Klugman / Panjer / Willmot Loss Models

Further Topics
1. Auflage 2013
ISBN: 978-1-118-57368-6
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 368 Seiten, E-Book

Reihe: Wiley Series in Probability and Statistics

An essential resource for constructing and analyzing advancedactuarial models
Loss Models: Further Topics presents extended coverage ofmodeling through the use of tools related to risk theory, lossdistributions, and survival models. The book uses these methods toconstruct and evaluate actuarial models in the fields of insuranceand business. Providing an advanced study of actuarial methods, thebook features extended discussions of risk modeling and riskmeasures, including Tail-Value-at-Risk. Loss Models: FurtherTopics contains additional material to accompany the FourthEdition of Loss Models: From Data to Decisions, such as:
* Extreme value distributions
* Coxian and related distributions
* Mixed Erlang distributions
* Computational and analytical methods for aggregate claimmodels
* Counting processes
* Compound distributions with time-dependent claim amounts
* Copula models
* Continuous time ruin models
* Interpolation and smoothing
The book is an essential reference for practicing actuaries andactuarial researchers who want to go beyond the material requiredfor actuarial qualification. Loss Models: Further Topics isalso an excellent resource for graduate students in the actuarialfield.

Autoren/Hrsg.

Klugman, Stuart A.

Panjer, Harry H.

Willmot, Gordon E.

Über Autor(innen)

STUART A. KLUGMAN, PhD, is Staff Fellow (Education) atthe Society of Actuaries and Principal Financial GroupDistinguished Professor Emeritus of Actuarial Science at DrakeUniversity. Dr. Klugman is a two-time recipient of the Society ofActuaries' Presidential Award.
HARRY H. PANJER, PhD, is Distinguished Professor Emeritusin the Department of Statistics and Actuarial Science at theUniversity of Waterloo, Canada. Dr. Panjer was previously presidentof the Canadian Institute of Actuaries and the Society ofActuaries.
GORDON E. WILLMOT, PhD, is Munich Re Chair in Insuranceand Professor in the Department of Statistics and Actuarial Scienceat the University of Waterloo, Canada. Dr. Willmot has authoredmore than eighty-five articles in the areas of risk theory, queuingtheory, distribution theory, and stochastic modeling ininsurance.