Nonlife Actuarial Models
portes grátis
Nonlife Actuarial Models
Theory, Methods and Evaluation
Tse, Yiu-Kuen
Cambridge University Press
05/2023
550
Dura
Inglês
9781009315074
15 a 20 dias
Descrição não disponível.
Preface; Notation and convention; Part I. Loss Models: 1. Claim-frequency distribution; 2. Claim-severity distribution; 3. Aggregate-loss models; Part II. Risk and Ruin: 4. Risk measures; 5. Ruin theory; Part III. Credibility: 6. Classical credibility; 7. Buehlmann credibility; 8. Bayesian approach; 9. Empirical implementation of credibility; Part IV. Model Construction and Evaluation: 10. Model estimation and types of data; 11. Nonparametric model estimation; 12. Parametric model estimation; 13. Model evaluation and selection; 14. Basic Monte Carlo methods; 15. Applications of Monte Carlo methods; Part V. Loss reserving and ratemaking: 16. Loss reserving; 17. Ratemaking; Appendix: review of statistics; Answers to Exercises; References; Index.
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Preface; Notation and convention; Part I. Loss Models: 1. Claim-frequency distribution; 2. Claim-severity distribution; 3. Aggregate-loss models; Part II. Risk and Ruin: 4. Risk measures; 5. Ruin theory; Part III. Credibility: 6. Classical credibility; 7. Buehlmann credibility; 8. Bayesian approach; 9. Empirical implementation of credibility; Part IV. Model Construction and Evaluation: 10. Model estimation and types of data; 11. Nonparametric model estimation; 12. Parametric model estimation; 13. Model evaluation and selection; 14. Basic Monte Carlo methods; 15. Applications of Monte Carlo methods; Part V. Loss reserving and ratemaking: 16. Loss reserving; 17. Ratemaking; Appendix: review of statistics; Answers to Exercises; References; Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
