelijke releasedatum: 30 september 2009

Aantal pagina's: 382

Illustraties: Nee

Hoofdauteur: Rob Kaas

Tweede Auteur: Marc Goovaerts

Co Auteur: Michel Denuit

Hoofduitgeverij: Springer-Verlag Berlin and Heidelberg GmbH & Co. K

Originele titel: Modern Actuarial Risk Theory

Editie: 2

Extra groot lettertype: Nee

Product breedte: 159 mm

Product hoogte: 27 mm

Product lengte: 239 mm

Studieboek: Ja

Verpakking breedte: 144 mm

Verpakking hoogte: 24 mm

Verpakking lengte: 233 mm

Verpakkingsgewicht: 670 g

EAN: 9783642034077