Verfügbarkeit: Loss models :: THWS Bibkatalog

Loss models: from data to decisions

Gespeichert in:

Bibliographische Detailangaben
Hauptverfasser:	Klugman, Stuart A. 1949- (VerfasserIn), Panjer, Harry H. 1946- (VerfasserIn), Willmot, Gordon E. 1957- (VerfasserIn)
Format:	Buch
Sprache:	English
Veröffentlicht:	Hoboken, NJ Wiley Interscience 2004
Ausgabe:	2. ed.
Schriftenreihe:	Wiley series in probability and statistics
Schlagworte:	Assurance - Mathématiques Assurance - Modèles mathématiques Assurance - Méthodes statistiques Assurance Modèle mathématique Méthode statistique Statistische methoden Verzekeringswezen Verzekeringswiskunde Waarschijnlijkheidstheorie aInsurance > xStatistical methods aInsurance > xMathematical models Risikotheorie Verlustrechnung Versicherungsmathematik Versicherungsstatistik Mathematisches Modell
Online-Zugang:	Publisher description Table of contents Inhaltsverzeichnis Klappentext
Beschreibung:	Includes bibliographical references (p. 671-680) and index
Beschreibung:	XXII, 688 S. Ill., graph. Darst. 24 cm
ISBN:	0471215775

Internformat

MARC


LEADER	00000nam a2200000zc 4500
001	BV019698600
003	DE-604
005	20071119
007	t
008	050216s2004 xxuad\|\| \|\|\|\| 00\|\|\| eng d
010			\|a 2004048066
020			\|a 0471215775 \|c cloth \|9 0-471-21577-5
035			\|a (OCoLC)54988791
035			\|a (DE-599)BVBBV019698600
040			\|a DE-604 \|b ger \|e aacr
041	0		\|a eng
044			\|a xxu \|c US
049			\|a DE-91G \|a DE-19 \|a DE-898 \|a DE-706 \|a DE-1049 \|a DE-521 \|a DE-188 \|a DE-N2 \|a DE-355
050		0	\|a HG8781
050		0	\|a HG8781.K583 2004
082	0		\|a 368/.01 22
082	0		\|a 368/.01 \|2 22
084			\|a QQ 630 \|0 (DE-625)141989: \|2 rvk
084			\|a SK 980 \|0 (DE-625)143277: \|2 rvk
084			\|a WIR 190f \|2 stub
084			\|a MAT 902f \|2 stub
084			\|a WIR 522f \|2 stub
100	1		\|a Klugman, Stuart A. \|d 1949- \|e Verfasser \|0 (DE-588)1044735155 \|4 aut
245	1	0	\|a Loss models \|b from data to decisions \|c Stuart A. Klugman ; Harry H. Panjer ; Gordon E. Willmot
250			\|a 2. ed.
264		1	\|a Hoboken, NJ \|b Wiley Interscience \|c 2004
300			\|a XXII, 688 S. \|b Ill., graph. Darst. \|c 24 cm
336			\|b txt \|2 rdacontent
337			\|b n \|2 rdamedia
338			\|b nc \|2 rdacarrier
490	0		\|a Wiley series in probability and statistics
500			\|a Includes bibliographical references (p. 671-680) and index
505	8		\|a Erg. bildet: Klugman, Stuart A.: Solutions manual to accompany Loss models
650		4	\|a Assurance - Mathématiques
650		4	\|a Assurance - Modèles mathématiques
650		4	\|a Assurance - Méthodes statistiques
650		7	\|a Assurance \|2 rasuqam
650		7	\|a Modèle mathématique \|2 rasuqam
650		7	\|a Méthode statistique \|2 rasuqam
650		7	\|a Statistische methoden \|2 gtt
650		7	\|a Verzekeringswezen \|2 gtt
650		7	\|a Verzekeringswiskunde \|2 gtt
650		7	\|a Waarschijnlijkheidstheorie \|2 gtt
650		4	\|a aInsurance \|a xStatistical methods
650		4	\|a aInsurance \|a xMathematical models
650	0	7	\|a Risikotheorie \|0 (DE-588)4135592-1 \|2 gnd \|9 rswk-swf
650	0	7	\|a Verlustrechnung \|0 (DE-588)4187883-8 \|2 gnd \|9 rswk-swf
650	0	7	\|a Versicherungsmathematik \|0 (DE-588)4063194-1 \|2 gnd \|9 rswk-swf
650	0	7	\|a Versicherungsstatistik \|0 (DE-588)4235273-3 \|2 gnd \|9 rswk-swf
650	0	7	\|a Mathematisches Modell \|0 (DE-588)4114528-8 \|2 gnd \|9 rswk-swf
689	0	0	\|a Risikotheorie \|0 (DE-588)4135592-1 \|D s
689	0	1	\|a Versicherungsmathematik \|0 (DE-588)4063194-1 \|D s
689	0		\|5 DE-604
689	1	0	\|a Versicherungsmathematik \|0 (DE-588)4063194-1 \|D s
689	1	1	\|a Verlustrechnung \|0 (DE-588)4187883-8 \|D s
689	1	2	\|a Mathematisches Modell \|0 (DE-588)4114528-8 \|D s
689	1		\|8 1\p \|5 DE-604
689	2	0	\|a Risikotheorie \|0 (DE-588)4135592-1 \|D s
689	2	1	\|a Versicherungsstatistik \|0 (DE-588)4235273-3 \|D s
689	2		\|8 2\p \|5 DE-604
700	1		\|a Panjer, Harry H. \|d 1946- \|e Verfasser \|0 (DE-588)1044735732 \|4 aut
700	1		\|a Willmot, Gordon E. \|d 1957- \|e Verfasser \|0 (DE-588)122585860 \|4 aut
856	4		\|u http://www.loc.gov/catdir/description/wiley042/2004048066.html \|3 Publisher description
856	4		\|u http://www.loc.gov/catdir/toc/wiley041/2004048066.html \|3 Table of contents
856	4	2	\|m Digitalisierung UB Regensburg \|q application/pdf \|u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013026218&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA \|3 Inhaltsverzeichnis
856	4	2	\|m Digitalisierung UB Regensburg \|q application/pdf \|u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013026218&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA \|3 Klappentext
883	1		\|8 1\p \|a cgwrk \|d 20201028 \|q DE-101 \|u https://d-nb.info/provenance/plan#cgwrk
883	1		\|8 2\p \|a cgwrk \|d 20201028 \|q DE-101 \|u https://d-nb.info/provenance/plan#cgwrk
943	1		\|a oai:aleph.bib-bvb.de:BVB01-013026218

Datensatz im Suchindex

_version_	1814155263869976576
adam_text	Contents Preface xvii Acknowledgments xxi Part I Introduction 1 Modeling 3 1.1 The model-based approach 3 1.1.1 The modeling process 3 1.1.2 The modeling advantage 5 1.2 Organization of this book 6 Part II Actuarial models 2 Random variables Ц 2.1 Introduction И 2.2 Key functions and four models 13 2.2.1 Exercises 23 vi CONTENTS 3 Basic distributional quantities 25 3.1 Moments 25 3.1.1 Exercises 33 3.2 Percentiles 3Ą 3.2.1 Exercises 35 3.3 Generating functions and sums of random variables 36 3.3.1 Exercises 37 4 Classifying and creating distributions зд Ą.1 Introduction 39 4-2 The role of parameters 40 4-2.1 Parametric and scale distributions 41 4-2.2 Parametric distribution families 42 4-2.3 Finite mixture distributions 43 4-2-4 D ata- dependent distributions 45 4-2.5 Exercises 4Q 4-3 Tail weight 48 4-3.1 Existence of moments 48 4-3.2 Limiting ratios 50 4-3.3 Hazard rate and mean residual life patterns 50 4-3.4 Exercises 5Ą 4-4 Creating new distributions 5ß 4-Ą-1 Introduction ßß 4-4-2 Multiplication by a constant 5 ρ 4-4-3 Raising to a power 57 4-4-4 Exponentiation 58 4-4-5 Mixing 59 4-4-6 Frailty models β 2 4-4-7 Splicing ß4 4-4-8 Exercises Q5 4-5 Selected distributions and their relationships 69 4-5.1 Introduction β g 4-5.2 Two parametric families ßg 4-5.3 Limiting distributions 9 Ό 4-5-4 Exercises 7g 4-6 Discrete distributions 72 4-6.1 Introduction 72 CONTENTS VII 4-6.2 The Poisson distribution 73 4-6.3 The negative binomial distribution 76 4-6-4 The binomial distribution 79 4-6.5 The (a,b,O) class 81 4-6.6 Truncation and modification at zero 83 4-6.7 Compound frequency models 88 4-6.8 Further properties of the compound Poisson class 95 4-6.9 Mixed frequency models 101 4.6.IO Poisson mixtures 103 4-6.11 Effect of exposure on frequency 108 4-6.12 An inventory of discrete distributions 109 4-6.13 Exercises 109 Frequency and severity with coverage modifications 115 5.1 Introduction 115 5.2 Déductibles 115 5.2.1 Exercises 120 5.3 The loss elimination ratio and the effect of inflation for ordinary déductibles 121 5.3.1 Exercises 123 5Ą Policy limits I24 5.4-1 Exercises 126 5.5 Coinsurance, déductibles, and limits 126 5.5.1 Exercises 128 5.6 The impact of déductibles on claim frequency 129 5.6.1 Exercises 133 Aggregate loss models 135 6.1 Introduction 135 6.1.1 Exercise 138 6.2 Model choices 139 6.2.1 Exercises I40 6.3 The compound model for aggregate claims ЦП 6.3.1 Exercises 1Ą8 6.4 Analytic results 153 6-4-1 Exercises 156 6.5 Computing the aggregate claims distribution 159 viii CONTENTS 6.6 The recursive method 161 6.6.1 Applications to compound frequency models 162 6.6.2 Underflow/overflow problems 165 6.6.3 Numerical stability 166 6.6.4 Continuous severity 166 6.6.5 Constructing arithmetic distributions 161 6.6.6 Exercises 170 6.7 The impact of individual policy modifications on aggregate payments 174 6.7.1 Exercises 177 6.8 Calculations with approximate distributions 178 6.8.1 Arithmetic distributions 178 6.8.2 Empirical distributions 181 6.8.3 Piecewise linear cdf 182 6.8.4 Exercises 184 6.9 Inversion methods 184 6.9.1 Fast Fourier transform 185 6.9.2 Direct numerical inversion 188 6.9.3 Exercise 190 6.10 Comparison of methods 190 6.11 The individual risk model 192 6.11.1 Parametric approximation 192 6.11.2 Exact calculation of the aggregate distribution 195 6.11.3 Compound Poisson approximation 201 6.11.4 Exercises 205 7 Discrete-time ruin models 209 7.1 Introduction 209 7.2 Process models for insurance 210 7.2.1 Processes 210 7.2.2 An insurance model 212 7.2.3 Ruin 213 7.3 Discrete, finite-time ruin probabilities 215 7.3.1 The discrete-time process 215 7.3.2 Evaluating the probability of ruin 216 7.3.3 Exercises 222 CONTENTS ¡x Continuous-time ruin models 223 8.1 Introduction 8.1.1 The Poiss on process 8.1.2 The continuous-time problem 225 8.2 The adjustment coefficient and Lundberg' s inequality 225 8.2.1 The adjustment coefficient 226 8.2.2 Lundberg 's inequality 230 8.2.3 Exercises 232 8.3 An integrodifferential equation 234 8.3.1 Exercises 239 8.Ą The maximum aggregate loss 239 8.4.I Exercises 242 8.5 Cramer's asymptotic ruin formula and Tijms' approximation 244 8.5.1 Exercises 250 8.6 The Brownian motion risk process 252 8.7 Brownian motion and the probability of ruin 256 Part III Construction of empirical models 9 Review of mathematical statistics 265 9.1 Introduction 265 9.2 Point estimation 266 9.2.1 Introduction 266 9.2.2 Measures of quality 267 9.2.3 Exercises 273 9.3 Interval estimation 275 9.3.1 Exercise 277 9.4 Tests of hypotheses 277 9.4.I Exercise 281 10 Estimation for complete data 283 10.1 Introduction 283 10.2 The empirical distribution for complete, individual data 288 10.2.1 Exercises 291 χ CONTENTS 10.3 Empirical distributions for grouped data 292 10.3.1 Exercises 295 11 Estimation for modified data 297 11.1 Point estimation 297 11.1.1 Exercises 304 11.2 Means, variances, and interval estimation 305 11.2.1 Exercises 315 11.3 Kernel density models 316 11.3.1 Exercises 321 11. Ą Approximations for large data sets 322 11.4.1 Introduction 322 11.4.2 Kaplan-Meier type approximations 323 11.4-3 Multiple-decrement tables 324 II.4.4 Exercises 325 Part IV Parametric statistical methods 12 Parameter estimation 331 12.1 Method of moments and percentile matching 331 12.1.1 Exercises 335 12.2 Maximum likelihood estimation 337 12.2.1 Introduction 337 12.2.2 Complete, individual data З4О 12.2.3 Complete, grouped data 341 12.2.4 Truncated or censored data 341 12.2.5 Exercises 345 12.3 Variance and interval estimation 351 12.3.1 Exercises 358 12.4 Bayesian estimation 360 12.4-1 Definitions and Bayes' theorem 360 12.4-2 Inference and prediction 364 12.4.3 Conjugate prior distributions and the linear exponential family 371 12-4-4 Computational issues 374 I2.4.5 Exercises 377 12.5 Estimation for discrete distributions 383 12.5.1 Poisson 383 CONTENTS Xl 12.5.2 Negative binomial 386 12.5.3 Binomial 389 I2.5.4 The (a,b,ï) class 392 12.5.5 Compound models 396 12.5.6 Effect of exposure on maximum likelihood estimation 398 12.5.7 Exercises 399 12.6 Bivariate models 402 12.6.1 Introduction 402 12.6.2 Copulas 4ОЗ 12.6.3 Exercise 405 12.7 Models with covariates 405 12.7.1 Introduction 405 12.7.2 Proportional hazards models 407 12.7.3 The generalized linear and accelerated failure time models 413 I2.7.4 Exercises 4I6 13 Model selection 419 13.1 Introduction 419 13.2 Representations of the data and model 420 13.3 Graphical comparison of the density and distribution functions 421 13.3.1 Exercises 426 13.4 Hypothesis tests 427 13.4-1 Kolmogorov-Smirnov test 428 13.4 -2 Anderson-Darling test 430 13.4-3 Chi-square goodness-of-fit test 432 13-4-4 Likelihood ratio test 436 13.4-5 Exercises 438 13.5 Selecting a model 440 13.5.1 Introduction 440 13.5.2 Judgment-based approaches 441 13.5.3 Score-based approaches 442 13.5.4 Exercises 449 14 Five examples 455 I4.I Introduction 455 I4.2 Time to death 455 xii CONTENTS Ц.2.1 The data 455 14.2.2 Some calculations 457 14.2.3 Exercise 459 14-3 Time from incidence to report 459 14-3.1 The problem and some data 460 14-3.2 Analysis 460 14.4 Payment amount 461 14.4.1 The data 462 14.4.2 The first model 463 14-4-3 The second model 465 14.5 An aggregate loss example 466 14.6 Another aggregate loss example 471 14-6.1 Distribution for a single policy 471 14-6.2 One hundred policies — excess of loss 471 14-6.3 One hundred policies — aggregate stop-loss 473 14-6-4 Numerical convolutions 474 14-Ί Comprehensive exercises 476 Part V Adjusted estimates and simulation 15 Interpolation and smoothing 483 15.1 Introduction 483 15.2 Polynomial interpolation and smoothing 485 15.2.1 Exercises 488 15.3 Cubic spline interpolation 489 15.3.1 Construction of cubic splines 491 15.3.2 Exercises 499 I5.4 Approximating functions with splines 500 15-4-1 Exercise 504 15.5 Extrapolating with splines 504 15.5.1 Exercise 505 15.6 Smoothing splines 505 15.6.1 Exercise 514 16 Credibility 515 16.1 Introduction 515 16.2 Statistical concepts 517 CONTENTS xiii 16.2.1 Conditional distributions 518 16.2.2 Conditional expectation 520 16.2.3 Nonparametric unbiased estimators 523 16.24 Exercises 529 16.3 Limited fluctuation credibility theory 530 16.3.1 Full credibility 532 16.3.2 Partial credibility 535 16.3.3 Problems with the approach 539 16. 3.4 Notes and References 539 16.3.5 Exercises 539 16.4 Greatest accuracy credibility theory 542 16.4.1 Introduction 542 16.4-2 The Bayesian methodology 545 16.4-3 The credibility premium 553 16.4-4 The Buhlmann model . 557 16.4- 5 The Buhlmann-Straub model 560 16.4.6 Exact credibility 566 16.4-7 Linear versus Bayesian versus no credibility 569 16.4.8 Notes and References 577 16.4.9 Exercises 578 16.5 Empirical Bayes parameter estimation 589 16.5.1 Nonparametric estimation 592 16.5.2 Semiparametric estimation 600 16.5.3 Parametric estimation 602 16.5.4 Notes and References 607 16.5.5 Exercises 607 17 Simulation 611 17.1 Basics of simulation 611 17.1.1 The simulation approach 612 17.1.2 Exercises 617 17.2 Examples of simulation in actuarial modeling 618 17.2.1 Aggregate loss calculations 618 17.2.2 Examples of lack of independence or identical distributions 619 17.2.3 Simulation analysis of the two examples 620 17.2.4 Statistical analyses 622 17.2.5 Exercises 625 x/V CONTENTS Appendix A An inventory of continuous distributions 627 A.I Introduction 627 A. 2 Transformed beta family 631 A. 2.1 Four-parameter distribution 631 A.2.2 Three-parameter distributions 631 A, 2.3 Two-parameter distributions 633 A.3 Transformed gamma family 635 A. 3.1 Three-parameter distributions 635 A. 3.2 Two-parameter distributions 636 A. 3.3 One-parameter distributions 638 A. 4 Other distributions 638 A. 5 Distributions with finite support 6Ą0 Appendix В An inventory of discrete distributions 6Ą3 B.I Introduction 6A3 B.2 The (a, 6,0) class 6ĄĄ B.3 The(a,b,l) class 6Ą5 B.3.1 The zero-truncated subclass 645 B.3. 2 The zero-modified subclass 647 BĄ The compound class 648 B.4-1 Some compound distributions 648 B.5 A hierarchy of discrete distributions 650 Appendix С Frequency and severity relationships 651 Appendix D The recursive formula 653 Appendix E Discretization of the severity distribution 655 E. 1 The method of rounding 655 E.2 Mean preserving 656 E.3 Undiscretization of a discretized distribution 657 Appendix F Numerical optimization and solution of systems of equations 659 F.I Maximization using Solver 660 F.2 The simplex method 664 F.3 Using Excelß to solve equations 665 CONTENTS xv References Index The First Edition of Loss Models was deemed "worthy of classical status" by the Journal of the International Statistical Institute, While retaining its prede¬ cessor's thorough treatment of the concepts and methods of analyzing contin¬ gent events, this powerful Second Edition is updated and expanded to offer even more complete and flexible coverage of risk theory, loss distributions, and survival models. Beginning with a framework for model building and a description of frequency and severity loss data typically available, it shows readers how to combine frequency, severity and loss models to build aggregate loss models and credibility-based pricing models, and how to analyze loss over multiple time periods, important features of this new edition include: • Thorough preparation for relevant parts of preliminary examinations of the Society of Actuaries (SOA) and Casualty Actuarial Society (CAS) • Exercises based on past SOA and CAS exams • Examples using actual insurance data • Practical treatment of modern credibility theory • Data fifes and more from an ftp site Loss Models, Second Edition is an important resource, providing a compre¬ hensive, practically motivated toolkit and an excellent reference, for actuaries preparing for SOA and CAS preliminary examinations, students in actuarial science who need to understand loss and risk models, and practicing professionals involved in loss modeling. STUART A. KLUGMAN, PhD, R>A, is Principal Financial Group Professor of Actuarial Science at Drake University, Des Moines, iowa. HARRY H- PANJiR, PhD, F8A« FOIA, HqììFIA, ís Professor in the Department of Statistics and Actuarial Science at the University of Waterloo, Ontario, Canada, GORDON E, УУІШИОТ, РіФ, FSA,. FOIA, is Munich Re Professor in the Department of Statistics and Actuaria! Science at the University of Waterloo.
any_adam_object	1
author	Klugman, Stuart A. 1949- Panjer, Harry H. 1946- Willmot, Gordon E. 1957-
author_GND	(DE-588)1044735155 (DE-588)1044735732 (DE-588)122585860
author_facet	Klugman, Stuart A. 1949- Panjer, Harry H. 1946- Willmot, Gordon E. 1957-
author_role	aut aut aut
author_sort	Klugman, Stuart A. 1949-
author_variant	s a k sa sak h h p hh hhp g e w ge gew
building	Verbundindex
bvnumber	BV019698600
callnumber-first	H - Social Science
callnumber-label	HG8781
callnumber-raw	HG8781 HG8781.K583 2004
callnumber-search	HG8781 HG8781.K583 2004
callnumber-sort	HG 48781
callnumber-subject	HG - Finance
classification_rvk	QQ 630 SK 980
classification_tum	WIR 190f MAT 902f WIR 522f
contents	Erg. bildet: Klugman, Stuart A.: Solutions manual to accompany Loss models
ctrlnum	(OCoLC)54988791 (DE-599)BVBBV019698600
dewey-full	368/.0122 368/.01
dewey-hundreds	300 - Social sciences
dewey-ones	368 - Insurance
dewey-raw	368/.01 22 368/.01
dewey-search	368/.01 22 368/.01
dewey-sort	3368 11 222
dewey-tens	360 - Social problems and services; associations
discipline	Mathematik Wirtschaftswissenschaften
edition	2. ed.
format	Book
fullrecord	<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>00000nam a2200000zc 4500</leader><controlfield tag="001">BV019698600</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20071119</controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">050216s2004 xxuad\|\| \|\|\|\| 00\|\|\| eng d</controlfield><datafield tag="010" ind1=" " ind2=" "><subfield code="a">2004048066</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0471215775</subfield><subfield code="c">cloth</subfield><subfield code="9">0-471-21577-5</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)54988791</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV019698600</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-91G</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-898</subfield><subfield code="a">DE-706</subfield><subfield code="a">DE-1049</subfield><subfield code="a">DE-521</subfield><subfield code="a">DE-188</subfield><subfield code="a">DE-N2</subfield><subfield code="a">DE-355</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG8781</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG8781.K583 2004</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">368/.01 22</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">368/.01</subfield><subfield code="2">22</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QQ 630</subfield><subfield code="0">(DE-625)141989:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 980</subfield><subfield code="0">(DE-625)143277:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">WIR 190f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 902f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">WIR 522f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Klugman, Stuart A.</subfield><subfield code="d">1949-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)1044735155</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Loss models</subfield><subfield code="b">from data to decisions</subfield><subfield code="c">Stuart A. Klugman ; Harry H. Panjer ; Gordon E. Willmot</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">2. ed.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Hoboken, NJ</subfield><subfield code="b">Wiley Interscience</subfield><subfield code="c">2004</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XXII, 688 S.</subfield><subfield code="b">Ill., graph. Darst.</subfield><subfield code="c">24 cm</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Wiley series in probability and statistics</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references (p. 671-680) and index</subfield></datafield><datafield tag="505" ind1="8" ind2=" "><subfield code="a">Erg. bildet: Klugman, Stuart A.: Solutions manual to accompany Loss models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Assurance - Mathématiques</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Assurance - Modèles mathématiques</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Assurance - Méthodes statistiques</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Assurance</subfield><subfield code="2">rasuqam</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Modèle mathématique</subfield><subfield code="2">rasuqam</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Méthode statistique</subfield><subfield code="2">rasuqam</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Statistische methoden</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Verzekeringswezen</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Verzekeringswiskunde</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Waarschijnlijkheidstheorie</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">aInsurance</subfield><subfield code="a">xStatistical methods</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">aInsurance</subfield><subfield code="a">xMathematical models</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Risikotheorie</subfield><subfield code="0">(DE-588)4135592-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Verlustrechnung</subfield><subfield code="0">(DE-588)4187883-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Versicherungsmathematik</subfield><subfield code="0">(DE-588)4063194-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Versicherungsstatistik</subfield><subfield code="0">(DE-588)4235273-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Mathematisches Modell</subfield><subfield code="0">(DE-588)4114528-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Risikotheorie</subfield><subfield code="0">(DE-588)4135592-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Versicherungsmathematik</subfield><subfield code="0">(DE-588)4063194-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Versicherungsmathematik</subfield><subfield code="0">(DE-588)4063194-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Verlustrechnung</subfield><subfield code="0">(DE-588)4187883-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="2"><subfield code="a">Mathematisches Modell</subfield><subfield code="0">(DE-588)4114528-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="2" ind2="0"><subfield code="a">Risikotheorie</subfield><subfield code="0">(DE-588)4135592-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2="1"><subfield code="a">Versicherungsstatistik</subfield><subfield code="0">(DE-588)4235273-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2=" "><subfield code="8">2\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Panjer, Harry H.</subfield><subfield code="d">1946-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)1044735732</subfield><subfield code="4">aut</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Willmot, Gordon E.</subfield><subfield code="d">1957-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)122585860</subfield><subfield code="4">aut</subfield></datafield><datafield tag="856" ind1="4" ind2=" "><subfield code="u">http://www.loc.gov/catdir/description/wiley042/2004048066.html</subfield><subfield code="3">Publisher description</subfield></datafield><datafield tag="856" ind1="4" ind2=" "><subfield code="u">http://www.loc.gov/catdir/toc/wiley041/2004048066.html</subfield><subfield code="3">Table of contents</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Regensburg</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013026218&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Regensburg</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013026218&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Klappentext</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">2\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-013026218</subfield></datafield></record></collection>
id	DE-604.BV019698600
illustrated	Illustrated
indexdate	2024-10-28T11:01:21Z
institution	BVB
isbn	0471215775
language	English
lccn	2004048066
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-013026218
oclc_num	54988791
open_access_boolean
owner	DE-91G DE-BY-TUM DE-19 DE-BY-UBM DE-898 DE-BY-UBR DE-706 DE-1049 DE-521 DE-188 DE-N2 DE-355 DE-BY-UBR
owner_facet	DE-91G DE-BY-TUM DE-19 DE-BY-UBM DE-898 DE-BY-UBR DE-706 DE-1049 DE-521 DE-188 DE-N2 DE-355 DE-BY-UBR
physical	XXII, 688 S. Ill., graph. Darst. 24 cm
publishDate	2004
publishDateSearch	2004
publishDateSort	2004
publisher	Wiley Interscience
record_format	marc
series2	Wiley series in probability and statistics
spelling	Klugman, Stuart A. 1949- Verfasser (DE-588)1044735155 aut Loss models from data to decisions Stuart A. Klugman ; Harry H. Panjer ; Gordon E. Willmot 2. ed. Hoboken, NJ Wiley Interscience 2004 XXII, 688 S. Ill., graph. Darst. 24 cm txt rdacontent n rdamedia nc rdacarrier Wiley series in probability and statistics Includes bibliographical references (p. 671-680) and index Erg. bildet: Klugman, Stuart A.: Solutions manual to accompany Loss models Assurance - Mathématiques Assurance - Modèles mathématiques Assurance - Méthodes statistiques Assurance rasuqam Modèle mathématique rasuqam Méthode statistique rasuqam Statistische methoden gtt Verzekeringswezen gtt Verzekeringswiskunde gtt Waarschijnlijkheidstheorie gtt aInsurance xStatistical methods aInsurance xMathematical models Risikotheorie (DE-588)4135592-1 gnd rswk-swf Verlustrechnung (DE-588)4187883-8 gnd rswk-swf Versicherungsmathematik (DE-588)4063194-1 gnd rswk-swf Versicherungsstatistik (DE-588)4235273-3 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Risikotheorie (DE-588)4135592-1 s Versicherungsmathematik (DE-588)4063194-1 s DE-604 Verlustrechnung (DE-588)4187883-8 s Mathematisches Modell (DE-588)4114528-8 s 1\p DE-604 Versicherungsstatistik (DE-588)4235273-3 s 2\p DE-604 Panjer, Harry H. 1946- Verfasser (DE-588)1044735732 aut Willmot, Gordon E. 1957- Verfasser (DE-588)122585860 aut http://www.loc.gov/catdir/description/wiley042/2004048066.html Publisher description http://www.loc.gov/catdir/toc/wiley041/2004048066.html Table of contents Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013026218&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013026218&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Klappentext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk
spellingShingle	Klugman, Stuart A. 1949- Panjer, Harry H. 1946- Willmot, Gordon E. 1957- Loss models from data to decisions Erg. bildet: Klugman, Stuart A.: Solutions manual to accompany Loss models Assurance - Mathématiques Assurance - Modèles mathématiques Assurance - Méthodes statistiques Assurance rasuqam Modèle mathématique rasuqam Méthode statistique rasuqam Statistische methoden gtt Verzekeringswezen gtt Verzekeringswiskunde gtt Waarschijnlijkheidstheorie gtt aInsurance xStatistical methods aInsurance xMathematical models Risikotheorie (DE-588)4135592-1 gnd Verlustrechnung (DE-588)4187883-8 gnd Versicherungsmathematik (DE-588)4063194-1 gnd Versicherungsstatistik (DE-588)4235273-3 gnd Mathematisches Modell (DE-588)4114528-8 gnd
subject_GND	(DE-588)4135592-1 (DE-588)4187883-8 (DE-588)4063194-1 (DE-588)4235273-3 (DE-588)4114528-8
title	Loss models from data to decisions
title_auth	Loss models from data to decisions
title_exact_search	Loss models from data to decisions
title_full	Loss models from data to decisions Stuart A. Klugman ; Harry H. Panjer ; Gordon E. Willmot
title_fullStr	Loss models from data to decisions Stuart A. Klugman ; Harry H. Panjer ; Gordon E. Willmot
title_full_unstemmed	Loss models from data to decisions Stuart A. Klugman ; Harry H. Panjer ; Gordon E. Willmot
title_short	Loss models
title_sort	loss models from data to decisions
title_sub	from data to decisions
topic	Assurance - Mathématiques Assurance - Modèles mathématiques Assurance - Méthodes statistiques Assurance rasuqam Modèle mathématique rasuqam Méthode statistique rasuqam Statistische methoden gtt Verzekeringswezen gtt Verzekeringswiskunde gtt Waarschijnlijkheidstheorie gtt aInsurance xStatistical methods aInsurance xMathematical models Risikotheorie (DE-588)4135592-1 gnd Verlustrechnung (DE-588)4187883-8 gnd Versicherungsmathematik (DE-588)4063194-1 gnd Versicherungsstatistik (DE-588)4235273-3 gnd Mathematisches Modell (DE-588)4114528-8 gnd
topic_facet	Assurance - Mathématiques Assurance - Modèles mathématiques Assurance - Méthodes statistiques Assurance Modèle mathématique Méthode statistique Statistische methoden Verzekeringswezen Verzekeringswiskunde Waarschijnlijkheidstheorie aInsurance xStatistical methods aInsurance xMathematical models Risikotheorie Verlustrechnung Versicherungsmathematik Versicherungsstatistik Mathematisches Modell
url	http://www.loc.gov/catdir/description/wiley042/2004048066.html http://www.loc.gov/catdir/toc/wiley041/2004048066.html http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013026218&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013026218&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT klugmanstuarta lossmodelsfromdatatodecisions AT panjerharryh lossmodelsfromdatatodecisions AT willmotgordone lossmodelsfromdatatodecisions

Verfügbarkeit

Es ist kein Print-Exemplar vorhanden.

Fernleihe Bestellen Achtung: Nicht im THWS-Bestand! Inhaltsverzeichnis

MARC

Datensatz im Suchindex

Es ist kein Print-Exemplar vorhanden.

Ähnliche Einträge