Loss Models

Further Topics

Business & Finance, Economics, Statistics, Industries & Professions, Insurance, Finance & Investing, Finance
Cover of the book Loss Models by Stuart A. Klugman, Harry H. Panjer, Gordon E. Willmot, Wiley
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Author: Stuart A. Klugman, Harry H. Panjer, Gordon E. Willmot ISBN: 9781118573747
Publisher: Wiley Publication: August 29, 2013
Imprint: Wiley Language: English
Author: Stuart A. Klugman, Harry H. Panjer, Gordon E. Willmot
ISBN: 9781118573747
Publisher: Wiley
Publication: August 29, 2013
Imprint: Wiley
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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:

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.

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