Электронная книга: Gordon Willmot E. «Loss Models. Further Topics»

Loss Models. Further Topics

An essential resource for constructing and analyzing advanced actuarial models Loss Models: Further Topics presents extended coverage of modeling through the use of tools related to risk theory, loss distributions, and survival models. The book uses these methods to construct and evaluate actuarial models in the fields of insurance and business. Providing an advanced study of actuarial methods, the book features extended discussions of risk modeling and risk measures, including Tail-Value-at-Risk. Loss Models: Further Topics contains additional material to accompany the Fourth Edition of Loss Models: From Data to Decisions, such as: Extreme value distributions Coxian and related distributions Mixed Erlang distributions Computational and analytical methods for aggregate claim models Counting processes Compound distributions with time-dependent claim amounts Copula models Continuous time ruin models Interpolation and smoothing The book is an essential reference for practicing actuaries and actuarial researchers who want to go beyond the material required for actuarial qualification. Loss Models: Further Topics is also an excellent resource for graduate students in the actuarial field.

Издательство: "John Wiley&Sons Limited"

ISBN: 9781118573686

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Другие книги автора:

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Loss Models. From Data to DecisionsPraise for the Third Edition«This book provides in-depth coverage of modelling techniques used throughout many branches of actuarial science. . . . The exceptional high standard of this book has… — John Wiley&Sons Limited, электронная книга Подробнее...11964.9электронная книга
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Student Solutions Manual to Accompany Loss Models. From Data to DecisionsLoss Models: From Data to Decisions, Fifth Edition continues to supply actuaries with a practical approach to the key concepts and techniques needed on the job. With updated material and extensive… — John Wiley&Sons Limited, электронная книга Подробнее...3746.28электронная книга

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