Loss Models: From Data to Decisions (Wiley Series in Probability and Statistics) - Hardcover

Buch 219 von 354: Wiley Series in Probability and Statistics

Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E.

 
9780470187814: Loss Models: From Data to Decisions (Wiley Series in Probability and Statistics)
Hardcover
ISBN 10: 0470187816 ISBN 13: 9780470187814
Verlag: Wiley & Sons, 2010

Inhaltsangabe

An update of one of the most trusted books on constructing and analyzing actuarial models
Written by three renowned authorities in the actuarial field, Loss Models, Third Edition upholds the reputation for excellence that has made this book required reading for the Society of Actuaries (SOA) and Casualty Actuarial Society (CAS) qualification examinations. This update serves as a complete presentation of statistical methods for measuring risk and building models to measure loss in real-world events.
This book maintains an approach to modeling and forecasting that utilizes tools related to risk theory, loss distributions, and survival models. Random variables, basic distributional quantities, the recursive method, and techniques for classifying and creating distributions are also discussed. Both parametric and non-parametric estimation methods are thoroughly covered along with advice for choosing an appropriate model. Features of the Third Edition include:
Extended discussion of risk management and risk measures, including Tail-Value-at-Risk (TVaR)
New sections on extreme value distributions and their estimation
Inclusion of homogeneous, nonhomogeneous, and mixed Poisson processes
Expanded coverage of copula models and their estimation
Additional treatment of methods for constructing confidence regions when there is more than one parameter
The book continues to distinguish itself by providing over 400 exercises that have appeared on previous SOA and CAS examinations. Intriguing examples from the fields of insurance and business are discussed throughout, and all data sets are available on the book's FTP site, along with programs that assist with conducting loss model analysis.
Loss Models, Third Edition is an essential resource for students and aspiring actuaries who are preparing to take the SOA and CAS preliminary examinations. It is also a must-have reference for professional actuaries, graduate students in the actuarial field, and anyone who works with loss and risk models in their everyday work.

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Über die Autorin bzw. den Autor

STUART A. KLUGMAN, PhD, is Principal Financial Group Distinguished Professor of Actuarial Science at Drake University. A Fellow of the Society of Actuaries, Dr. Klugman was vice president of the SOA from 2001-2003. HARRY H. PANJER, PhD, is Professor Emeritus in the Department of Statistics and Actuarial Science at the University of Waterloo, Canada. Past president of both the Canadian Institute of Actuaries and the Society of Actuaries, Dr. Panjer has published numerous articles on risk modeling in the fields of finance and actuarial science. GORDON E. WILLMOT, PhD, is Munich Re Chair in Insurance and Professor in the Department of Statistics and Actuarial Science at the University of Waterloo, Canada. Dr. Willmot has authored or coauthored over sixty published articles in the areas of risk theory, queueing theory, distribution theory, and stochastic modeling in insurance.

Von der hinteren Coverseite

An update of one of the most trusted books on constructing and analyzing actuarial models Written by three renowned authorities in the actuarial field, Loss Models , Third Edition upholds the reputation for excellence that has made this book required reading for the Society of Actuaries (SOA) and Casualty Actuarial Society (CAS) qualification examinations. This update serves as a complete presentation of statistical methods for measuring risk and building models to measure loss in real–world events. This book maintains an approach to modeling and forecasting that utilizes tools related to risk theory, loss distributions, and survival models. Random variables, basic distributional quantities, the recursive method, and techniques for classifying and creating distributions are also discussed. Both parametric and non–parametric estimation methods are thoroughly covered along with advice for choosing an appropriate model. Features of the Third Edition include: Extended discussion of risk management and risk measures, including Tail–Value–at–Risk (TVaR) New sections on extreme value distributions and their estimation Inclusion of homogeneous, nonhomogeneous, and mixed Poisson processes Expanded coverage of copula models and their estimation Additional treatment of methods for constructing confidence regions when there is more than one parameter The book continues to distinguish itself by providing over 400 exercises that have appeared on previous SOA and CAS examinations. Intriguing examples from the fields of insurance and business are discussed throughout, and all data sets are available on the book′s FTP site, along with programs that assist with conducting loss model analysis. Loss Models, Third Edition is an essential resource for students and aspiring actuaries who are preparing to take the SOA and CAS preliminary examinations. It is also a must–have reference for professional actuaries, graduate students in the actuarial field, and anyone who works with loss and risk models in their everyday work.

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Verlag
Wiley & Sons
Erscheinungsdatum
2010
Sprache
Englisch
ISBN 10 
0470187816
ISBN 13 
9780470187814
Einband
Gebundene Ausgabe
Auflage
3
Anzahl der Seiten
760
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Sebastian Seckfort
4.92E+12
kontakt@bookfarm.de

Luftpark 2
Löbnitz
Sachsen
4509
Deutschland

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