Loss Models: Further Topics

Name: Loss Models: Further Topics
Brand: Wiley
SKU: 9781118343562
Price: 21538.0 INR
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by Stuart A. Klugman

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ISBN13: 9781118343562
Binding: Hardcover
Subject: N/A
Publisher: Wiley
Publisher Imprint: Wiley
Publication Date: August 5, 2013
Pages: 368
Original Price: USD 187.95
Language: English
Edition: N/A
Item Weight: 908 grams
BISAC Subject(s): Statistics, Probability & Statistics / General, and Insurance / Risk Assessment & Management

About The Book

An essential resource for constructing and analyzing advanced actuarial models

Loss Models: Further Topics presents extended coverage of modeling through the use of tools related to risk theory, loss distributions, and survival models. The book uses these methods to construct and evaluate actuarial models in the fields of insurance and business. Providing an advanced study of actuarial methods, the book features extended discussions of risk modeling and risk measures, including Tail-Value-at-Risk. Loss Models: Further Topics contains additional material to accompany the Fourth Edition of Loss Models: From Data to Decisions, such as:

*Extreme value distributions *Coxian and related distributions *Mixed Erlang distributions *Computational and analytical methods for aggregate claim models *Counting processes *Compound distributions with time-dependent claim amounts *Copula models *Continuous time ruin models *Interpolation and smoothing

The book is an essential reference for practicing actuaries and actuarial researchers who want to go beyond the material required for actuarial qualification. Loss Models: Further Topics is also an excellent resource for graduate students in the actuarial field.

About The Author

STUART A. KLUGMAN, PhD, is Staff Fellow (Education) at the Society of Actuaries and Principal Financial Group Distinguished Professor Emeritus of Actuarial Science at Drake University. Dr. Klugman is a two-time recipient of the Society of Actuaries' Presidential Award.

HARRY H. PANJER, PhD, is Distinguished Professor Emeritus in the Department of Statistics and Actuarial Science at the University of Waterloo, Canada. Dr. Panjer was previously president of the Canadian Institute of Actuaries and the Society of Actuaries.

GORDON E. WILLMOT, PhD, is Munich Re Chair in Insurance and Professor in the Department of Statistics and Actuarial Science at the University of Waterloo, Canada. Dr. Willmot has authored more than eighty-five articles in the areas of risk theory, queuing theory, distribution theory, and stochastic modeling in insurance.

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