Loss Models From Data to Decisions

Name: Loss Models From Data to Decisions
Price: 5.03 USD
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ISBN: 9780471215776

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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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.

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