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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. .

financiële analyse --- Business economics --- financiën --- econometrie --- statistiek --- Financial analysis --- Finance --- Mathematical statistics --- Quantitative methods (economics) --- Risk (Insurance) --- Actuarial science --- Risque (Assurance) --- Actuariat --- EPUB-LIV-FT LIVECONO LIVGESTI SPRINGER-B --- Finance. --- Mathematics. --- Business mathematics. --- Statistics. --- Finance, general. --- Applications of Mathematics. --- Business Mathematics. --- Actuarial Sciences. --- Statistics for Business, Management, Economics, Finance, Insurance. --- Quantitative Finance. --- Statistical analysis --- Statistical data --- Statistical methods --- Statistical science --- Mathematics --- Econometrics --- Arithmetic, Commercial --- Business --- Business arithmetic --- Business math --- Commercial arithmetic --- Math --- Science --- Funding --- Funds --- Economics --- Currency question --- Academic collection --- 368 --- AA / International- internationaal --- 368.00 --- 51 --- 368 Verzekeringswezen --- Verzekeringswezen --- Theorieën over verzekeringen. Actuariële wetenschappen. --- Wiskunde. --- Applied mathematics. --- Engineering mathematics. --- Actuarial science. --- Statistics . --- Economics, Mathematical . --- Mathematical economics --- Statistics --- Insurance --- Engineering --- Engineering analysis --- Mathematical analysis --- Methodology --- Theorieën over verzekeringen. Actuariële wetenschappen --- Wiskunde --- R (Computer program language). --- GNU-S (Computer program language) --- Domain-specific programming languages --- Economics, Mathematical. --- R (Computer program language)

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Actuarial mathematics

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Actuarial mathematics

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Apart from standard actuarial theory, Modern Actuarial Risk Theory contains methods that are relevant for actuarial practice, for instance the rating of automobile insurance policies, premium principles and IBNR models, as well as generalized linear models with an eye on actuarial applications. Furthermore extensive introductions are given to credibility theory and ordering of risks. The book reflects the state of the art in actuarial risk theory. In addition to some chapters which are compatible with official material of actuarial education in North-America, Europe and other parts of the world, the book contains important material on topics that are relevant for recent insurance and actuarial developments including determining solvency measures, fair-value computations, reserving, ranking of risks, modelling dependencies and the use of generalized linear models. Basic ideas on risk measures in the framework of insurance premiums are also considered. The numerous exercises contained in Modern Actuarial Risk Theory, together with the hints for solving the more difficult ones and the numerical answers to many others, make the book useful as a textbook. Some important practical paradigms in insurance are presented in a way that is appealing to actuaries in their daily business. The mathematical background assumed is on a level such as acquired in the first stage of a bachelors program in quantitative economics or mathematical statistics.

Econometrics. --- Economics. --- Economics_xStatistics. --- Risk (Insurance). --- Risk (Insurance) --- Finance --- Business & Economics --- Insurance --- Insurance. --- KBC0302-IVB --- Verzekeringswiskunde ; Risico- en credibiliteitstheorie --- Business. --- Management science. --- Finance. --- Statistics. --- Business and Management. --- Business and Management, general. --- Finance, general. --- Statistics for Business/Economics/Mathematical Finance/Insurance. --- 10.01.c --- 368 --- 368 Verzekeringswezen --- Verzekeringswezen --- Risk --- Risque (Assurance) --- EPUB-LIV-FT SPRINGER-B --- Assurance (Insurance) --- Coverage, Insurance --- Indemnity insurance --- Insurance coverage --- Insurance industry --- Insurance protection --- Mutual insurance --- Underwriting --- Théories des assurances

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Quantitative methods (economics) --- Finance --- Mathematical statistics --- Financial analysis --- Business economics --- statistiek --- financiën --- financiële analyse --- econometrie