Computational Actuarial Science with R (Chapman & Hall/CRC The R Series)

4 avg rating
( 2 ratings by Goodreads )
 
9781466592599: Computational Actuarial Science with R (Chapman & Hall/CRC The R Series)
View all copies of this ISBN edition:
 
 

A Hands-On Approach to Understanding and Using Actuarial Models

Computational Actuarial Science with R provides an introduction to the computational aspects of actuarial science. Using simple R code, the book helps you understand the algorithms involved in actuarial computations. It also covers more advanced topics, such as parallel computing and C/C++ embedded codes.

After an introduction to the R language, the book is divided into four parts. The first one addresses methodology and statistical modeling issues. The second part discusses the computational facets of life insurance, including life contingencies calculations and prospective life tables. Focusing on finance from an actuarial perspective, the next part presents techniques for modeling stock prices, nonlinear time series, yield curves, interest rates, and portfolio optimization. The last part explains how to use R to deal with computational issues of nonlife insurance.

Taking a do-it-yourself approach to understanding algorithms, this book demystifies the computational aspects of actuarial science. It shows that even complex computations can usually be done without too much trouble. Datasets used in the text are available in an R package (CASdatasets).

"synopsis" may belong to another edition of this title.

About the Author:

Arthur Charpentier is a professor of actuarial science at the University of Québec at Montréal. He is a fellow of the French Institute of Actuaries and holds a PhD in applied mathematics from K.U. Leuven. Dr. Charpentier is the co-author of two textbooks on mathematical models of nonlife insurance and has published several articles in peer-reviewed journals. He is also the editor of the blog freakonometrics.hypotheses.org

Review:

"... the main objective of the book is that the reader gets interested in the topic and plays with the presented models and R codes in an active way. I have experienced that this goal can be easily reached for a large audience of readers because the presentation of the various arguments encourages an active learning of the concepts ‘without being burdened by the theory.’"
International Statistical Review, 83, 2015

"... worthwhile reading and can be recommended to anyone who is interested in the computational aspects of actuarial science. The book contains many detailed worked examples, with R code fully integrated into the text. ... the book provides information and code that readers with any quantitative background can gain something from. It will naturally appeal to actuaries of all calibers, but it has a much wider audience of quantitative analysts using R for statistical modeling and data analysis in various fields. There are also good reasons to recommend this book to any science library."
Journal of the Royal Statistical Society, Series A, 2015

"About this title" may belong to another edition of this title.

Buy New View Book
List Price: US$ 160.00
US$ 131.59

Convert currency

Shipping: FREE
From United Kingdom to U.S.A.

Destination, rates & speeds

Add to Basket

Other Popular Editions of the Same Title

9781138033788: Computational Actuarial Science with R (Chapman & Hall/CRC The R Series)

Featured Edition

ISBN 10:  1138033782 ISBN 13:  9781138033788
Publisher: Chapman and Hall/CRC, 2016
Softcover

Top Search Results from the AbeBooks Marketplace

1.

Published by Taylor & Francis Inc, United States (2014)
ISBN 10: 1466592591 ISBN 13: 9781466592599
New Hardcover Quantity Available: 1
Seller:
Book Depository International
(London, United Kingdom)
Rating
[?]

Book Description Taylor & Francis Inc, United States, 2014. Hardback. Condition: New. Language: English. Brand new Book. A Hands-On Approach to Understanding and Using Actuarial ModelsComputational Actuarial Science with R provides an introduction to the computational aspects of actuarial science. Using simple R code, the book helps you understand the algorithms involved in actuarial computations. It also covers more advanced topics, such as parallel computing and C/C++ embedded codes.After an introduction to the R language, the book is divided into four parts. The first one addresses methodology and statistical modeling issues. The second part discusses the computational facets of life insurance, including life contingencies calculations and prospective life tables. Focusing on finance from an actuarial perspective, the next part presents techniques for modeling stock prices, nonlinear time series, yield curves, interest rates, and portfolio optimization. The last part explains how to use R to deal with computational issues of nonlife insurance.Taking a do-it-yourself approach to understanding algorithms, this book demystifies the computational aspects of actuarial science. It shows that even complex computations can usually be done without too much trouble. Datasets used in the text are available in an R package (CASdatasets). Seller Inventory # AA69781466592599

More information about this seller | Contact this seller

Buy New
US$ 131.59
Convert currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, rates & speeds

2.

Published by Taylor & Francis Inc, United States (2014)
ISBN 10: 1466592591 ISBN 13: 9781466592599
New Hardcover Quantity Available: 1
Seller:
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description Taylor & Francis Inc, United States, 2014. Hardback. Condition: New. Language: English. Brand new Book. A Hands-On Approach to Understanding and Using Actuarial ModelsComputational Actuarial Science with R provides an introduction to the computational aspects of actuarial science. Using simple R code, the book helps you understand the algorithms involved in actuarial computations. It also covers more advanced topics, such as parallel computing and C/C++ embedded codes.After an introduction to the R language, the book is divided into four parts. The first one addresses methodology and statistical modeling issues. The second part discusses the computational facets of life insurance, including life contingencies calculations and prospective life tables. Focusing on finance from an actuarial perspective, the next part presents techniques for modeling stock prices, nonlinear time series, yield curves, interest rates, and portfolio optimization. The last part explains how to use R to deal with computational issues of nonlife insurance.Taking a do-it-yourself approach to understanding algorithms, this book demystifies the computational aspects of actuarial science. It shows that even complex computations can usually be done without too much trouble. Datasets used in the text are available in an R package (CASdatasets). Seller Inventory # AA69781466592599

More information about this seller | Contact this seller

Buy New
US$ 135.87
Convert currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, rates & speeds

3.

Charpentier, Arthur
Published by Chapman & Hall
ISBN 10: 1466592591 ISBN 13: 9781466592599
New Hardcover Quantity Available: 1
Print on Demand
Seller:
Rating
[?]

Book Description Chapman & Hall. Condition: BRAND NEW. BRAND NEW Hardcover - This title is now printed on demand - please allow added time for shipment! A Brand New Quality Book from a Full-Time Veteran Owned Bookshop in business since 1992!. Seller Inventory # 3430400

More information about this seller | Contact this seller

Buy New
US$ 163.95
Convert currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, rates & speeds

4.

CHARPENTIER, ARTHUR
Published by Chapman and Hall/CRC (2014)
ISBN 10: 1466592591 ISBN 13: 9781466592599
New Hardcover Quantity Available: 1
Seller:
Herb Tandree Philosophy Books
(Stroud, GLOS, United Kingdom)
Rating
[?]

Book Description Chapman and Hall/CRC, 2014. Hardback. Condition: NEW. 9781466592599 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. For all enquiries, please contact Herb Tandree Philosophy Books directly - customer service is our primary goal. Seller Inventory # HTANDREE0811427

More information about this seller | Contact this seller

Buy New
US$ 164.35
Convert currency

Add to Basket

Shipping: US$ 10.52
From United Kingdom to U.S.A.
Destination, rates & speeds

5.

Published by Chapman and Hall/CRC (2014)
ISBN 10: 1466592591 ISBN 13: 9781466592599
New Hardcover Quantity Available: 1
Seller:
Irish Booksellers
(Portland, ME, U.S.A.)
Rating
[?]

Book Description Chapman and Hall/CRC, 2014. Condition: New. book. Seller Inventory # M1466592591

More information about this seller | Contact this seller

Buy New
US$ 184.83
Convert currency

Add to Basket

Shipping: US$ 3.27
Within U.S.A.
Destination, rates & speeds

6.

Charpentier, Arthur (Editor)
Published by Chapman & Hall (2014)
ISBN 10: 1466592591 ISBN 13: 9781466592599
New Hardcover Quantity Available: 1
Seller:
Revaluation Books
(Exeter, United Kingdom)
Rating
[?]

Book Description Chapman & Hall, 2014. Hardcover. Condition: Brand New. 618 pages. 10.25x7.25x1.50 inches. In Stock. Seller Inventory # __1466592591

More information about this seller | Contact this seller

Buy New
US$ 178.29
Convert currency

Add to Basket

Shipping: US$ 9.89
From United Kingdom to U.S.A.
Destination, rates & speeds

7.

Published by Chapman and Hall/CRC (2014)
ISBN 10: 1466592591 ISBN 13: 9781466592599
New Hardcover Quantity Available: 2
Seller:
Murray Media
(NORTH MIAMI BEACH, FL, U.S.A.)
Rating
[?]

Book Description Chapman and Hall/CRC, 2014. Hardcover. Condition: New. Never used!. Seller Inventory # P111466592591

More information about this seller | Contact this seller

Buy New
US$ 200.95
Convert currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, rates & speeds

8.

Chapman and Hall/CRC
Published by Chapman and Hall/CRC (2014)
ISBN 10: 1466592591 ISBN 13: 9781466592599
New Hardcover Quantity Available: 1
Seller:
Books Express
(Portsmouth, NH, U.S.A.)
Rating
[?]

Book Description Chapman and Hall/CRC, 2014. Hardcover. Condition: New. 1. Ships with Tracking Number! INTERNATIONAL WORLDWIDE Shipping available. Buy with confidence, excellent customer service!. Seller Inventory # 1466592591n

More information about this seller | Contact this seller

Buy New
US$ 410.54
Convert currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, rates & speeds