Modern Actuarial Risk Theory : Using R 2., Ed
- نوع فایل : کتاب
- زبان : انگلیسی
- مؤلف : Rob Kaas; Michel Denuit; Jan Dhaene; Marc Goovaerts
- ناشر : Berlin : Springer Berlin
- چاپ و سال / کشور: 2008
- شابک / ISBN : 9783540709923
Description
Utility theory and insurance.- The individual risk model.- Collective risk models.- Ruin theory.- Premium principles and risk measures.- Bonus-malus systems.- Ordering of risks.- Credibility theory.- Generalized linear models.- IBNR techniques.- More on GLMs.- The "R" in Modern ART.- Hints for the exercises.- Notes and references.
This book presents practical paradigms in insurance as well as numerous exercises with solutions. This second edition emphasizes the implementation of all covered techniques through the use of R, the de facto standard for statistical computation.
