Loss models : further topics /

• Κύριος συγγραφέας: Klugman, Stuart A., 1949-
• Άλλοι συγγραφείς: Panjer, Harry H., Willmot, Gordon E., 1957-
• Μορφή: Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Hoboken, New Jersey : Wiley, [2013]
• Σειρά: Wiley series in probability and statistics.
• Θέματα: Insurance > Statistical methods.; Insurance > Mathematical models.; Insurance > Mathematics.; BUSINESS & ECONOMICS > Insurance > Risk Assessment & Management.; Electronic books.

 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. 

 Cover; Title Page; Copyright Page; CONTENTS; Preface; 1 Introduction; 2 Coxian and related distributions; 2.1 Introduction; 2.2 Combinations of exponentials; 2.3 Coxian-2 distributions; 3 Mixed Erlang distributions; 3.1 Introduction; 3.2 Members of the mixed Erlang class; 3.3 Distributional properties; 3.4 Mixed Erlang claim severity models; 4 Extreme value distributions; 4.1 Introduction; 4.2 Distribution of the maximum; 4.2.1 From a fixed number of losses; 4.2.2 From a random number of losses; 4.3 Stability of the maximum of the extreme value distribution; 4.4 The Fisher-Tippett theorem.