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Non Life Insurance Mathematics

Non Life Insurance Mathematics Author Thomas Mikosch
ISBN-10 9783540882336
Release 2009-04-21
Pages 432
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"Offers a mathematical introduction to non-life insurance and, at the same time, to a multitude of applied stochastic processes. It gives detailed discussions of the fundamental models for claim sizes, claim arrivals, the total claim amount, and their probabilistic properties....The reader gets to know how the underlying probabilistic structures allow one to determine premiums in a portfolio or in an individual policy." --Zentralblatt für Didaktik der Mathematik



Non Life Insurance Mathematics

Non Life Insurance Mathematics Author Erwin Straub
ISBN-10 9783662033647
Release 2013-04-17
Pages 138
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The book gives a comprehensive overview of modern non-life actuarial science. It starts with a verbal description (i.e. without using mathematical formulae) of the main actuarial problems to be solved in non-life practice. Then in an extensive second chapter all the mathematical tools needed to solve these problems are dealt with - now in mathematical notation. The rest of the book is devoted to the exact formulation of various problems and their possible solutions. Being a good mixture of practical problems and their actuarial solutions, the book addresses above all two types of readers: firstly students (of mathematics, probability and statistics, informatics, economics) having some mathematical knowledge, and secondly insurance practitioners who remember mathematics only from some distance. Prerequisites are basic calculus and probability theory.



An Introduction to Non Life Insurance Mathematics

An Introduction to Non Life Insurance Mathematics Author Bjørn Sundt
ISBN-10 3884878018
Release 1999-10
Pages 220
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An Introduction to Non Life Insurance Mathematics has been writing in one form or another for most of life. You can find so many inspiration from An Introduction to Non Life Insurance Mathematics also informative, and entertaining. Click DOWNLOAD or Read Online button to get full An Introduction to Non Life Insurance Mathematics book for free.



Non Life Insurance Mathematics

Non Life Insurance Mathematics Author Thomas Mikosch
ISBN-10 9783540406501
Release 2004-01-01
Pages 235
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"Offers a mathematical introduction to non-life insurance and, at the same time, to a multitude of applied stochastic processes. It gives detailed discussions of the fundamental models for claim sizes, claim arrivals, the total claim amount, and their probabilistic properties....The reader gets to know how the underlying probabilistic structures allow one to determine premiums in a portfolio or in an individual policy." --Zentralblatt für Didaktik der Mathematik



Introduction to Insurance Mathematics

Introduction to Insurance Mathematics Author Annamaria Olivieri
ISBN-10 9783319213774
Release 2015-09-30
Pages 508
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This second edition expands the first chapters, which focus on the approach to risk management issues discussed in the first edition, to offer readers a better understanding of the risk management process and the relevant quantitative phases. In the following chapters the book examines life insurance, non-life insurance and pension plans, presenting the technical and financial aspects of risk transfers and insurance without the use of complex mathematical tools. The book is written in a comprehensible style making it easily accessible to advanced undergraduate and graduate students in Economics, Business and Finance, as well as undergraduate students in Mathematics who intend starting on an actuarial qualification path. With the systematic inclusion of practical topics, professionals will find this text useful when working in insurance and pension related areas, where investments, risk analysis and financial reporting play a major role.



Non Life Insurance Pricing with Generalized Linear Models

Non Life Insurance Pricing with Generalized Linear Models Author Esbjörn Ohlsson
ISBN-10 3642107915
Release 2010-03-18
Pages 174
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Non-life insurance pricing is the art of setting the price of an insurance policy, taking into consideration varoius properties of the insured object and the policy holder. Introduced by British actuaries generalized linear models (GLMs) have become today a the standard aproach for tariff analysis. The book focuses on methods based on GLMs that have been found useful in actuarial practice and provides a set of tools for a tariff analysis. Basic theory of GLMs in a tariff analysis setting is presented with useful extensions of standarde GLM theory that are not in common use. The book meets the European Core Syllabus for actuarial education and is written for actuarial students as well as practicing actuaries. To support reader real data of some complexity are provided at www.math.su.se/GLMbook.



Modern Problems in Insurance Mathematics

Modern Problems in Insurance Mathematics Author Dmitrii Silvestrov
ISBN-10 9783319066530
Release 2014-06-06
Pages 385
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This book is a compilation of 21 papers presented at the International Cramér Symposium on Insurance Mathematics (ICSIM) held at Stockholm University in June, 2013. The book comprises selected contributions from several large research communities in modern insurance mathematics and its applications. The main topics represented in the book are modern risk theory and its applications, stochastic modelling of insurance business, new mathematical problems in life and non-life insurance and related topics in applied and financial mathematics. The book is an original and useful source of inspiration and essential reference for a broad spectrum of theoretical and applied researchers, research students and experts from the insurance business. In this way, Modern Problems in Insurance Mathematics will contribute to the development of research and academy–industry co-operation in the area of insurance mathematics and its applications.



Nonlife Actuarial Models

Nonlife Actuarial Models Author Yiu-Kuen Tse
ISBN-10 9780521764650
Release 2009-09-17
Pages 524
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This class-tested undergraduate textbook covers the entire syllabus for Exam C of the Society of Actuaries (SOA).



Modern Actuarial Risk Theory

Modern Actuarial Risk Theory Author Rob Kaas
ISBN-10 9783540867364
Release 2008
Pages 396
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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.



Life Insurance Mathematics

Life Insurance Mathematics Author Hans U. Gerber
ISBN-10 9783662034606
Release 2013-11-11
Pages 217
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From the reviews: "The highly esteemed 1990 first edition of this book now appears in a much expanded second edition. The difference between the first two English editions is entirely due to the addition of numerous exercises. The result is a truly excellent book, balancing ideally between theory and practice. ....As already hinted at above, this book provides the ideal bridge between the classical (deterministic) life insurance theory and the emerging dynamic models based on stochastic processes and the modern theory of finance. The structure of the bridge is very solid, though at the same time pleasant to walk along. I have no doubt that Gerber's book will become the standard text for many years to come. Metrika, 44, 1996, 2



Mathematical and Statistical Methods for Insurance and Finance

Mathematical and Statistical Methods for Insurance and Finance Author Cira Perna
ISBN-10 8847007046
Release 2007-12-12
Pages 208
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The interaction between mathematicians and statisticians reveals to be an effective approach to the analysis of insurance and financial problems, in particular in an operative perspective. The Maf2006 conference, held at the University of Salerno in 2006, had precisely this purpose and the collection published here gathers some of the papers presented at the conference and successively worked out to this aim. They cover a wide variety of subjects in insurance and financial fields.



Actuarial Mathematics for Life Contingent Risks

Actuarial Mathematics for Life Contingent Risks Author David C. M. Dickson
ISBN-10 9781107044074
Release 2013-08-12
Pages 616
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This groundbreaking text has been augmented with new material and fully updated to prepare students for the new-style MLC exam.



Actuarial Models

Actuarial Models Author Vladimir I. Rotar
ISBN-10 9781482227079
Release 2014-08-18
Pages 654
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Actuarial Models: The Mathematics of Insurance, Second Edition thoroughly covers the basic models of insurance processes. It also presents the mathematical frameworks and methods used in actuarial modeling. This second edition provides an even smoother, more robust account of the main ideas and models, preparing students to take exams of the Society of Actuaries (SOA) and the Casualty Actuarial Society (CAS). New to the Second Edition Revises all chapters, especially material on the surplus process Takes into account new results and current trends in teaching actuarial modeling Presents a new chapter on pension models Includes new problems from the 2011-2013 CAS examinations Like its best-selling, widely adopted predecessor, this edition is designed for students, actuaries, mathematicians, and researchers interested in insurance processes and economic and social models. The author offers three clearly marked options for using the text. The first option includes the basic material for a one-semester undergraduate course, the second provides a more complete treatment ideal for a two-semester course or self-study, and the third covers more challenging topics suitable for graduate-level readers.



Market Consistent Actuarial Valuation

Market Consistent Actuarial Valuation Author Mario V. Wüthrich
ISBN-10 9783319466361
Release 2016-10-22
Pages 138
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This is the third edition of this well-received textbook, presenting powerful methods for measuring insurance liabilities and assets in a consistent way, with detailed mathematical frameworks that lead to market-consistent values for liabilities. Topics covered are stochastic discounting with deflators, valuation portfolio in life and non-life insurance, probability distortions, asset and liability management, financial risks, insurance technical risks, and solvency. Including updates on recent developments and regulatory changes under Solvency II, this new edition of Market-Consistent Actuarial Valuation also elaborates on different risk measures, providing a revised definition of solvency based on industry practice, and presents an adapted valuation framework which takes a dynamic view of non-life insurance reserving risk.



Lecture Notes in Non life Insurance Mathematics FMO S

Lecture Notes in Non life Insurance Mathematics  FMO S Author Ole Hesselager
ISBN-10 8778342589
Release 1998
Pages 172
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Lecture Notes in Non life Insurance Mathematics FMO S has been writing in one form or another for most of life. You can find so many inspiration from Lecture Notes in Non life Insurance Mathematics FMO S also informative, and entertaining. Click DOWNLOAD or Read Online button to get full Lecture Notes in Non life Insurance Mathematics FMO S book for free.



Computational Actuarial Science with R

Computational Actuarial Science with R Author Arthur Charpentier
ISBN-10 9781498759823
Release 2015-09-15
Pages 656
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A Hands-On Approach to Understanding and Using Actuarial Models Computational Actuarial Science with R provides an introduction to the computational aspects of actuarial science. Using simple R code, the book helps you understand the algorithms involved in actuarial computations. It also covers more advanced topics, such as parallel computing and C/C++ embedded codes. After an introduction to the R language, the book is divided into four parts. The first one addresses methodology and statistical modeling issues. The second part discusses the computational facets of life insurance, including life contingencies calculations and prospective life tables. Focusing on finance from an actuarial perspective, the next part presents techniques for modeling stock prices, nonlinear time series, yield curves, interest rates, and portfolio optimization. The last part explains how to use R to deal with computational issues of nonlife insurance. Taking a do-it-yourself approach to understanding algorithms, this book demystifies the computational aspects of actuarial science. It shows that even complex computations can usually be done without too much trouble. Datasets used in the text are available in an R package (CASdatasets).



Modelling in Life Insurance A Management Perspective

Modelling in Life Insurance     A Management Perspective Author Jean-Paul Laurent
ISBN-10 9783319297767
Release 2016-05-02
Pages 255
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Focusing on life insurance and pensions, this book addresses various aspects of modelling in modern insurance: insurance liabilities; asset-liability management; securitization, hedging, and investment strategies. With contributions from internationally renowned academics in actuarial science, finance, and management science and key people in major life insurance and reinsurance companies, there is expert coverage of a wide range of topics, for example: models in life insurance and their roles in decision making; an account of the contemporary history of insurance and life insurance mathematics; choice, calibration, and evaluation of models; documentation and quality checks of data; new insurance regulations and accounting rules; cash flow projection models; economic scenario generators; model uncertainty and model risk; model-based decision-making at line management level; models and behaviour of stakeholders. With author profiles ranging from highly specialized model builders to decision makers at chief executive level, this book should prove a useful resource to students and academics of actuarial science as well as practitioners.