Modern Actuarial Risk Theory by Rob Kaas
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Modern Actuarial Risk Theory
By Rob Kaas

Modern Actuarial Risk Theory

Using R 2nd Corrected ed. 2008, Corr. 3rd printing 2009

By (author) See other recent books by Rob Kaas See other recent books by Marc Goovaerts See other recent books by Jan Dhaene
Format: Hardback

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Modern Actuarial Risk Theory by Rob Kaas

Book Description

Modern Actuarial Risk Theory contains what every actuary needs to know about non-life insurance mathematics. It starts with the standard material like utility theory, individual and collective model and basic ruin theory. Other topics are risk measures and premium principles, bonus-malus systems, ordering of risks and credibility theory. It also contains some chapters about Generalized Linear Models, applied to rating and IBNR problems. As to the level of the mathematics, the book would fit in a bachelors or masters program in quantitative economics or mathematical statistics. This second and much expanded edition emphasizes the implementation of these techniques through the use of R. This free but incredibly powerful software is rapidly developing into the de facto standard for statistical computation, not just in academic circles but also in practice. With R, one can do simulations, find maximum likelihood estimators, compute distributions by inverting transforms, and much more.

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Book Details

ISBN: 9783540709923
ISBN-10: 3540709924
Format: Hardback
(234mm x 156mm x 22mm)
Pages: 400
Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Publish Date: 25-Aug-2008
Country of Publication: Germany

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