Loss models: from data to decisions
Gespeichert in:
1. Verfasser: | |
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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 |
Internformat
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Datensatz im Suchindex
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any_adam_object | |
author | Klugman, Stuart A. 1949- |
author_GND | (DE-588)1044735155 (DE-588)1044735732 (DE-588)122585860 |
author_facet | Klugman, Stuart A. 1949- |
author_role | aut |
author_sort | Klugman, Stuart A. 1949- |
author_variant | s a k sa sak |
building | Verbundindex |
bvnumber | BV041052380 |
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dewey-hundreds | 300 - Social sciences |
dewey-ones | 368 - Insurance |
dewey-raw | 368/.01 |
dewey-search | 368/.01 |
dewey-sort | 3368 11 |
dewey-tens | 360 - Social problems and services; associations |
discipline | Mathematik Wirtschaftswissenschaften |
edition | 3. ed. |
format | Electronic eBook |
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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 3. ed. Hoboken, N.J. Wiley 2008 1 Online-Ressource (xix, 726 p.) txt rdacontent c rdamedia cr rdacarrier Wiley series in probability and statistics 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 Mathematisches Modell swd Risikotheorie swd Verlustrechnung swd Versicherungsmathematik swd BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management bisacsh Mathematisches Modell Wirtschaft Insurance / Statistical methods Insurance / Mathematical models Verlustrechnung (DE-588)4187883-8 gnd rswk-swf Versicherungsmathematik (DE-588)4063194-1 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Versicherungsstatistik (DE-588)4235273-3 gnd rswk-swf Risikotheorie (DE-588)4135592-1 gnd rswk-swf (DE-588)4143389-0 Aufgabensammlung gnd-content Versicherungsmathematik (DE-588)4063194-1 s Verlustrechnung (DE-588)4187883-8 s Mathematisches Modell (DE-588)4114528-8 s DE-604 Risikotheorie (DE-588)4135592-1 s Versicherungsstatistik (DE-588)4235273-3 s 1\p DE-604 Panjer, Harry H. 1946- Sonstige (DE-588)1044735732 oth Willmot, Gordon E. 1957- Sonstige (DE-588)122585860 oth http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=513866 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Klugman, Stuart A. 1949- Loss models from data to decisions Mathematisches Modell swd Risikotheorie swd Verlustrechnung swd Versicherungsmathematik swd BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management bisacsh Mathematisches Modell Wirtschaft Insurance / Statistical methods Insurance / Mathematical models Verlustrechnung (DE-588)4187883-8 gnd Versicherungsmathematik (DE-588)4063194-1 gnd Mathematisches Modell (DE-588)4114528-8 gnd Versicherungsstatistik (DE-588)4235273-3 gnd Risikotheorie (DE-588)4135592-1 gnd |
subject_GND | (DE-588)4187883-8 (DE-588)4063194-1 (DE-588)4114528-8 (DE-588)4235273-3 (DE-588)4135592-1 (DE-588)4143389-0 |
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 | Mathematisches Modell swd Risikotheorie swd Verlustrechnung swd Versicherungsmathematik swd BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management bisacsh Mathematisches Modell Wirtschaft Insurance / Statistical methods Insurance / Mathematical models Verlustrechnung (DE-588)4187883-8 gnd Versicherungsmathematik (DE-588)4063194-1 gnd Mathematisches Modell (DE-588)4114528-8 gnd Versicherungsstatistik (DE-588)4235273-3 gnd Risikotheorie (DE-588)4135592-1 gnd |
topic_facet | Mathematisches Modell Risikotheorie Verlustrechnung Versicherungsmathematik BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management Wirtschaft Insurance / Statistical methods Insurance / Mathematical models Versicherungsstatistik Aufgabensammlung |
url | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=513866 |
work_keys_str_mv | AT klugmanstuarta lossmodelsfromdatatodecisions AT panjerharryh lossmodelsfromdatatodecisions AT willmotgordone lossmodelsfromdatatodecisions |