Loss Models

Name: Loss Models
SKU: 21245082
Price: 494.99 AUD
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Further Topics

By:

Format:

Hardback

Series:

Wiley Series in Probability and Statistics

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Description

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.

Author Biography:

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.

Release date Australia

September 27th, 2013

Author

Audience

Professional & Vocational

Pages

368

Series

Wiley Series in Probability and Statistics

Dimensions

185x260x26

ISBN-13

9781118343562

Product ID

21245082

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