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Loss Models - Further Topics (Cód: 9237118)

Klugman,Stuart A; Panjer,Harry H; Willmot,Gordon E

John Wiley & Sons

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Descrição

An essential resource for constructing and analyzing advanced actuarial models 'Loss Models: Further Topics' presents extended coverage of modeling through the use of tools related to risk theory, loss distributions, and survival models. The book uses these methods to construct and evaluate actuarial models in the fields of insurance and business. Providing an advanced study of actuarial methods, the book features extended discussions of risk modeling and risk measures, including Tail-Value-at-Risk. 'Loss Models: Further Topics' contains additional material to accompany the Fourth Edition 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 claim models 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 and actuarial researchers who want to go beyond the material required for actuarial qualification. 'Loss Models: Further Topics' is also an excellent resource for graduate students in the actuarial field. An essential resource for constructing and analyzing advanced actuarial models 'Loss Models: Further Topics' presents extended coverage of modeling through the use of tools related to risk theory, loss distributions, and survival models. The book uses these methods to construct and evaluate actuarial models in the fields of insurance and business. Providing an advanced study of actuarial methods, the book features extended discussions of risk modeling and risk measures, including Tail-Value-at-Risk. 'Loss Models: Further Topics' contains additional material to accompany the 'Fourth Edition' 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 claim models 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 and actuarial researchers who want to go beyond the material required for actuarial qualification. 'Loss Models: Further Topics' is also an excellent resource for graduate students in the actuarial field.

Características

Produto sob encomenda Sim
Marca John Wiley & Sons
Cód. Barras 9781118343562
Altura 25.40 cm
I.S.B.N. 9781118343562
Profundidade 2.54 cm
Referência 023907121
Acabamento Capa dura
Ano da edição 2013
Idioma Inglês
Número de Páginas 368
Peso 0.91 Kg
Largura 18.03 cm
AutorKlugman,Stuart A; Panjer,Harry H; Willmot,Gordon E

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Você está revisando: Loss Models - Further Topics

Loss Models - Further Topics (Cód: 9237118) Loss Models - Further Topics (Cód: 9237118)
R$ 867,00
Loss Models - Further Topics (Cód: 9237118) Loss Models - Further Topics (Cód: 9237118)
R$ 867,00