rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Modern Actuarial Risk Theory
    sub title: Using R
  name:
    name part: Kaas, Rob.
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: Goovaerts, Marc.
    role:
      role term: author.
  name:
    name part: Dhaene, Jan.
    role:
      role term: author.
  name:
    name part: Denuit, Michel.
    role:
      role term: author.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: gw
    date issued: 2008
    edition: 2.
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: XVIII, 382 p. online resource.
  abstract: 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. .
  table of contents: Utility theory and insurance -- The individual risk model -- Collective risk models -- Ruin theory -- Premium principles and risk measures -- Bonus-malus systems -- Ordering of risks -- Credibility theory -- Generalized linear models -- IBNR techniques -- More on GLMs -- The 'R' in Modern ART -- Hints for the exercises -- Notes and references.
  note: by Rob Kaas, Marc Goovaerts, Jan Dhaene, Michel Denuit.
  subject:
    topic: Finance
  subject:
    topic: Business mathematics
  subject:
    topic: Applied mathematics
  subject:
    topic: Engineering mathematics
  subject:
    topic: Economics, Mathematical
  subject:
    topic: Actuarial science
  subject:
    topic: Statistics
  subject:
    topic: Finance
  subject:
    topic: Finance, general
  subject:
    topic: Applications of Mathematics
  subject:
    topic: Business Mathematics
  subject:
    topic: Actuarial Sciences
  subject:
    topic: Statistics for Business/Economics/Mathematical Finance/Insurance
  subject:
    topic: Quantitative Finance
  classification: HG1-HG9999
  classification: 332
  related item:
    title info:
      title: Springer eBooks
  identifier: 9783540709985
  identifier: http://dx.doi.org/10.1007/978-3-540-70998-5
  record info:
    record creation date: 100301
    record change date: 20151204153903.0
    record identifier: 978-3-540-70998-5