الصفحة 1
الصفحة 1
Modern Mathematical Statistics with Applications
This book tries to strike a balance between mathematical foundations and statistical practice. The book provides a clear and current exposition of statistical concepts and methodology, including many examples and exercises based on real data gleaned from publicly available sources. The main focus of the book is on presenting and illustrating methods of inferential statistics used by investigators in a wide variety of disciplines, from actuarial science all the way to zoology. It begins with a chapter on descriptive statistics that immediately exposes the reader to the analysis of real data. The next six chapters develop the probability material that facilitates the transition from simply describing data to drawing formal conclusions based on inferential methodology. Point estimation, the use of statistical intervals, and hypothesis testing are the topics of the first three inferential chapters. The remainder of the book explores the use of these methods in a variety of more complex settings.
Modern Actuarial Risk Theory : Using R
"The book gives a comprehensive survey of non-life insurance mathematics. … Originally written for use with the actuarial science programs at the Universities of Amsterdam and Leuven, it is now in use at many other universities as well as for the non-academic actuarial education program organized by the Dutch Actuarial Society. The methods presented can not only be used in non-life insurance, but also in other branches of actuarial science, as well as in actuarial practice. (Pavel Stoynov, Zentralblatt MATH, Vol. 1148, 2008). This book gives an introduction to non-life insurance mathematics. … Throughout the book, the software R is used for the implementation of the techniques presented. One finds also many exercises with hints for their solution in an appendix.
Innovations in Quantitative Risk Management ; TU München, September 2013
The KPMG Center of Excellence in Risk Management conference Risk Management Reloaded and this proceedings volume contribute to bridging the gap between academia –providing methodological advances– and practice –having a firm understanding of the economic conditions in which a given model is used. Discussed fields of application range from asset management, credit risk, and energy to risk management issues in insurance. Methodologically, dependence modeling, multiple-curve interest rate-models, and model risk are addressed. Finally, regulatory developments and possible limits of mathematical modeling are discussed.
A Course in Credibility Theory and its Applications
It covers the subject of Credibility Theory extensively and includes most aspects of this topic from the simplest case to the most general dynamic model. The first four chapters contain plenty of material The book therefore treats explicitly the tasks which the actuary encounters in his daily work such as estimation of loss ratios, claim frequencies and claim sizes. The models are worked out in detail (including the estimation of structural parameters) so that they can immediately be applied in practice. Most exercises are based on real insurance data and real situations from practice and many of them have the characteristics of a case study. The extension to practical problems arising from the general area of finance is often quite straightforward. This book deserves a place on the bookshelf of every actuary and mathematician who works, teaches or does research in the area of insurance and finance.for a first course on Credibility.
