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Periodical
European actuarial journal.
ISSN: 21909741 21909733 Year: 2011 Publisher: Berlin ; Heidelberg : Springer,

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Book
Modélisation statistique des phénomènes de durée : applications actuarielles
Authors: ---
ISBN: 9782717861044 2717861041 Year: 2011 Publisher: Paris: Economica,

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Abstract

La modélisation de phénomènes de durée intervient dans de nombreuses situations dans les problèmes d'assurance : si la construction de tables de mortalité et de lois de maintien en arrêt de travail sont les plus connues, ces phénomènes interviennent aussi pour la modélisation des rachats des contrats d'épargne et dans la théorie de la ruine. La présence de censure (observations incomplètes) et de troncature (absence d'information sur certaines zones) conduit à mobiliser des approches statistiques et probabilistes spécifiques et rend inopérant certains modèles usuels.


Book
Fundamentals of actuarial mathematics
Author:
ISBN: 9780470684115 Year: 2011 Publisher: Chichester Wiley


Book
Introduction to Insurance Mathematics : Technical and Financial Features of Risk Transfers
Authors: ---
ISBN: 364216028X 3642160298 Year: 2011 Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer,

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The book aims at presenting technical and financial features of life insurance, non-life insurance, pension plans. The book has been planned assuming non-actuarial readers as its “natural” target, namely - advanced undergraduate and graduate students in Economics, Business and Finance; - professionals and technicians operating in Insurance and pension areas, whose job may regard investments, risk analysis, financial reporting, etc, and hence implies a communication with actuarial professionals and managers. Given the assumed target, the book focuses on technical and financial aspects of insurance, however avoiding the use of complex mathematical tools. In this sense, the book can be placed at some “midpoint” of the existing literature, part of which adopts more formal approaches to insurance problems implying the use of non-elementary mathematics, whereas another part addresses practical questions totally avoiding even simple mathematical tools (which, in our opinion, can conversely provide effective tools for presenting technical and financial features of the insurance business).

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