Computational Actuarial Science with R

Herausgeber: Charpentier, Arthur

• Gebundenes Buch

Produktbeschreibung

This book demystifies the computational aspects of actuarial science, showing that even complex computations can usually be done without too much trouble. Using simple R code, the book helps readers understand the algorithms involved in actuarial computations. It also covers more advanced topics, such as parallel computing and C/C++ embedded codes. Datasets used in the text are available in an R package (CASdatasets).

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Produktdetails

• Verlag: CRC Press
• Seitenzahl: 650
• Erscheinungstermin: 26. August 2014
• Englisch
• Abmessung: 261mm x 179mm x 38mm
• Gewicht: 1271g
• ISBN-13: 9781466592599
• ISBN-10: 1466592591
• Artikelnr.: 39615054

Autorenporträt

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

Inhaltsangabe

Introduction. METHODOLOGY: Standard Statistical Inference. Bayesian
Philosophy. Statistical Learning. Spatial Analysis. Reinsurance and
Extremal Events. LIFE INSURANCE: Life Contingencies. Prospective Life
Tables. Prospective Mortality Tables and Portfolio Experience. Survival
Analysis. FINANCE: Stock Prices and Time Series. Yield Curves and Interest
Rates Models. Portfolio Allocation. NON-LIFE INSURANCE: General Insurance
Pricing. Longitudinal Models and Experience Rating. Claims Reserving and
IBNR. Bibliography. Index. R Command Index.