Computational Actuarial Science with R - Rilegato

Libro 11 di 73: Chapman & Hall/CRC The R
 
9781466592599: Computational Actuarial Science with R
Rilegato
ISBN 10: 1466592591 ISBN 13: 9781466592599
Casa editrice: Chapman and Hall/CRC, 2014

Sinossi

A Hands-On Approach to Understanding and Using Actuarial Models

Computational Actuarial Science with R provides an introduction to the computational aspects of actuarial science. Using simple R code, the book helps you understand the algorithms involved in actuarial computations. It also covers more advanced topics, such as parallel computing and C/C++ embedded codes.

After an introduction to the R language, the book is divided into four parts. The first one addresses methodology and statistical modeling issues. The second part discusses the computational facets of life insurance, including life contingencies calculations and prospective life tables. Focusing on finance from an actuarial perspective, the next part presents techniques for modeling stock prices, nonlinear time series, yield curves, interest rates, and portfolio optimization. The last part explains how to use R to deal with computational issues of nonlife insurance.

Taking a do-it-yourself approach to understanding algorithms, this book demystifies the computational aspects of actuarial science. It shows that even complex computations can usually be done without too much trouble. Datasets used in the text are available in an R package (CASdatasets).

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Informazioni sull?autore

Arthur Charpentier is a professor of actuarial science at the University of Québec at Montréal. He is a fellow of the French Institute of Actuaries and holds a PhD in applied mathematics from K.U. Leuven. Dr. Charpentier is the co-author of two textbooks on mathematical models of nonlife insurance and has published several articles in peer-reviewed journals. He is also the editor of the blog freakonometrics.hypotheses.org

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Editore
Chapman and Hall/CRC
Data di pubblicazione
2014
Lingua
Inglese
ISBN 10 
1466592591
ISBN 13 
9781466592599
Rilegatura
Copertina rigida
Numero edizione
1
Numero di pagine
650
Redattore
Charpentier Arthur
Contatto del produttore
non disponibile
Persona responsabile
gpsr@libri.de
gpsr@libri.de

Friedensallee 273
Hamburg
22763
Germania

Altre edizioni note dello stesso titolo

9781138033788: Computational Actuarial Science with R

Edizione in evidenza

ISBN 10:  1138033782 ISBN 13:  9781138033788
Casa editrice: Routledge, 2016
Brossura