Yiu-Kuen Tse (Singapore Management University)

Nonlife Actuarial Models

• Gebundenes Buch

Produktbeschreibung

The second edition of this textbook for undergraduate courses in actuarial science emphasizes the concepts and practical application of nonlife actuarial models. Also ideal for those preparing for professional exams, it contains R code examples and many exercises, including questions adapted from past exams of the Society of Actuaries.

Produktdetails

• International Series on Actuarial Science
• Verlag: Cambridge University Press
• 2 Revised edition
• Seitenzahl: 550
• Erscheinungstermin: 5. April 2023
• Englisch
• Abmessung: 235mm x 157mm x 34mm
• Gewicht: 972g
• ISBN-13: 9781009315074
• ISBN-10: 1009315072
• Artikelnr.: 67289096

Autorenporträt

Yiu-Kuen Tse is an Emeritus Professor with the Singapore Management University. He has been a Fellow of the Society of Actuaries since 1993. He has published extensively in the areas of financial data analysis and financial risk management, including the book Financial Mathematics for Actuaries (third edition, 2021) which he co-authored with Wai-Sum Chan.

Inhaltsangabe

Preface
Notation and convention
Part I. Loss Models: 1. Claim-frequency distribution
2. Claim-severity distribution
3. Aggregate-loss models
Part II. Risk and Ruin: 4. Risk measures
5. Ruin theory
Part III. Credibility: 6. Classical credibility
7. Bühlmann credibility
8. Bayesian approach
9. Empirical implementation of credibility
Part IV. Model Construction and Evaluation: 10. Model estimation and types of data
11. Nonparametric model estimation
12. Parametric model estimation
13. Model evaluation and selection
14. Basic Monte Carlo methods
15. Applications of Monte Carlo methods
Part V. Loss reserving and ratemaking: 16. Loss reserving
17. Ratemaking
Appendix: review of statistics
Answers to Exercises
References
Index.