Stochastic Modeling

Stochastic Modeling PDF Author:
Publisher:
ISBN: 9780981396811
Category : Actuarial science
Languages : en
Pages :

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Stochastic Modeling

Stochastic Modeling PDF Author:
Publisher:
ISBN: 9780981396811
Category : Actuarial science
Languages : en
Pages :

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Book Description


Proceedings of the Casualty Actuarial Society

Proceedings of the Casualty Actuarial Society PDF Author: Casualty Actuarial Society
Publisher:
ISBN:
Category : Casualty insurance
Languages : en
Pages : 712

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Book Description
List of members for the years 1914-20 are included in v. 1-7, after which they are continued in the Year book of the society, begun in 1922.

Understanding Actuarial Management

Understanding Actuarial Management PDF Author: Clare Bellis
Publisher:
ISBN: 9780858130746
Category : Actuarial science
Languages : en
Pages : 0

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Book Description


Non-Life Insurance Pricing with Generalized Linear Models

Non-Life Insurance Pricing with Generalized Linear Models PDF Author: Esbjörn Ohlsson
Publisher: Springer Science & Business Media
ISBN: 3642107915
Category : Mathematics
Languages : en
Pages : 181

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Book Description
Non-life insurance pricing is the art of setting the price of an insurance policy, taking into consideration varoius properties of the insured object and the policy holder. Introduced by British actuaries generalized linear models (GLMs) have become today a the standard aproach for tariff analysis. The book focuses on methods based on GLMs that have been found useful in actuarial practice and provides a set of tools for a tariff analysis. Basic theory of GLMs in a tariff analysis setting is presented with useful extensions of standarde GLM theory that are not in common use. The book meets the European Core Syllabus for actuarial education and is written for actuarial students as well as practicing actuaries. To support reader real data of some complexity are provided at www.math.su.se/GLMbook.

Handbook of Solvency for Actuaries and Risk Managers

Handbook of Solvency for Actuaries and Risk Managers PDF Author: Arne Sandström
Publisher: CRC Press
ISBN: 1439821321
Category : Business & Economics
Languages : en
Pages : 1084

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Book Description
A one-stop shop for actuaries and risk managers, this handbook covers general solvency and risk management topics as well issues pertaining to the European Solvency II project. It focuses on the valuation of assets and liabilities, the calculation of capital requirement, and the calculation of the standard formula for the Solvency II project. The author describes valuation and investment approaches, explains how to develop models and measure various risks, and presents approaches for calculating minimum capital requirements based on CEIOPS final advice. Updates on solvency projects and issues are available at www.SolvencyII.nu

Modern Actuarial Theory and Practice

Modern Actuarial Theory and Practice PDF Author: Philip Booth
Publisher: CRC Press
ISBN: 1420057308
Category : Business & Economics
Languages : en
Pages : 840

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Book Description
In the years since the publication of the best-selling first edition, the incorporation of ideas and theories from the rapidly growing field of financial economics has precipitated considerable development of thinking in the actuarial profession. Modern Actuarial Theory and Practice, Second Edition integrates those changes and presents an up-to-date, comprehensive overview of UK and international actuarial theory, practice and modeling. It describes all of the traditional areas of actuarial activity, but in a manner that highlights the fundamental principles of actuarial theory and practice as well as their economic, financial, and statistical foundations.

Actuarial Principles

Actuarial Principles PDF Author: Andrew Leung
Publisher: Academic Press
ISBN: 0323901735
Category : Business & Economics
Languages : en
Pages : 266

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Book Description
Actuarial Principles: Lifetables and Mortality Models explores the core of actuarial science: the study of mortality and other risks and applications. Including the CT4 and CT5 UK courses, but applicable to a global audience, this work lightly covers the mathematical and theoretical background of the subject to focus on real life practice. It offers a brief history of the field, why actuarial notation has become universal, and how theory can be applied to many situations. Uniquely covering both life contingency risks and survival models, the text provides numerous exercises (and their solutions), along with complete self-contained real-world assignments. - Provides detailed coverage of life contingency risks and survival models - Presents self-contained chapters with coverage of key topics from both practitioner and theoretical viewpoints - Includes numerous real world exercises that are accompanied by enlightening solutions - Covers useful background information on how and why the subject has evolved and developed

Modern Actuarial Risk Theory

Modern Actuarial Risk Theory PDF Author: Rob Kaas
Publisher: Springer Science & Business Media
ISBN: 3540867368
Category : Business & Economics
Languages : en
Pages : 394

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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.

Pricing in General Insurance

Pricing in General Insurance PDF Author: Pietro Parodi
Publisher: CRC Press
ISBN: 1466581441
Category : Business & Economics
Languages : en
Pages : 590

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Book Description
Based on the syllabus of the actuarial industry course on general insurance pricing — with additional material inspired by the author’s own experience as a practitioner and lecturer — Pricing in General Insurance presents pricing as a formalised process that starts with collecting information about a particular policyholder or risk and ends with a commercially informed rate. The main strength of this approach is that it imposes a reasonably linear narrative on the material and allows the reader to see pricing as a story and go back to the big picture at any time, putting things into context. Written with both the student and the practicing actuary in mind, this pragmatic textbook and professional reference: Complements the standard pricing methods with a description of techniques devised for pricing specific products (e.g., non-proportional reinsurance and property insurance) Discusses methods applied in personal lines when there is a large amount of data and policyholders can be charged depending on many rating factors Addresses related topics such as how to measure uncertainty, incorporate external information, model dependency, and optimize the insurance structure Provides case studies, worked-out examples, exercises inspired by past exam questions, and step-by-step methods for dealing concretely with specific situations Pricing in General Insurance delivers a practical introduction to all aspects of general insurance pricing, covering data preparation, frequency analysis, severity analysis, Monte Carlo simulation for the calculation of aggregate losses, burning cost analysis, and more.

Stocks, Bonds, Bills, and Inflation

Stocks, Bonds, Bills, and Inflation PDF Author: Roger G. Ibbotson
Publisher:
ISBN: 9781556232312
Category : Actions (Titres de société) - Prix - Prévision
Languages : en
Pages : 202

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Book Description