Modern Actuarial Risk Theory

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, or...

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Main Authors: Kaas, R., Goovaerts, M., Dhaene, J., Denuit, M.
Format: Book
Language:English
Published: Springer 2017
Subjects:
Online Access:http://repository.vnu.edu.vn/handle/VNU_123/28244
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Institution: Vietnam National University, Hanoi
Language: English
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spelling oai:112.137.131.14:VNU_123-282442020-05-13T01:40:52Z Modern Actuarial Risk Theory Kaas, R. Goovaerts, M. Dhaene, J. Denuit, M. Business and Economics 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. It also contains some chapters about Generalized Linear Models, applied to rating and IBNR problems. As to the level of the mathematics, the book would fit in a bachelors or masters program in quantitative economics or mathematical statistics. This second and much expanded edition emphasizes the implementation of these techniques through the use of R. This free but incredibly powerful software is rapidly developing into the de facto standard for statistical computation, not just in academic circles but also in practice. With R, one can do simulations, find maximum likelihood estimators, compute distributions by inverting transforms, and much more. 2017-04-14T01:46:19Z 2017-04-14T01:46:19Z 2008 Book 978-3-540-70992-3 http://repository.vnu.edu.vn/handle/VNU_123/28244 en 394 p. application/pdf Springer
institution Vietnam National University, Hanoi
building VNU Library & Information Center
country Vietnam
collection VNU Digital Repository
language English
topic Business and Economics
spellingShingle Business and Economics
Kaas, R.
Goovaerts, M.
Dhaene, J.
Denuit, M.
Modern Actuarial Risk Theory
description 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. It also contains some chapters about Generalized Linear Models, applied to rating and IBNR problems. As to the level of the mathematics, the book would fit in a bachelors or masters program in quantitative economics or mathematical statistics. This second and much expanded edition emphasizes the implementation of these techniques through the use of R. This free but incredibly powerful software is rapidly developing into the de facto standard for statistical computation, not just in academic circles but also in practice. With R, one can do simulations, find maximum likelihood estimators, compute distributions by inverting transforms, and much more.
format Book
author Kaas, R.
Goovaerts, M.
Dhaene, J.
Denuit, M.
author_facet Kaas, R.
Goovaerts, M.
Dhaene, J.
Denuit, M.
author_sort Kaas, R.
title Modern Actuarial Risk Theory
title_short Modern Actuarial Risk Theory
title_full Modern Actuarial Risk Theory
title_fullStr Modern Actuarial Risk Theory
title_full_unstemmed Modern Actuarial Risk Theory
title_sort modern actuarial risk theory
publisher Springer
publishDate 2017
url http://repository.vnu.edu.vn/handle/VNU_123/28244
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