Articoli correlati a Loss Reserving: An Actuarial Perspective: 21
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.
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.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
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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- EditoreKluwer Academic Pub
- Data di pubblicazione2000
- ISBN 10 0792385020
- ISBN 13 9780792385028
- RilegaturaCopertina rigida
- Numero di pagine389
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Descrizione libro Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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. Codice articolo 5970957
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Descrizione libro Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 406 pp. Englisch. Codice articolo 9780792385028
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Descrizione libro Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 9780792385028
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