Loss models: from data to decisions
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Bibliographic Details
Main Author: Klugman, Stuart A. 1949- (Author)
Format: Electronic eBook
Language:English
Published: Hoboken, N.J. Wiley 2008
Edition:3. ed.
Series:Wiley series in probability and statistics
Subjects:
Online Access:TUM01
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Item Description: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
Physical Description:1 Online-Ressource (xix, 726 p.)
ISBN:0470391332
0470391340
9780470187814
9780470391334
9780470391341

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