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Record Nr. |
UNINA9910960761803321 |
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Autore |
Klugman Stuart A. <1949-> |
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Titolo |
Loss models : further topics / / Stuart A. Klugman, Harry H. Panjer, Gordon E. Willmot |
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Pubbl/distr/stampa |
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Hoboken, N.J., : John Wiley & Sons, Inc., 2013 |
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ISBN |
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9781118573747 |
1118573749 |
9781118787106 |
1118787102 |
9781118573686 |
1118573684 |
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Descrizione fisica |
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Collana |
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Wiley series in probability and statistics |
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Altri autori (Persone) |
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PanjerHarry H |
WillmotGordon E. <1957-> |
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Disciplina |
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Soggetti |
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Insurance - Mathematical models |
Insurance - Statistical methods |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Sommario/riassunto |
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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 |
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