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).
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).
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.
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.
Es gelten unsere Allgemeinen Geschäftsbedingungen: www.buecher.de/agb
Impressum
www.buecher.de ist ein Shop der buecher.de GmbH & Co. KG Bürgermeister-Wegele-Str. 12, 86167 Augsburg Amtsgericht Augsburg HRA 13309