Modern Actuarial Risk Theory

Rob Kaas

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Language: English

Published by Springer Berlin Heidelberg Sep 2009, 2009

3642034071 / 9783642034077

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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This item is printed on demand - it takes 3-4 days longer - Neuware -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. 400 pp. Englisch.

Seller Inventory # 9783642034077

Title
Modern Actuarial Risk Theory
Author
Rob Kaas
Publisher
Springer Berlin Heidelberg Sep 2009
Publication year
2009
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3642034071
ISBN 13
9783642034077
Edition
2nd Edition
Item weight
604 grams
Dimensions
235x155x22 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

Shipping rates from Germany to U.S.A.

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BuchWeltWeit Ludwig Meier e.K.

Germany