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Insurance --- Assurance --- Statistical methods --- 519.86 --- Theory of economic-mathematical models --- Statistical methods. --- 519.86 Theory of economic-mathematical models --- Statistical analysis --- Actuarial statistics --- Insurance statistics --- Mathematics --- Insurance - Statistical methods

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Statistical Tools for Finance and Insurance presents ready-to-use solutions, theoretical developments and method construction for many practical problems in quantitative finance and insurance. Written by practitioners and leading academics in the field, this book offers a unique combination of topics from which every market analyst and risk manager will benefit. Features of the significantly enlarged and revised second edition: Offers insight into new methods and the applicability of the stochastic technology Provides the tools, instruments and (online) algorithms for recent techniques in quantitative finance and modern treatments in insurance calculations Covers topics such as - expected shortfall for heavy tailed and mixture distributions* - pricing of variance swaps* - volatility smile calibration in FX markets - pricing of catastrophe bonds and temperature derivatives* - building loss models and ruin probability approximation - insurance pricing with GLM* - equity linked retirement plans*(new topics in the second edition marked with*) Presents extensive examples.

Finance -- Statistical methods. --- Finance. --- Insurance -- Statistical methods. --- Insurance. --- Mathematics --- Finance --- Business & Economics --- Physical Sciences & Mathematics --- Mathematical Statistics --- Insurance --- Statistical methods. --- Actuarial statistics --- Insurance statistics --- Statistics. --- Economics, Mathematical. --- Statistics for Business/Economics/Mathematical Finance/Insurance. --- Quantitative Finance. --- Statistics for Business, Management, Economics, Finance, Insurance. --- Statistical analysis --- Statistical data --- Statistical methods --- Statistical science --- Econometrics --- Funding --- Funds --- Economics --- Currency question --- Statistics . --- Economics, Mathematical . --- Mathematical economics --- Methodology

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Le présent ouvrage analyse en détail l’assurance du risque automobile : - les mesures de prévention propres à diminuer le nombre d’accidents automobiles, les moyens de protection susceptibles d’atténuer leur gravité, le principe même de la responsabilité civile encourue par les conducteurs des véhicules impliqués, la détermination de cette responsabilité selon le critère de la faute du conducteur ou celui du fait du véhicule et la prise en considération ou non d’une faute de la victime dans la détermination des responsabilités ; - la souscription à l’assurance automobile et la vie du contrat, les garanties, les exclusions, les nullités et les déchéances de la police d’assurance, les différentes modalités de sa tarification, le caractère obligatoire ou facultatif de l’assurance de responsabilité civile et la réparation des préjudices subis par les victimes ; - l’aspect marketing de l’assurance automobile, les flottes (ou parcs) de véhicules, la fraude à l’assurance et le phénomène de l’assurance automobile dans le monde ; - les débuts de la circulation automobile, les origines de l’assurance destinée à dédommager les personnes victimes d’accidents, les commencements et le développement de la tarification en fonction de la distance parcourue par le véhicule. Les cadres d’assurance (compagnies, entreprises de courtage, agents généraux), les experts d’assurance, les risk managers, les consultants en risk management, les magistrats, les avocats y trouveront les outils utiles à leur pratique quotidienne. L’ouvrage intéressera également les professeurs, chercheurs, doctorants et étudiants en matière d’assurance automobile.

Insurance law --- E-books --- Automobile insurance --- Statistical methods --- Rates --- Law and legislation --- Belgium --- Handbooks, manuals, etc. --- Assurance-automobiles --- Droit --- AA / International- internationaal --- 368.2 --- 05.05.a --- Verzekering van het vervoer --- Motorrijtuigenverzekering ; Algemeen --- Automobile insurance - Statistical methods --- Automobile insurance - Rates --- France --- Belgique

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These notes represent our summary of much of the recent research that has been done in recent years on approximations and bounds that have been developed for compound distributions and related quantities which are of interest in insurance and other areas of application in applied probability. The basic technique employed in the derivation of many bounds is induc­ tive, an approach that is motivated by arguments used by Sparre-Andersen (1957) in connection with a renewal risk model in insurance. This technique is both simple and powerful, and yields quite general results. The bounds themselves are motivated by the classical Lundberg exponential bounds which apply to ruin probabilities, and the connection to compound dis­ tributions is through the interpretation of the ruin probability as the tail probability of a compound geometric distribution. The initial exponential bounds were given in Willmot and Lin (1994), followed by the nonexpo­ nential generalization in Willmot (1994). Other related work on approximations for compound distributions and applications to various problems in insurance in particular and applied probability in general is also discussed in subsequent chapters. The results obtained or the arguments employed in these situations are similar to those for the compound distributions, and thus we felt it useful to include them in the notes. In many cases we have included exact results, since these are useful in conjunction with the bounds and approximations developed.

Insurance --- Distribution (Probability theory) --- Statistical methods --- Stochastic processes --- 519.2 --- 519.2 Probability. Mathematical statistics --- Probability. Mathematical statistics --- Distribution (Théorie des probabilités) --- Statistical methods. --- Actuarial statistics --- Insurance statistics --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Mathematics --- Probabilities. --- Statistics . --- Economics, Mathematical . --- Probability Theory and Stochastic Processes. --- Statistics for Business, Management, Economics, Finance, Insurance. --- Quantitative Finance. --- Economics --- Mathematical economics --- Econometrics --- Statistical analysis --- Statistical data --- Statistical science --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk --- Methodology --- Insurance - Statistical methods

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Assurances --- Automobilisme --- Verzekeringen --- Automobile insurance --- Mathematical models --- Statistical methods --- 368:629.113 <493> --- Insurance, Automobile --- -Insurance, Automobile --- -351.811<493> --- 368.21:629.113 <493> --- Automobile collision insurance --- Automobile liability insurance --- Collision insurance, Automobile --- Liability insurance, Automobile --- Insurance --- Verzekeringswezen-:-Mechanically powered vehicles. Motor vehicles. Automobile engineering--België --- 368:629.113 <493> Verzekeringswezen-:-Mechanically powered vehicles. Motor vehicles. Automobile engineering--België --- 368.1 --- -10.03.j --- 05.05.a --- Schadeverzekering van materiele zaken --- Actuariaat ; Schadeverzekeringen --- Motorrijtuigenverzekering ; Algemeen --- 368.1 Schadeverzekering van materiele zaken --- 10.03.j --- 351.811<493> --- Road traffic --- Actuarial mathematics --- Mathematical models. --- Statistical methods. --- Actuariat --- Actuarial science --- Actuarial science. --- Automobile insurance - Mathematical models --- Automobile insurance - Statistical methods --- Automobile insurance - Belgium