Modern Actuarial Risk Theory

Using R

AvRob Kaas,Marc Goovaerts

Inbunden, Engelska, 2008

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Beskrivning

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.

Produktinformation

Utgivningsdatum:2008-08-25
Mått:155 x 235 x 27 mm
Vikt:730 g
Format:Inbunden
Språk:Engelska
Antal sidor:382
Upplaga:2
Förlag:Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN:9783540709923

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Recensioner i media

From the reviews of the second edition: "The book gives a comprehensive survey of non-life insurance mathematics. ... Originally written for use with the actuarial science programs at the Universities of Amsterdam and Leuven, it is now in use at many other universities as well as for the non-academic actuarial education program organized by the Dutch Actuarial Society. The methods presented can not only be used in non-life insurance, but also in other branches of actuarial science, as well as in actuarial practice." (Pavel Stoynov, Zentralblatt MATH, Vol. 1148, 2008) "This book gives an introduction to non-life insurance mathematics. ... Throughout the book, the software R is used for the implementation of the techniques presented. One finds also many exercises with hints for their solution in an appendix." (F. Hofbauer, Monatshefte fur Mathematik, Vol. 161 (1), August, 2010)

Innehållsförteckning

Utility theory and insurance.- The individual risk model.- Collective risk models.- Ruin theory.- Premium principles and risk measures.- Bonus-malus systems.- Ordering of risks.- Credibility theory.- Generalized linear models.- IBNR techniques.- More on GLMs.- The 'R' in Modern ART.- Hints for the exercises.- Notes and references.