Computation and modelling in insurance and finance:
Focusing on what actuaries need in practice, this introductory account provides readers with essential tools for handling complex problems and explains how simulation models can be created, used and re-used (with modifications) in related situations. The book begins by outlining the basic tools of m...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2014
|
| Schriftenreihe: | International series on actuarial science
|
| Schlagworte: | |
| Online-Zugang: | BSB01 FHN01 UER01 URL des Erstveröffentlichers |
| Zusammenfassung: | Focusing on what actuaries need in practice, this introductory account provides readers with essential tools for handling complex problems and explains how simulation models can be created, used and re-used (with modifications) in related situations. The book begins by outlining the basic tools of modelling and simulation, including a discussion of the Monte Carlo method and its use. Part II deals with general insurance and Part III with life insurance and financial risk. Algorithms that can be implemented on any programming platform are spread throughout and a program library written in R is included. Numerous figures and experiments with R-code illustrate the text. The author's non-technical approach is ideal for graduate students, the only prerequisites being introductory courses in calculus and linear algebra, probability and statistics. The book will also be of value to actuaries and other analysts in the industry looking to update their skills |
| Beschreibung: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Beschreibung: | 1 online resource (xxvi, 685 pages) |
| ISBN: | 9781139020251 |
| DOI: | 10.1017/CBO9781139020251 |
Internformat
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| 500 | |a Title from publisher's bibliographic system (viewed on 05 Oct 2015) | ||
| 505 | 8 | |a Introduction -- Part I. Tools for risk analysis -- Part II. General insurance -- Part III. Life insurance and financial risk -- Appendix A. Random variables: principal tools -- Appendix B. Linear algebra and stochastic vectors -- Appendix C. Numerical algorithms: a third tool | |
| 520 | |a Focusing on what actuaries need in practice, this introductory account provides readers with essential tools for handling complex problems and explains how simulation models can be created, used and re-used (with modifications) in related situations. The book begins by outlining the basic tools of modelling and simulation, including a discussion of the Monte Carlo method and its use. Part II deals with general insurance and Part III with life insurance and financial risk. Algorithms that can be implemented on any programming platform are spread throughout and a program library written in R is included. Numerous figures and experiments with R-code illustrate the text. The author's non-technical approach is ideal for graduate students, the only prerequisites being introductory courses in calculus and linear algebra, probability and statistics. The book will also be of value to actuaries and other analysts in the industry looking to update their skills | ||
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Insurance / Mathematical models | |
| 650 | 4 | |a Finance / Mathematical models | |
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Datensatz im Suchindex
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| author | Bølviken, Erik |
| author_GND | (DE-588)1050750578 |
| author_facet | Bølviken, Erik |
| author_role | aut |
| author_sort | Bølviken, Erik |
| author_variant | e b eb |
| building | Verbundindex |
| bvnumber | BV043940590 |
| classification_rvk | QQ 630 |
| collection | ZDB-20-CBO |
| contents | Introduction -- Part I. Tools for risk analysis -- Part II. General insurance -- Part III. Life insurance and financial risk -- Appendix A. Random variables: principal tools -- Appendix B. Linear algebra and stochastic vectors -- Appendix C. Numerical algorithms: a third tool |
| ctrlnum | (ZDB-20-CBO)CR9781139020251 (OCoLC)971456089 (DE-599)BVBBV043940590 |
| dewey-full | 368/.01 |
| 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 | Wirtschaftswissenschaften |
| doi_str_mv | 10.1017/CBO9781139020251 |
| format | Electronic eBook |
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| id | DE-604.BV043940590 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:39:13Z |
| institution | BVB |
| isbn | 9781139020251 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029349560 |
| oclc_num | 971456089 |
| open_access_boolean | |
| owner | DE-12 DE-29 DE-92 |
| owner_facet | DE-12 DE-29 DE-92 |
| physical | 1 online resource (xxvi, 685 pages) |
| psigel | ZDB-20-CBO ZDB-20-CBO BSB_PDA_CBO ZDB-20-CBO FHN_PDA_CBO ZDB-20-CBO UER_PDA_CBO_Kauf |
| publishDate | 2014 |
| publishDateSearch | 2014 |
| publishDateSort | 2014 |
| publisher | Cambridge University Press |
| record_format | marc |
| series2 | International series on actuarial science |
| spelling | Bølviken, Erik Verfasser (DE-588)1050750578 aut Computation and modelling in insurance and finance Erik Bølviken Computation & Modelling in Insurance & Finance Cambridge Cambridge University Press 2014 1 online resource (xxvi, 685 pages) txt rdacontent c rdamedia cr rdacarrier International series on actuarial science Title from publisher's bibliographic system (viewed on 05 Oct 2015) Introduction -- Part I. Tools for risk analysis -- Part II. General insurance -- Part III. Life insurance and financial risk -- Appendix A. Random variables: principal tools -- Appendix B. Linear algebra and stochastic vectors -- Appendix C. Numerical algorithms: a third tool Focusing on what actuaries need in practice, this introductory account provides readers with essential tools for handling complex problems and explains how simulation models can be created, used and re-used (with modifications) in related situations. The book begins by outlining the basic tools of modelling and simulation, including a discussion of the Monte Carlo method and its use. Part II deals with general insurance and Part III with life insurance and financial risk. Algorithms that can be implemented on any programming platform are spread throughout and a program library written in R is included. Numerous figures and experiments with R-code illustrate the text. The author's non-technical approach is ideal for graduate students, the only prerequisites being introductory courses in calculus and linear algebra, probability and statistics. The book will also be of value to actuaries and other analysts in the industry looking to update their skills Mathematisches Modell Insurance / Mathematical models Finance / Mathematical models Erscheint auch als Druck-Ausgabe, Hardcover 978-0-521-83048-5 https://doi.org/10.1017/CBO9781139020251 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Bølviken, Erik Computation and modelling in insurance and finance Introduction -- Part I. Tools for risk analysis -- Part II. General insurance -- Part III. Life insurance and financial risk -- Appendix A. Random variables: principal tools -- Appendix B. Linear algebra and stochastic vectors -- Appendix C. Numerical algorithms: a third tool Mathematisches Modell Insurance / Mathematical models Finance / Mathematical models |
| title | Computation and modelling in insurance and finance |
| title_alt | Computation & Modelling in Insurance & Finance |
| title_auth | Computation and modelling in insurance and finance |
| title_exact_search | Computation and modelling in insurance and finance |
| title_full | Computation and modelling in insurance and finance Erik Bølviken |
| title_fullStr | Computation and modelling in insurance and finance Erik Bølviken |
| title_full_unstemmed | Computation and modelling in insurance and finance Erik Bølviken |
| title_short | Computation and modelling in insurance and finance |
| title_sort | computation and modelling in insurance and finance |
| topic | Mathematisches Modell Insurance / Mathematical models Finance / Mathematical models |
| topic_facet | Mathematisches Modell Insurance / Mathematical models Finance / Mathematical models |
| url | https://doi.org/10.1017/CBO9781139020251 |
| work_keys_str_mv | AT bølvikenerik computationandmodellingininsuranceandfinance AT bølvikenerik computationmodellingininsurancefinance |