Modern Actuarial Risk Theory: Using R - Softcover

Kaas, Rob

 
9783642034077: Modern Actuarial Risk Theory: Using R
Softcover
ISBN 10: 3642034071 ISBN 13: 9783642034077
Verlag: Springer, 2009

Inhaltsangabe

This book presents practical paradigms in insurance as well as numerous exercises with solutions. This second edition emphasizes the implementation of all covered techniques through the use of R, the de facto standard for statistical computation.

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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.

 

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Verlag
Springer
Erscheinungsdatum
2009
Sprache
Englisch
ISBN 10 
3642034071
ISBN 13 
9783642034077
Einband
Taschenbuch
Auflage
2
Anzahl der Seiten
400
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