Loss models: from data to decisions
Gespeichert in:
Bibliographische Detailangaben
1. Verfasser: Klugman, Stuart A. 1949- (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Hoboken, N.J. Wiley 2008
Ausgabe:3. ed.
Schriftenreihe:Wiley series in probability and statistics
Schlagworte:
Online-Zugang:TUM01
Volltext
Beschreibung:Accompanied Solutions manual to accompany Loss models from data to decisions (viii, 314 p. : ill. ; 24 cm.)
Front Matter -- Introduction. Modeling -- Random Variables -- Basic Distributional Quantities -- Actuarial Models. Characteristics of Actuarial Models -- Continuous Models -- Discrete Distributions and Processes -- Multivariate Models -- Frequency and Severity with Coverage Modifications -- Aggregate Loss Models -- Discrete-Time Ruin Models -- Continuous-Time Ruin Models -- Construction of Empirical Models. Review of Mathematical Statistics -- Estimation for Complete Data -- Estimation for Modified Data -- Parametric Statistical Methods. Parameter Estimation -- Model Selection -- Estimation and Model Selection for More Complex Models -- Five Examples -- Adjusted Estimates. Interpolation and Smoothing -- Credibility -- Simulation. Simulation -- Appendix A: An Inventory of Continuous Distributions -- Appendix B: An Inventory of Discrete Distributions -- Appendix C: Frequency and Severity Relationships -- Appendix D: The Recursive Formula -- Appendix E: Discretization of the Severity Distribution -- Appendix F: Numerical Optimization and Solution of Systems of Equations -- References -- Index -- Wiley Series in Probability and Statistics --
Includes bibliographical references (p. 709-717) and index
Loss models : from data to decisions -- Solutions manual to accompany loss models from data to decisions
Beschreibung:1 Online-Ressource (xix, 726 p.)
ISBN:0470391332
0470391340
9780470187814
9780470391334
9780470391341

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