Modern Actuarial Risk Theory
Download or Read eBook Modern Actuarial Risk Theory PDF written by Rob Kaas and published by Springer Science & Business Media. This book was released on 2008-12-03 with total page 394 pages. Available in PDF, EPUB and Kindle.
| Author | : Rob Kaas |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 394 |
| Release | : 2008-12-03 |
| ISBN-10 | : 9783540867364 |
| ISBN-13 | : 3540867368 |
| Rating | : 4/5 (64 Downloads) |
Book Synopsis Modern Actuarial Risk Theory by : Rob Kaas
Book excerpt: 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.
