Actuarial Model
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Author | : Edward W. Frees |
Publisher | : Cambridge University Press |
Total Pages | : 585 |
Release | : 2010 |
Genre | : Business & Economics |
ISBN | : 0521760119 |
This book teaches multiple regression and time series and how to use these to analyze real data in risk management and finance.
Author | : Vladimir I. Rotar |
Publisher | : CRC Press |
Total Pages | : 650 |
Release | : 2014-08-18 |
Genre | : Business & Economics |
ISBN | : 148222707X |
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 Societ
Author | : Michel Denuit |
Publisher | : John Wiley & Sons |
Total Pages | : 458 |
Release | : 2006-05-01 |
Genre | : Business & Economics |
ISBN | : 0470016442 |
The increasing complexity of insurance and reinsurance products has seen a growing interest amongst actuaries in the modelling of dependent risks. For efficient risk management, actuaries need to be able to answer fundamental questions such as: Is the correlation structure dangerous? And, if yes, to what extent? Therefore tools to quantify, compare, and model the strength of dependence between different risks are vital. Combining coverage of stochastic order and risk measure theories with the basics of risk management and stochastic dependence, this book provides an essential guide to managing modern financial risk. * Describes how to model risks in incomplete markets, emphasising insurance risks. * Explains how to measure and compare the danger of risks, model their interactions, and measure the strength of their association. * Examines the type of dependence induced by GLM-based credibility models, the bounds on functions of dependent risks, and probabilistic distances between actuarial models. * Detailed presentation of risk measures, stochastic orderings, copula models, dependence concepts and dependence orderings. * Includes numerous exercises allowing a cementing of the concepts by all levels of readers. * Solutions to tasks as well as further examples and exercises can be found on a supporting website. An invaluable reference for both academics and practitioners alike, Actuarial Theory for Dependent Risks will appeal to all those eager to master the up-to-date modelling tools for dependent risks. The inclusion of exercises and practical examples makes the book suitable for advanced courses on risk management in incomplete markets. Traders looking for practical advice on insurance markets will also find much of interest.
Author | : Edward W. Frees |
Publisher | : Cambridge University Press |
Total Pages | : 565 |
Release | : 2014-07-28 |
Genre | : Business & Economics |
ISBN | : 1107029872 |
This book is for actuaries and financial analysts developing their expertise in statistics and who wish to become familiar with concrete examples of predictive modeling.
Author | : Yanyun Zhu |
Publisher | : |
Total Pages | : 376 |
Release | : 2008 |
Genre | : Business & Economics |
ISBN | : |
Life insurance and life annuities are about cash flows, the time value of money, and the randomness of policyholders' death time. This book intends to present the actuarial model as a combination of these three factors. It also describes how to set premiums and reserves for those insurance products.
Author | : S Haberman |
Publisher | : Routledge |
Total Pages | : 304 |
Release | : 2018-12-13 |
Genre | : Mathematics |
ISBN | : 1351469037 |
Disability insurance, long-term care insurance, and critical illness cover are becoming increasingly important in developed countries as the problems of demographic aging come to the fore. The private sector insurance industry is providing solutions to problems resulting from these pressures and other demands of better educated and more prosperous
Author | : Yiu-Kuen Tse |
Publisher | : Cambridge University Press |
Total Pages | : 541 |
Release | : 2009-09-17 |
Genre | : Business & Economics |
ISBN | : 0521764653 |
This class-tested undergraduate textbook covers the entire syllabus for Exam C of the Society of Actuaries (SOA).
Author | : Andrew Leung |
Publisher | : Academic Press |
Total Pages | : 266 |
Release | : 2021-10-29 |
Genre | : Business & Economics |
ISBN | : 0323901735 |
Actuarial Principles: Lifetables and Mortality Models explores the core of actuarial science: the study of mortality and other risks and applications. Including the CT4 and CT5 UK courses, but applicable to a global audience, this work lightly covers the mathematical and theoretical background of the subject to focus on real life practice. It offers a brief history of the field, why actuarial notation has become universal, and how theory can be applied to many situations. Uniquely covering both life contingency risks and survival models, the text provides numerous exercises (and their solutions), along with complete self-contained real-world assignments. Provides detailed coverage of life contingency risks and survival models Presents self-contained chapters with coverage of key topics from both practitioner and theoretical viewpoints Includes numerous real world exercises that are accompanied by enlightening solutions Covers useful background information on how and why the subject has evolved and developed
Author | : Jonathan Katz |
Publisher | : CRC Press |
Total Pages | : 664 |
Release | : 2007-08-31 |
Genre | : Computers |
ISBN | : 9781584885863 |
Cryptography plays a key role in ensuring the privacy and integrity of data and the security of computer networks. Introduction to Modern Cryptography provides a rigorous yet accessible treatment of modern cryptography, with a focus on formal definitions, precise assumptions, and rigorous proofs. The authors introduce the core principles of modern cryptography, including the modern, computational approach to security that overcomes the limitations of perfect secrecy. An extensive treatment of private-key encryption and message authentication follows. The authors also illustrate design principles for block ciphers, such as the Data Encryption Standard (DES) and the Advanced Encryption Standard (AES), and present provably secure constructions of block ciphers from lower-level primitives. The second half of the book focuses on public-key cryptography, beginning with a self-contained introduction to the number theory needed to understand the RSA, Diffie-Hellman, El Gamal, and other cryptosystems. After exploring public-key encryption and digital signatures, the book concludes with a discussion of the random oracle model and its applications. Serving as a textbook, a reference, or for self-study, Introduction to Modern Cryptography presents the necessary tools to fully understand this fascinating subject.
Author | : Ermanno Pitacco |
Publisher | : Springer |
Total Pages | : 172 |
Release | : 2014-11-04 |
Genre | : Business & Economics |
ISBN | : 3319122355 |
Health Insurance aims at filling a gap in actuarial literature, attempting to solve the frequent misunderstanding in regards to both the purpose and the contents of health insurance products (and ‘protection products’, more generally) on the one hand, and the relevant actuarial structures on the other. In order to cover the basic principles regarding health insurance techniques, the first few chapters in this book are mainly devoted to the need for health insurance and a description of insurance products in this area (sickness insurance, accident insurance, critical illness covers, income protection, long-term care insurance, health-related benefits as riders to life insurance policies). An introduction to general actuarial and risk-management issues follows. Basic actuarial models are presented for sickness insurance and income protection (i.e. disability annuities). Several numerical examples help the reader understand the main features of pricing and reserving in the health insurance area. A short introduction to actuarial models for long-term care insurance products is also provided. Advanced undergraduate and graduate students in actuarial sciences; graduate students in economics, business and finance; and professionals and technicians operating in insurance and pension areas will find this book of benefit.