Modern Actuarial Risk Theory:
Apart from standard actuarial theory, Modern Actuarial Risk Theory contains methods that are relevant for actuarial practice, for instance the rating of automobile insurance policies, premium principles and IBNR models, as well as generalized linear models with an eye on actuarial applications. Furt...
Gespeichert in:
| Hauptverfasser: | , , , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer US
2002
|
| Ausgabe: | 1st ed. 2002 |
| Schlagworte: | |
| Online-Zugang: | BTU01 Volltext |
| Zusammenfassung: | Apart from standard actuarial theory, Modern Actuarial Risk Theory contains methods that are relevant for actuarial practice, for instance the rating of automobile insurance policies, premium principles and IBNR models, as well as generalized linear models with an eye on actuarial applications. Furthermore extensive introductions are given to credibility theory and ordering of risks. The book reflects the state of the art in actuarial risk theory. In addition to some chapters which are compatible with official material of actuarial education in North-America, Europe and other parts of the world, the book contains important material on topics that are relevant for recent insurance and actuarial developments including determining solvency measures, fair-value computations, reserving, ranking of risks, modelling dependencies and the use of generalized linear models. Basic ideas on risk measures in the framework of insurance premiums are also considered. The numerous exercises contained in Modern Actuarial Risk Theory, together with the hints for solving the more difficult ones and the numerical answers to many others, make the book useful as a textbook. Some important practical paradigms in insurance are presented in a way that is appealing to actuaries in their daily business. The mathematical background assumed is on a level such as acquired in the first stage of a bachelors program in quantitative economics or mathematical statistics |
| Beschreibung: | 1 Online-Ressource (XVIII, 306 p) |
| ISBN: | 9780306476037 |
| DOI: | 10.1007/b109818 |
Internformat
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| 520 | |a Apart from standard actuarial theory, Modern Actuarial Risk Theory contains methods that are relevant for actuarial practice, for instance the rating of automobile insurance policies, premium principles and IBNR models, as well as generalized linear models with an eye on actuarial applications. Furthermore extensive introductions are given to credibility theory and ordering of risks. The book reflects the state of the art in actuarial risk theory. In addition to some chapters which are compatible with official material of actuarial education in North-America, Europe and other parts of the world, the book contains important material on topics that are relevant for recent insurance and actuarial developments including determining solvency measures, fair-value computations, reserving, ranking of risks, modelling dependencies and the use of generalized linear models. Basic ideas on risk measures in the framework of insurance premiums are also considered. The numerous exercises contained in Modern Actuarial Risk Theory, together with the hints for solving the more difficult ones and the numerical answers to many others, make the book useful as a textbook. Some important practical paradigms in insurance are presented in a way that is appealing to actuaries in their daily business. The mathematical background assumed is on a level such as acquired in the first stage of a bachelors program in quantitative economics or mathematical statistics | ||
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Datensatz im Suchindex
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| author | Kaas, Rob Goovaerts, Marc Dhaene, Jan Denuit, Michel |
| author_facet | Kaas, Rob Goovaerts, Marc Dhaene, Jan Denuit, Michel |
| author_role | aut aut aut aut |
| author_sort | Kaas, Rob |
| author_variant | r k rk m g mg j d jd m d md |
| building | Verbundindex |
| bvnumber | BV046873944 |
| classification_rvk | QQ 630 SK 980 |
| collection | ZDB-2-SBE ZDB-2-BAE |
| ctrlnum | (ZDB-2-SBE)978-0-306-47603-7 (OCoLC)903188672 (DE-599)BVBBV046873944 |
| dewey-full | 650 |
| dewey-hundreds | 600 - Technology (Applied sciences) |
| dewey-ones | 650 - Management and auxiliary services |
| dewey-raw | 650 |
| dewey-search | 650 |
| dewey-sort | 3650 |
| dewey-tens | 650 - Management and auxiliary services |
| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
| doi_str_mv | 10.1007/b109818 |
| edition | 1st ed. 2002 |
| format | Electronic eBook |
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| id | DE-604.BV046873944 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T15:15:40Z |
| indexdate | 2024-07-10T08:56:12Z |
| institution | BVB |
| isbn | 9780306476037 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-032284076 |
| oclc_num | 903188672 |
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| physical | 1 Online-Ressource (XVIII, 306 p) |
| psigel | ZDB-2-SBE ZDB-2-BAE ZDB-2-SBE_Archiv ZDB-2-SBE ZDB-2-SBE_Archiv |
| publishDate | 2002 |
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| publisher | Springer US |
| record_format | marc |
| spelling | Kaas, Rob Verfasser aut Modern Actuarial Risk Theory by Rob Kaas, Marc Goovaerts, Jan Dhaene, Michel Denuit 1st ed. 2002 New York, NY Springer US 2002 1 Online-Ressource (XVIII, 306 p) txt rdacontent c rdamedia cr rdacarrier Apart from standard actuarial theory, Modern Actuarial Risk Theory contains methods that are relevant for actuarial practice, for instance the rating of automobile insurance policies, premium principles and IBNR models, as well as generalized linear models with an eye on actuarial applications. Furthermore extensive introductions are given to credibility theory and ordering of risks. The book reflects the state of the art in actuarial risk theory. In addition to some chapters which are compatible with official material of actuarial education in North-America, Europe and other parts of the world, the book contains important material on topics that are relevant for recent insurance and actuarial developments including determining solvency measures, fair-value computations, reserving, ranking of risks, modelling dependencies and the use of generalized linear models. Basic ideas on risk measures in the framework of insurance premiums are also considered. The numerous exercises contained in Modern Actuarial Risk Theory, together with the hints for solving the more difficult ones and the numerical answers to many others, make the book useful as a textbook. Some important practical paradigms in insurance are presented in a way that is appealing to actuaries in their daily business. The mathematical background assumed is on a level such as acquired in the first stage of a bachelors program in quantitative economics or mathematical statistics Business and Management, general Finance, general Statistics for Business, Management, Economics, Finance, Insurance Econometrics Business Management science Finance Statistics Versicherungswirtschaft (DE-588)4063206-4 gnd rswk-swf Risikotheorie (DE-588)4135592-1 gnd rswk-swf Risikotheorie (DE-588)4135592-1 s Versicherungswirtschaft (DE-588)4063206-4 s DE-604 Goovaerts, Marc aut Dhaene, Jan aut Denuit, Michel aut Erscheint auch als Druck-Ausgabe 9781402029523 Erscheint auch als Druck-Ausgabe 9781475788297 Erscheint auch als Druck-Ausgabe 9780792376361 https://doi.org/10.1007/b109818 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Kaas, Rob Goovaerts, Marc Dhaene, Jan Denuit, Michel Modern Actuarial Risk Theory Business and Management, general Finance, general Statistics for Business, Management, Economics, Finance, Insurance Econometrics Business Management science Finance Statistics Versicherungswirtschaft (DE-588)4063206-4 gnd Risikotheorie (DE-588)4135592-1 gnd |
| subject_GND | (DE-588)4063206-4 (DE-588)4135592-1 |
| title | Modern Actuarial Risk Theory |
| title_auth | Modern Actuarial Risk Theory |
| title_exact_search | Modern Actuarial Risk Theory |
| title_exact_search_txtP | Modern Actuarial Risk Theory |
| title_full | Modern Actuarial Risk Theory by Rob Kaas, Marc Goovaerts, Jan Dhaene, Michel Denuit |
| title_fullStr | Modern Actuarial Risk Theory by Rob Kaas, Marc Goovaerts, Jan Dhaene, Michel Denuit |
| title_full_unstemmed | Modern Actuarial Risk Theory by Rob Kaas, Marc Goovaerts, Jan Dhaene, Michel Denuit |
| title_short | Modern Actuarial Risk Theory |
| title_sort | modern actuarial risk theory |
| topic | Business and Management, general Finance, general Statistics for Business, Management, Economics, Finance, Insurance Econometrics Business Management science Finance Statistics Versicherungswirtschaft (DE-588)4063206-4 gnd Risikotheorie (DE-588)4135592-1 gnd |
| topic_facet | Business and Management, general Finance, general Statistics for Business, Management, Economics, Finance, Insurance Econometrics Business Management science Finance Statistics Versicherungswirtschaft Risikotheorie |
| url | https://doi.org/10.1007/b109818 |
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