02823cam a22003137a 45000010005000000030009000050050017000140080041000310100017000720200018000890200015001070350021001220400054001430410008001970500022002050820025002271000026002522450080002782600064003583000033004224900046004555040051005015050731005525200988012835260007022716500034022788560144023128560053024564400BD-DhEWU20171213124717.0160606s2009 enka g b 001 0 eng d a 2009520513 a9780521764650 a0521764653 a(OCoLC)320802282 aUKMcUKMdBTCTAdYDXCPdSISMUdDLCdBD-DhEWUbeng aeng00aHG8065b.T74 200900a368.01222bTSN 20091 aTse, Yiu Kuen,d1952-10aNonlife actuarial models :btheory, methods and evaluation /cYiu-Kuen Tse. aCambridge ;aNew York :bCambridge University Press,c2009. axv, 524 p. :bill. ;c24 cm.0 aInternational series on actuarial science aIncludes bibliographical references and index. tTOCa Preface --
Notation and convention --
Part I. Loss Models. 1. Claim-frequency distribution --
2. Claim-severity distribution --
3. Aggregate-loss models --
Part II. Risk and Ruin. 4. Risk measures --
5. Ruin theory --
Part III. Credibility. 6. Classical credibility --
7. BuÌˆhlmann credibility --
8. Bayesian approach --
9. Empirical implementation of credibility --
Part IV. Model Construction and Evaluation. 10. Model estimation and types of data --
11. Nonparametric model estimation --
12. Parametric model estimation --
13. Model evaluation and selection --
14. Basic Monte Carlo methods --
15. Applications of Monte Carlo methods --
Appendix. Review of statistics --
Answers to exercises --
References --
Index. a"Actuaries must pass exams, but more than that: they must put knowledge into practice. This coherent book gives complete syllabus coverage for Exam C of the Society of Actuaries (SOA) while emphasizing the concepts and practical application of nonlife actuarial models. Ideal for those approaching their professional exams, it is also a class-tested textbook for undergraduate university courses in actuarial science. All the topics that students need to prepare for Exam C are here, including modeling of losses, risk and ruin theory, credibility theory and applications, and empirical implementation of loss models. The book also covers more recent topics, such as risk measures and bootstrapping. Readers are assumed to have studied statistical inference and probability at the introductory undergraduate level. Numerous examples and exercises are provided, with many exercises adapted from past Exam C questions. Computational notes on the use of Excel are included"--Book cover. aAS 0aActuarial sciencevTextbooks.423WorldCat detailsuhttp://www.worldcat.org/title/nonlife-actuarial-models-theory-methods-and-evaluation/oclc/320802282&referer=brief_results403E-Book Fulltextuhttp://lib.ewubd.edu/ebook/4400