Claims reserving in general insurance
著者
書誌事項
Claims reserving in general insurance
（International series on actuarial science）
Cambridge University Press, 2018
- : hardback
大学図書館所蔵 全2件
注記
Includes bibliographical references (p. 479-491) and index
内容説明・目次
内容説明
This is a comprehensive and accessible reference source that documents the theoretical and practical aspects of all the key deterministic and stochastic reserving methods that have been developed for use in general insurance. Worked examples and mathematical details are included, along with many of the broader topics associated with reserving in practice. The key features of reserving in a range of different contexts in the UK and elsewhere are also covered. The book contains material that will appeal to anyone with an interest in claims reserving. It can be used as a learning resource for actuarial students who are studying the relevant parts of their professional bodies' examinations, as well as by others who are new to the subject. More experienced insurance and other professionals can use the book to refresh or expand their knowledge in any of the wide range of reserving topics covered in the book.
目次
- 1. Introduction
- 2. Data
- 3. Deterministic reserving methods
- 4. Stochastic reserving methods
- 5. Reserving in practice
- 6. Selected additional reserving topics
- 7. Reserving in specific contexts
- Appendix A. Mathematical details for mean squared error of prediction
- Appendix B. R code used for examples
- References
- Index.
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