Statistical and Probabilistic Methods in Actuarial Science

Philip J. Boland

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Language: English

Published by Chapman And Hall/CRC, 2007

1584886951 / 9781584886952

Series: Book 11 of 45 - Chapman & Hall/CRC Interdisciplinary Statistics

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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nach der Bestellung gedruckt Neuware - Printed after ordering - Statistical and Probabilistic Methods in Actuarial Science covers many of the diverse methods in applied probability and statistics for students aspiring to careers in insurance, actuarial science, and finance. The book builds on students' existing knowledge of probability and statistics by establishing a solid and thorough understanding of these methods. It also emphasizes the wide variety of practical situations in insurance and actuarial science where these techniques may be used. Although some chapters are linked, several can be studied independently from the others. The first chapter introduces claims reserving via the deterministic chain ladder technique. The next few chapters survey loss distributions, risk models in a fixed period of time, and surplus processes, followed by an examination of credibility theory in which collateral and sample information are brought together to provide reasonable methods of estimation. In the subsequent chapter, experience rating via no claim discount schemes for motor insurance provides an interesting application of Markov chain methods. The final chapters discuss generalized linear models and decision and game theory. Developed by an author with many years of teaching experience, this text presents an accessible, sound foundation in both the theory and applications of actuarial science. It encourages students to use the statistical software package R to check examples and solve problems.

Seller Inventory # 9781584886952

Title
Statistical and Probabilistic Methods in Actuarial Science
Author
Philip J. Boland
Publisher
Chapman And Hall/CRC
Publication year
2007
Condition
Neu
Binding
Buch
Language
English
ISBN 10
1584886951
ISBN 13
9781584886952
Item weight
716 grams
Dimensions
240x161x24 mm
Series
Book 11 of 45: Chapman & Hall/CRC Interdisciplinary Statistics

AHA-BUCH GmbH

Einbeck, Germany

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