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Loss Models From Data to Decisions

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ISBN-10: 0471215775

ISBN-13: 9780471215776

Edition: 2nd 2004 (Revised)

Authors: Stuart A. Klugman, Harry H. Panjer, Gordon E. Willmot

List price: $127.50
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Description:

This volume is organised around the principle that much of actuarial science consists of the construction and analysis of mathematical models which describe the process by which funds flow into and out of an insurance system.
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Book details

List price: $127.50
Edition: 2nd
Copyright year: 2004
Publisher: John Wiley & Sons, Incorporated
Publication date: 8/24/2004
Binding: Hardcover
Pages: 720
Size: 6.50" wide x 9.50" long x 1.50" tall
Weight: 2.486
Language: English

Preface
Acknowledgments
Introduction
Modeling
Actuarial Models
Random Variables
Basic Distributional Quantities
Classifying and Creating Distributions
Frequency and Severity with Coverage Modifications
Aggregate Loss Models
Discrete Time Ruin Models
Continuous Time Ruin Models
Construction of Empirical Models
Review of Mathematical Statistics
Estimation for Complete Data
Estimation for Modified Data
Parametric Statistical Methods
Parameter Estimation
Model Selection
Five Examples
Adjusted Estimates and Simulation
Interpolation and Smoothing
Credibility
Simulation
An Inventory of Continuous Distributions
An Inventory of Discrete Distributions
Frequency and Severity Relationships
The Recursive Formula
Discretization of the Serverity Distribution
Numerical Optimization and Solution of Systems
References
Index