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Modern Actuarial Risk Theory
Rob KaasMarc GoovaertsJan Dhaene
出版Springer Science & Business Media, 2008-12-03
主題Business & Economics / EconometricsBusiness & Economics / Finance / GeneralBusiness & Economics / Insurance / GeneralBusiness & Economics / Insurance / Risk Assessment & ManagementBusiness & Economics / ManagementBusiness & Economics / Management ScienceBusiness & Economics / Statistics
ISBN35408673689783540867364
URLhttp://books.google.com.hk/books?id=6O7HY1A0qAEC&hl=&source=gbs_api
EBookSAMPLE
註釋Modern Actuarial Risk Theory contains what every actuary needs to know about non-life insurance mathematics. It starts with the standard material like utility theory, individual and collective model and basic ruin theory. Other topics are risk measures and premium principles, bonus-malus systems, ordering of risks and credibility theory. It also contains some chapters about Generalized Linear Models, applied to rating and IBNR problems. As to the level of the mathematics, the book would fit in a bachelors or masters program in quantitative economics or mathematical statistics. This second and.