Modern Actuarial Risk Theory

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Modern Actuarial Risk Theory

Kaas, R., Goovaerts, M., Dhaene, J., Denuit, M.

2002, 328 p., Hardcover

ISBN: 978-0-7923-7636-1

About this book

Apart from standard actuarial theory, Modern Actuarial Risk Theory contains methods that are relevant for actuarial practice, for instance the rating of automobile insurance policies, premium principles and IBNR models, as well as generalized linear models with an eye on actuarial applications. Furthermore extensive introductions are given to credibility theory and ordering of risks. The book reflects the state of the art in actuarial risk theory. In addition to some chapters which are compatible with official material of actuarial education in North-America, Europe and other parts of the world, the book contains important material on topics that are relevant for recent insurance and actuarial developments including determining solvency measures, fair-value computations, reserving, ranking of risks, modelling dependencies and the use of generalized linear models. Basic ideas on risk measures in the framework of insurance premiums are also considered. The numerous exercises contained in Modern Actuarial Risk Theory, together with the hints for solving the more difficult ones and the numerical answers to many others, make the book useful as a textbook. Some important practical paradigms in insurance are presented in a way that is appealing to actuaries in their daily business. The mathematical background assumed is on a level such as acquired in the first stage of a bachelors program in quantitative economics or mathematical statistics.

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Modern Actuarial Risk Theory
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[此贴子已经被作者于2007-8-28 19:33:28编辑过]

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关键词：risk theory Actuarial Theory Actuar Modern Actuarial Theory Risk Modern

请问是英文版吗？是正式出饭的吗？

是的，英文版，正式出版的pdf版本

This is an excellent book for actuarial science. I spent 64 Euro on this book!

this is the chinese version. One of the autors,Tang, was the post-PHD under Prof. Kaas. btw, Kaas means cheese in dutch.

http://www.sciencep.com/sciencep/publish/bookdetails.php?searchingbookid=13967

[此贴子已经被作者于2007-6-15 0:34:47编辑过]

留个email，白天的时候发给你。

以下是引用ccpoo在2007-6-15 0:36:00的发言：
留个email，白天的时候发给你。

jason2003wxy@gmail.com

Thanks a lot! Now, I don't have to lend my book (64Euro, makes me want to cry) the other students copying.

Everytime I saw the price of the textbooks here, I remembered that 社会主义好，社会主义好！ 社会主义国家人民地位高

[此贴子已经被作者于2007-6-15 0:49:45编辑过]

已发送到邮箱了，不过有20多M，看你 的邮箱容量了

[此贴子已经被作者于2007-6-15 15:54:19编辑过]

晕，gmail 不支持这么大的，我没收到。

打算这次回国扫描 regression modeling strategies，（重赏之下必有勇夫啊！） 干一票大的。

thx very much for the share buddy

有中文版的，科学出版社