Modern Actuarial Risk Theory Using R - 2nd edition

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Modern Actuarial Risk TheoryUsing R

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

2nd ed. 2008, XVIII, 381 p. 28 illus.

• Reflects the state-of-the-art in actuarial risk theory
• Uses R, the de facto standard for statistical computation, for the illustration of the techniques applied
• Presents practical paradigms in insurance as well as numerous exercises with solutions
  

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 much expanded edition emphasizes the implementation of these techniques through the use of R. This free but incredibly powerful software is rapidly developing into the de facto standard for statistical computation, not just in academic circles but also in practice. With R, one can do simulations, find maximum likelihood estimators, compute distributions by inverting transforms, and much more.


Content Level » Research
Keywords » Actuarial Statistics - Insurance Mathematics - Non-life Insurance - R - Risk Theory
Related subjects » Business, Economics & Finance - Finance & Banking - Quantitative Finance

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关键词：risk theory Actuarial Edition editio Modern techniques exercises insurance practical standard

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