Effective actuarial methods
著者
書誌事項
Effective actuarial methods
(Insurance series, v. 3)
North-Holland , Distributors for the U.S. and Canada, Elsevier Science Pub. Co., 1990
大学図書館所蔵 全5件
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注記
Includes bibliographical references and index
内容説明・目次
内容説明
During the last two decades actuarial research has developed in a more applied direction. Although the original risk models generally served as convenient and sometimes tractable mathematical examples of general probabilistic and/or statistical theories, nowadays models and techniques are encountered that can be considered to be typically actuarial. Examples include ordering of risks by dangerousness, credibility theory and techniques based on IBNR models. Not only does this book present the underlying mathematics of these subjects, but it also deals with the practical application of the techniques. In order to provide results based on real insurance portfolios, use is made of three software packages, namely SLIC performing stop-loss insurance calculations for individual and collective risk models, CRAC dealing with actuarial applications of credibility theory, and LORE giving IBNR-based estimates for loss reserves. Worked-out examples illustrate the theoretical results. This book is intended for use in preparing university actuarial exams, and contains many exercises with varying levels of complexity.
目次
Part I. Ordering of Risks. Introduction to ordering of risks. Theoretical aspects of ordering of risks. Applications and extensions of ordering of risks. References. Index for Part I. Part II. Credibility Theory. Introduction to credibility theory. Theoretical aspects of credibility theory. Extensions of credibility theory. Applications of credibility theory. References. Index for Part II. Part III. IBNR-Techniques . Introduction to IBNR-techniques. Theoretical aspects of IBNR-techniques. Practical applications of IBNR-techniques. References. Index for Part III.
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