Loss Models
From Data to Decisions
(Sprache: Englisch)
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From the contents:Preface.
Acknowledgments.
PART I: INTRODUCTION.
1. Modeling.
PART II: ACTUARIAL MODELS.
2. Random Variables.
3. Basic Distributional Quantities.
4. Classifying and Creating Distributions.
5. Frequency and Severity with Coverage Modifications.
6. Aggregate Loss Models.
7. Discrete Time Ruin Models.
8. Continuous Time Ruin Models.
PART III: CONSTRUCTION OF EMPIRICAL MODELS.
9. Review of Mathematical Statistics.
10. Estimation for Complete Data.
11. Estimation for Modified Data.
PART IV: PARAMETRIC STATISTICAL METHODS.
12. Parameter Estimation.
13. Model Selection.
14. Five Examples.
PART V: ADJUSTED ESTIMATES AND SIMULATION.
15. Interpolation and Smoothing.
16. Credibility.
17. Simulation.
Appendix A: An Inventory of Continuous Distributions.
Appendix B: An Inventory of Discrete Distributions.
Appendix C: Frequency and Severity Relationships.
Appendix D: The Recursive Formula.
Appendix E: Discretization of the Serverity Distribution.
Appendix F: Numerical Optimization and Solution of Systems.
References.
Index
Autoren-Porträt von Stuart A. Klugman, Harry H. Panjer, Gordon E. Willmot
STUART A. KLUGMAN, PhD, is Staff Fellow (Education) at the Society of Actuaries and Principal Financial Group Distinguished Professor Emeritus of Actuarial Science at Drake University. Dr. Klugman is a two-time recipient of the Society of Actuaries' Presidential Award.PhD, FSA, FCIA, HonFIA Harry H. Panjer is Professor in the Department of Statistics and Actuarial Science at the University of Waterloo, Ontario/Canada.PhD, FSA, FCIA Gordon E. Willmot is Munich Re Professor in the Department of Statistics and Actuarial Science at the University of Waterloo.
Bibliographische Angaben
- Autoren: Stuart A. Klugman , Harry H. Panjer , Gordon E. Willmot
- 2004, 2nd ed., 704 Seiten, Gebunden, Englisch
- Verlag: Wiley & Sons
- ISBN-10: 0471215775
- ISBN-13: 9780471215776
Sprache:
Englisch
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