Articoli correlati a Loss Models: From Data To Decisions

9780471215776: Loss Models: From Data To Decisions
Rilegato
ISBN 10: 0471215775 ISBN 13: 9780471215776
Casa editrice: Wiley-Interscience, 2004

Sinossi

Revised, updated, and even more useful to students, teachers, and practicing professional

The First Edition of Loss Models was deemed "worthy of classical status" by the Journal of the International Statistical Institute. While retaining its predecessor?s thorough treatment of the concepts and methods of analyzing contingent events, this powerful Second Edition is updated and expanded to offer even more complete and flexible coverage of risk theory, loss distributions, and survival models.

Beginning with a framework for model building and a description of frequency and severity loss data typically available, it shows readers how to combine frequency, severity, and loss models to build aggregate loss models and credibility-based pricing models, and how to analyze loss over multiple time periods. Important features of this new edition include

  • Thorough preparation for relevant parts of preliminary examinations of the Society of Actuaries (SOA) and Casualty Actuarial Society (CAS)
  • Exercises based on past SOA and CAS exams
  • Examples using actual insurance data
  • Practical treatment of modern credibility theory
  • Data files and more from an ftp site

Loss Models, Second Edition is an important resource, providing a comprehensive, practically motivated toolkit and an excellent reference, for actuaries preparing for SOA and CAS preliminary examinations, students in actuarial science who need to understand loss and risk models, and practicing professionals involved in loss modeling

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Informazioni sull'autore

STUART A. KLUGMAN, PhD, FSA, is Principal Financial Group Professor of Actuarial Science at Drake University, Des Moines, Iowa.
HARRY H. PANJER, PhD, FSA, FCIA, HonFIA, is Professor in the Department of Statistics and Actuarial Science at the University of Waterloo, Ontario, Canada.
GORDON E. WILLMOT, PhD, FSA, FCIA, is Munich Re Professor in the Department of Statistics and Actuarial Science at the University of Waterloo.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Wiley-Interscience
Data di pubblicazione
2004
Lingua
Inglese
ISBN 10 
0471215775
ISBN 13 
9780471215776
Rilegatura
Copertina rigida
Numero edizione
2
Numero di pagine
688
Contatto del produttore
non disponibile
Persona responsabile
non disponibile