Loss Reserving: An Actuarial Perspective

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9780792385028: Loss Reserving: An Actuarial Perspective
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All property and casualty insurers are required to carry out loss reserving as a statutory accounting function. Thus, loss reserving is an essential sphere of activity, and one with its own specialized body of knowledge. While few books have been devoted to the topic, the amount of published research literature on loss reserving has almost doubled in size during the last fifteen years.
Greg Taylor's book aims to provide a comprehensive, state-of-the-art treatment of loss reserving that reflects contemporary research advances to date. Divided into two parts, the book covers both the conventional techniques widely used in practice, and more specialized loss reserving techniques employing stochastic models. Part I, Deterministic Models, covers very practical issues through the abundant use of numerical examples that fully develop the techniques under consideration. Part II, Stochastic Models, begins with a chapter that sets up the additional theoretical material needed to illustrate stochastic modeling. The remaining chapters in Part II are self-contained, and thus can be approached independently of each other. A special feature of the book is the use throughout of a single real life data set to illustrate the numerical examples and new techniques presented. The data set illustrates most of the difficult situations presented in actuarial practice. This book will meet the needs for a reference work as well as for a textbook on loss reserving.

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Contenuti:

Preface. Part I: Deterministic Models. 1. Basic Concepts. 2. Claim Counts. 3. Claim Amounts - Simple Models. 4. Claim Amounts - Other Deterministic Models. 5. Combination of Deterministic Estimates of Liability. Part II: Stochastic Models. 6. Stochastic Techniques. 7. Stochastic Chain Ladder. 8. Stochastic Models with a GLM Basis. 9. Credibility Models. 10. Kalman Filter. 11. Bootstrap. 12. Final Estimates of Liability. Appendix A: Notation. Appendix B: Data for Numerical Example. Index.

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Book by Taylor Gregory

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Gregory Taylor
Editore: Springer, Netherlands (2000)
ISBN 10: 0792385020 ISBN 13: 9780792385028
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Descrizione libro Springer, Netherlands, 2000. Hardback. Condizione: New. 2000 ed. Language: English. Brand new Book. All property and casualty insurers are required to carry out loss reserving as a statutory accounting function. Thus, loss reserving is an essential sphere of activity, and one with its own specialized body of knowledge. While few books have been devoted to the topic, the amount of published research literature on loss reserving has almost doubled in size during the last fifteen years. Greg Taylor's book aims to provide a comprehensive, state-of-the-art treatment of loss reserving that reflects contemporary research advances to date. Divided into two parts, the book covers both the conventional techniques widely used in practice, and more specialized loss reserving techniques employing stochastic models. Part I, Deterministic Models, covers very practical issues through the abundant use of numerical examples that fully develop the techniques under consideration. Part II, Stochastic Models, begins with a chapter that sets up the additional theoretical material needed to illustrate stochastic modeling. The remaining chapters in Part II are self-contained, and thus can be approached independently of each other. A special feature of the book is the use throughout of a single real life data set to illustrate the numerical examples and new techniques presented. The data set illustrates most of the difficult situations presented in actuarial practice. This book will meet the needs for a reference work as well as for a textbook on loss reserving. Codice articolo LHB9780792385028

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Descrizione libro Springer, 2017. Paperback. Condizione: New. PRINT ON DEMAND Book; New; Publication Year 2017; Fast Shipping from the UK. No. book. Codice articolo ria9780792385028_lsuk

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Descrizione libro Springer, 2000. HRD. Condizione: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice articolo DP-9780792385028

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Descrizione libro Springer 2000-02-29, 2000. Hardcover. Condizione: New. Codice articolo 6666-ING-9780792385028

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Descrizione libro Springer, 2000. HRD. Condizione: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice articolo IG-9780792385028

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