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Author : Anonim
Publisher : Unknown
Page : 354 pages
File Size : 54,9 Mb
Release : 1957
Category : Life insurance
ISBN : RUTGERS:39030032637433
Author : Anonim
Publisher : Unknown
Page : 294 pages
File Size : 52,5 Mb
Release : 1967
Category : Life insurance
ISBN : SRLF:A0004193645
Includes section "Litteraturanmeldelser."
Author : Anonim
Publisher : Unknown
Page : 484 pages
File Size : 44,6 Mb
Release : 1984
Category : Insurance
ISBN : UOM:39015035708083
Author : Ambrose Lo
Publisher : CRC Press
Page : 432 pages
File Size : 44,7 Mb
Release : 2018-07-04
Category : Mathematics
ISBN : 9781315301228
The proliferation of financial derivatives over the past decades, options in particular, has underscored the increasing importance of derivative pricing literacy among students, researchers, and practitioners. Derivative Pricing: A Problem-Based Primer demystifies the essential derivative pricing theory by adopting a mathematically rigorous yet widely accessible pedagogical approach that will appeal to a wide variety of audience. Abandoning the traditional "black-box" approach or theorists’ "pedantic" approach, this textbook provides readers with a solid understanding of the fundamental mechanism of derivative pricing methodologies and their underlying theory through a diversity of illustrative examples. The abundance of exercises and problems makes the book well-suited as a text for advanced undergraduates, beginning graduates as well as a reference for professionals and researchers who need a thorough understanding of not only "how," but also "why" derivative pricing works. It is especially ideal for students who need to prepare for the derivatives portion of the Society of Actuaries Investment and Financial Markets Exam. Features Lucid explanations of the theory and assumptions behind various derivative pricing models. Emphasis on intuitions, mnemonics as well as common fallacies. Interspersed with illustrative examples and end-of-chapter problems that aid a deep understanding of concepts in derivative pricing. Mathematical derivations, while not eschewed, are made maximally accessible. A solutions manual is available for qualified instructors. The Author Ambrose Lo is currently Assistant Professor of Actuarial Science at the Department of Statistics and Actuarial Science at the University of Iowa. He received his Ph.D. in Actuarial Science from the University of Hong Kong in 2014, with dependence structures, risk measures, and optimal reinsurance being his research interests. He is a Fellow of the Society of Actuaries (FSA) and a Chartered Enterprise Risk Analyst (CERA). His research papers have been published in top-tier actuarial journals, such as ASTIN Bulletin: The Journal of the International Actuarial Association, Insurance: Mathematics and Economics, and Scandinavian Actuarial Journal.
Author : Michel Denuit,Xavier Marechal,Sandra Pitrebois,Jean-Francois Walhin
Publisher : John Wiley & Sons
Page : 384 pages
File Size : 55,6 Mb
Release : 2007-07-27
Category : Mathematics
ISBN : 0470517417
There are a wide range of variables for actuaries to consider when calculating a motorist’s insurance premium, such as age, gender and type of vehicle. Further to these factors, motorists’ rates are subject to experience rating systems, including credibility mechanisms and Bonus Malus systems (BMSs). Actuarial Modelling of Claim Counts presents a comprehensive treatment of the various experience rating systems and their relationships with risk classification. The authors summarize the most recent developments in the field, presenting ratemaking systems, whilst taking into account exogenous information. The text: Offers the first self-contained, practical approach to a priori and a posteriori ratemaking in motor insurance. Discusses the issues of claim frequency and claim severity, multi-event systems, and the combinations of deductibles and BMSs. Introduces recent developments in actuarial science and exploits the generalised linear model and generalised linear mixed model to achieve risk classification. Presents credibility mechanisms as refinements of commercial BMSs. Provides practical applications with real data sets processed with SAS software. Actuarial Modelling of Claim Counts is essential reading for students in actuarial science, as well as practicing and academic actuaries. It is also ideally suited for professionals involved in the insurance industry, applied mathematicians, quantitative economists, financial engineers and statisticians.
Author : Ricardas Zitikis,Jiandong Ren,Kristina Sendova
Publisher : MDPI
Page : 210 pages
File Size : 45,8 Mb
Release : 2020-04-02
Category : Business & Economics
ISBN : 9783039285167
Developing techniques for assessing various risks and calculating probabilities of ruin and survival are exciting topics for mathematically-inclined academics. For practicing actuaries and financial engineers, the resulting insights have provided enormous opportunities but also created serious challenges to overcome, thus facilitating closer cooperation between industries and academic institutions. In this book, several renown researchers with extensive interdisciplinary research experiences share their thoughts that, in one way or another, contribute to the betterment of practice and theory of decision making under uncertainty. Behavioral, cultural, mathematical, and statistical aspects of risk assessment and modelling have been explored, and have been often illustrated using real and simulated data. Topics range from financial and insurance risks to security-type risks, from one-dimensional to multi- and even infinite-dimensional risks. The articles in the book were written with a broad audience in mind and should provide enjoyable reading for those with university level degrees and/or those who have studied for accreditation by various actuarial and financial societies.
Author : Dmitrii Silvestrov,Anders Martin-Löf
Publisher : Springer
Page : 388 pages
File Size : 47,5 Mb
Release : 2014-06-06
Category : Business & Economics
ISBN : 9783319066530
This book is a compilation of 21 papers presented at the International Cramér Symposium on Insurance Mathematics (ICSIM) held at Stockholm University in June, 2013. The book comprises selected contributions from several large research communities in modern insurance mathematics and its applications. The main topics represented in the book are modern risk theory and its applications, stochastic modelling of insurance business, new mathematical problems in life and non-life insurance and related topics in applied and financial mathematics. The book is an original and useful source of inspiration and essential reference for a broad spectrum of theoretical and applied researchers, research students and experts from the insurance business. In this way, Modern Problems in Insurance Mathematics will contribute to the development of research and academy–industry co-operation in the area of insurance mathematics and its applications.
Author : Mario V. Wüthrich,Michael Merz
Publisher : Springer Nature
Page : 611 pages
File Size : 45,8 Mb
Release : 2022-11-22
Category : Mathematics
ISBN : 9783031124099
This open access book discusses the statistical modeling of insurance problems, a process which comprises data collection, data analysis and statistical model building to forecast insured events that may happen in the future. It presents the mathematical foundations behind these fundamental statistical concepts and how they can be applied in daily actuarial practice. Statistical modeling has a wide range of applications, and, depending on the application, the theoretical aspects may be weighted differently: here the main focus is on prediction rather than explanation. Starting with a presentation of state-of-the-art actuarial models, such as generalized linear models, the book then dives into modern machine learning tools such as neural networks and text recognition to improve predictive modeling with complex features. Providing practitioners with detailed guidance on how to apply machine learning methods to real-world data sets, and how to interpret the results without losing sight of the mathematical assumptions on which these methods are based, the book can serve as a modern basis for an actuarial education syllabus.
Author : Edward W. Frees,Richard A. Derrig,Glenn Meyers
Publisher : Cambridge University Press
Page : 565 pages
File Size : 53,9 Mb
Release : 2014-07-28
Category : Business & Economics
ISBN : 9781107029873
This book is for actuaries and financial analysts developing their expertise in statistics and who wish to become familiar with concrete examples of predictive modeling.
Author : Angus S. Macdonald,Stephen J. Richards,Iain D. Currie
Publisher : Cambridge University Press
Page : 387 pages
File Size : 47,6 Mb
Release : 2018-05-03
Category : Business & Economics
ISBN : 9781107045415
Modern mortality modelling for actuaries and actuarial students, with example R code, to unlock the potential of individual data.
Author : Edward W. Frees
Publisher : Cambridge University Press
Page : 585 pages
File Size : 40,7 Mb
Release : 2010
Category : Business & Economics
ISBN : 9780521760119
This book teaches multiple regression and time series and how to use these to analyze real data in risk management and finance.
Author : David J. Balding,Martin Bishop,Chris Cannings
Publisher : John Wiley & Sons
Page : 1616 pages
File Size : 40,8 Mb
Release : 2008-06-10
Category : Science
ISBN : 0470997621
The Handbook for Statistical Genetics is widely regarded as the reference work in the field. However, the field has developed considerably over the past three years. In particular the modeling of genetic networks has advanced considerably via the evolution of microarray analysis. As a consequence the 3rd edition of the handbook contains a much expanded section on Network Modeling, including 5 new chapters covering metabolic networks, graphical modeling and inference and simulation of pedigrees and genealogies. Other chapters new to the 3rd edition include Human Population Genetics, Genome-wide Association Studies, Family-based Association Studies, Pharmacogenetics, Epigenetics, Ethic and Insurance. As with the second Edition, the Handbook includes a glossary of terms, acronyms and abbreviations, and features extensive cross-referencing between the chapters, tying the different areas together. With heavy use of up-to-date examples, real-life case studies and references to web-based resources, this continues to be must-have reference in a vital area of research. Edited by the leading international authorities in the field. David Balding - Department of Epidemiology & Public Health, Imperial College An advisor for our Probability & Statistics series, Professor Balding is also a previous Wiley author, having written Weight-of-Evidence for Forensic DNA Profiles, as well as having edited the two previous editions of HSG. With over 20 years teaching experience, he’s also had dozens of articles published in numerous international journals. Martin Bishop – Head of the Bioinformatics Division at the HGMP Resource Centre As well as the first two editions of HSG, Dr Bishop has edited a number of introductory books on the application of informatics to molecular biology and genetics. He is the Associate Editor of the journal Bioinformatics and Managing Editor of Briefings in Bioinformatics. Chris Cannings – Division of Genomic Medicine, University of Sheffield With over 40 years teaching in the area, Professor Cannings has published over 100 papers and is on the editorial board of many related journals. Co-editor of the two previous editions of HSG, he also authored a book on this topic.
Author : Vsevolod K. Malinovskii
Publisher : CRC Press
Page : 453 pages
File Size : 41,6 Mb
Release : 2021-07-25
Category : Mathematics
ISBN : 9781000392920
Primarily aimed at researchers and postgraduates, but may be of interest to some professionals working in related fields, such as the insurance industry Suitable as supplementary reading for a standard course in applied probability Requires minimal prerequisites in mathematical analysis and probability theory
Author : Robert Eric Beard,Teivo Pentikäinen,Erkki Pesonen
Publisher : Halsted Press
Page : 195 pages
File Size : 53,6 Mb
Release : 1977-01-01
Category : Actuariat
ISBN : 0470991194
Author : Paul Damien,Petros Dellaportas,Nicholas G. Polson,David A. Stephens
Publisher : Oxford University Press
Page : 717 pages
File Size : 47,6 Mb
Release : 2013-01-24
Category : Mathematics
ISBN : 9780199695607
This volume guides the reader along a statistical journey that begins with the basic structure of Bayesian theory, and then provides details on most of the past and present advances in this field.
