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Financial modeling, actuarial valuation and solvency in insurance / / Mario V. Wuthrich, Michael Merz
| Financial modeling, actuarial valuation and solvency in insurance / / Mario V. Wuthrich, Michael Merz |
| Autore | Wuthrich Mario V |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Berlin ; ; Heidleberg, : Springer-Verlag, 2013 |
| Descrizione fisica | 1 online resource (xiv, 432 pages) : illustrations |
| Disciplina | 368.01 |
| Altri autori (Persone) | MerzMichael |
| Collana | Springer Finance |
| Soggetto topico |
Finance - Mathematical models
Actuarial science |
| ISBN | 3-642-31392-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1.Introduction -- Part I: Financial Valuation Principles -- 2.State price deflators and stochastic discounting -- 3.spot rate models -- 4.Stochastic forward rate and yield curve modeling -- 5.Pricing of financial assets -- Part II: Actuarial Valuation and Solvency -- 6.Actuarial and financial modeling -- 7.Valuation portfolio -- 8.Protected valuation portfolio -- 9.Solvency -- 10.Selected topics and examples -- Part III: Appendix -- 11.Auxiliary considerations -- References -- Index. |
| Record Nr. | UNINA-9910437867903321 |
Wuthrich Mario V
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| Berlin ; ; Heidleberg, : Springer-Verlag, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Statistical Foundations of Actuarial Learning and its Applications / / by Mario V. Wüthrich, Michael Merz
| Statistical Foundations of Actuarial Learning and its Applications / / by Mario V. Wüthrich, Michael Merz |
| Autore | Wüthrich Mario V |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham, : Springer Nature, 2023 |
| Descrizione fisica | 1 online resource (XII, 605 p. 1 illus.) |
| Disciplina | 368.01 |
| Collana | Springer Actuarial |
| Soggetto topico |
Actuarial science
Statistics Machine learning Artificial intelligence—Data processing Social sciences—Mathematics Actuarial Mathematics Statistics in Business, Management, Economics, Finance, Insurance Machine Learning Data Science Mathematics in Business, Economics and Finance Assegurances Estadística |
| Soggetto genere / forma | Llibres electrònics |
| Soggetto non controllato |
Deep Learning
Actuarial Modeling Pricing and Claims Reserving Artificial Neural Networks Regression Modeling |
| ISBN | 3-031-12409-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910632470503321 |
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Wüthrich Mario V
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| Cham, : Springer Nature, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Stochastic claims reserving methods in insurance / / Mario V. Wuthrich and Michael Merz
| Stochastic claims reserving methods in insurance / / Mario V. Wuthrich and Michael Merz |
| Autore | Wuthrich Mario V |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2008 |
| Descrizione fisica | 1 online resource (440 p.) |
| Disciplina | 368/.0140151922 |
| Altri autori (Persone) | MerzMichael |
| Collana | Wiley finance series |
| Soggetto topico |
Insurance claims - Mathematical models
Assegurances Models matemàtics |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
1-119-20626-X
1-282-35012-9 9786612350122 0-470-77272-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Stochastic Claims Reserving Methods in Insurance; Contents; Preface; Acknowledgement; 1 Introduction and Notation; 1.1 Claims process; 1.1.1 Accounting principles and accident years; 1.1.2 Inflation; 1.2 Structural framework to the claims-reserving problem; 1.2.1 Fundamental properties of the claims reserving process; 1.2.2 Known and unknown claims; 1.3 Outstanding loss liabilities, classical notation; 1.4 General remarks; 2 Basic Methods; 2.1 Chain-ladder method (distribution-free); 2.2 Bornhuetter-Ferguson method; 2.3 Number of IBNyR claims, Poisson model
2.4 Poisson derivation of the CL algorithm3 Chain-Ladder Models; 3.1 Mean square error of prediction; 3.2 Chain-ladder method; 3.2.1 Mack model (distribution-free CL model); 3.2.2 Conditional process variance; 3.2.3 Estimation error for single accident years; 3.2.4 Conditional MSEP, aggregated accident years; 3.3 Bounds in the unconditional approach; 3.3.1 Results and interpretation; 3.3.2 Aggregation of accident years; 3.3.3 Proof of Theorems 3.17, 3.18 and 3.20; 3.4 Analysis of error terms in the CL method; 3.4.1 Classical CL model; 3.4.2 Enhanced CL model; 3.4.3 Interpretation 3.4.4 CL estimator in the enhanced model3.4.5 Conditional process and parameter prediction errors; 3.4.6 CL factors and parameter estimation error; 3.4.7 Parameter estimation; 4 Bayesian Models; 4.1 Benktander-Hovinen method and Cape-Cod model; 4.1.1 Benktander-Hovinen method; 4.1.2 Cape-Cod model; 4.2 Credible claims reserving methods; 4.2.1 Minimizing quadratic loss functions; 4.2.2 Distributional examples to credible claims reserving; 4.2.3 Log-normal/Log-normal model; 4.3 Exact Bayesian models; 4.3.1 Overdispersed Poisson model with gamma prior distribution 4.3.2 Exponential dispersion family with its associated conjugates4.4 Markov chain Monte Carlo methods; 4.5 Bühlmann-Straub credibility model; 4.6 Multidimensional credibility models; 4.6.1 Hachemeister regression model; 4.6.2 Other credibility models; 4.7 Kalman filter; 5 Distributional Models; 5.1 Log-normal model for cumulative claims; 5.1.1 Known variances 2j; 5.1.2 Unknown variances; 5.2 Incremental claims; 5.2.1 (Overdispersed) Poisson model; 5.2.2 Negative-Binomial model; 5.2.3 Log-normal model for incremental claims; 5.2.4 Gamma model; 5.2.5 Tweedie's compound Poisson model 5.2.6 Wright's model6 Generalized Linear Models; 6.1 Maximum likelihood estimators; 6.2 Generalized linear models framework; 6.3 Exponential dispersion family; 6.4 Parameter estimation in the EDF; 6.4.1 MLE for the EDF; 6.4.2 Fisher's scoring method; 6.4.3 Mean square error of prediction; 6.5 Other GLM models; 6.6 Bornhuetter-Ferguson method, revisited; 6.6.1 MSEP in the BF method, single accident year; 6.6.2 MSEP in the BF method, aggregated accident years; 7 Bootstrap Methods; 7.1 Introduction; 7.1.1 Efron's non-parametric bootstrap; 7.1.2 Parametric bootstrap 7.2 Log-normal model for cumulative sizes |
| Record Nr. | UNINA-9910816349003321 |
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Wuthrich Mario V
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| Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Stochastic claims reserving methods in insurance [[electronic resource] /] / Mario V. Wüthrich and Michael Merz
| Stochastic claims reserving methods in insurance [[electronic resource] /] / Mario V. Wüthrich and Michael Merz |
| Autore | Wüthrich Mario V |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2008 |
| Descrizione fisica | 1 online resource (440 p.) |
| Disciplina | 368/.0140151922 |
| Altri autori (Persone) | MerzMichael |
| Collana | Wiley finance series |
| Soggetto topico |
Insurance claims - Mathematical models
Assegurances Models matemàtics |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
1-119-20626-X
1-282-35012-9 9786612350122 0-470-77272-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Stochastic Claims Reserving Methods in Insurance; Contents; Preface; Acknowledgement; 1 Introduction and Notation; 1.1 Claims process; 1.1.1 Accounting principles and accident years; 1.1.2 Inflation; 1.2 Structural framework to the claims-reserving problem; 1.2.1 Fundamental properties of the claims reserving process; 1.2.2 Known and unknown claims; 1.3 Outstanding loss liabilities, classical notation; 1.4 General remarks; 2 Basic Methods; 2.1 Chain-ladder method (distribution-free); 2.2 Bornhuetter-Ferguson method; 2.3 Number of IBNyR claims, Poisson model
2.4 Poisson derivation of the CL algorithm3 Chain-Ladder Models; 3.1 Mean square error of prediction; 3.2 Chain-ladder method; 3.2.1 Mack model (distribution-free CL model); 3.2.2 Conditional process variance; 3.2.3 Estimation error for single accident years; 3.2.4 Conditional MSEP, aggregated accident years; 3.3 Bounds in the unconditional approach; 3.3.1 Results and interpretation; 3.3.2 Aggregation of accident years; 3.3.3 Proof of Theorems 3.17, 3.18 and 3.20; 3.4 Analysis of error terms in the CL method; 3.4.1 Classical CL model; 3.4.2 Enhanced CL model; 3.4.3 Interpretation 3.4.4 CL estimator in the enhanced model3.4.5 Conditional process and parameter prediction errors; 3.4.6 CL factors and parameter estimation error; 3.4.7 Parameter estimation; 4 Bayesian Models; 4.1 Benktander-Hovinen method and Cape-Cod model; 4.1.1 Benktander-Hovinen method; 4.1.2 Cape-Cod model; 4.2 Credible claims reserving methods; 4.2.1 Minimizing quadratic loss functions; 4.2.2 Distributional examples to credible claims reserving; 4.2.3 Log-normal/Log-normal model; 4.3 Exact Bayesian models; 4.3.1 Overdispersed Poisson model with gamma prior distribution 4.3.2 Exponential dispersion family with its associated conjugates4.4 Markov chain Monte Carlo methods; 4.5 Bühlmann-Straub credibility model; 4.6 Multidimensional credibility models; 4.6.1 Hachemeister regression model; 4.6.2 Other credibility models; 4.7 Kalman filter; 5 Distributional Models; 5.1 Log-normal model for cumulative claims; 5.1.1 Known variances 2j; 5.1.2 Unknown variances; 5.2 Incremental claims; 5.2.1 (Overdispersed) Poisson model; 5.2.2 Negative-Binomial model; 5.2.3 Log-normal model for incremental claims; 5.2.4 Gamma model; 5.2.5 Tweedie's compound Poisson model 5.2.6 Wright's model6 Generalized Linear Models; 6.1 Maximum likelihood estimators; 6.2 Generalized linear models framework; 6.3 Exponential dispersion family; 6.4 Parameter estimation in the EDF; 6.4.1 MLE for the EDF; 6.4.2 Fisher's scoring method; 6.4.3 Mean square error of prediction; 6.5 Other GLM models; 6.6 Bornhuetter-Ferguson method, revisited; 6.6.1 MSEP in the BF method, single accident year; 6.6.2 MSEP in the BF method, aggregated accident years; 7 Bootstrap Methods; 7.1 Introduction; 7.1.1 Efron's non-parametric bootstrap; 7.1.2 Parametric bootstrap 7.2 Log-normal model for cumulative sizes |
| Record Nr. | UNINA-9910146099603321 |
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Wüthrich Mario V
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| Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Trends in Distributed Systems for Electronic Commerce [[electronic resource] ] : International IFIP/GI Working Conference, TREC'98, Hamburg, Germany, June 3-5, 1998, Proceedings / / edited by Winfried Lamersdorf, Michael Merz
| Trends in Distributed Systems for Electronic Commerce [[electronic resource] ] : International IFIP/GI Working Conference, TREC'98, Hamburg, Germany, June 3-5, 1998, Proceedings / / edited by Winfried Lamersdorf, Michael Merz |
| Edizione | [1st ed. 1998.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1998 |
| Descrizione fisica | 1 online resource (XII, 260 p.) |
| Disciplina | 658.8/0025/4678 |
| Collana | Lecture Notes in Computer Science |
| Soggetto topico |
Computer communication systems
Information technology Business—Data processing Application software Data encryption (Computer science) Computers and civilization Computer Communication Networks IT in Business Information Systems Applications (incl. Internet) Cryptology Computers and Society |
| ISBN | 3-540-69433-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | A framework for the optimizing of WWW advertising -- Symmetric adaptive customer modeling for electronic commerce in a distributed environment -- Maximizing seller's profit for electronic commerce -- Approaches of Digital signature legislation -- A Java-based distributed platform for multilateral security -- Barter: A backbone architecture for trade of electronic content -- An agent-based secure internet payment system for mobile computing -- A payment scheme for mixes providing anonymity -- Satisfying requirements for electronic commerce -- Distributed models for brokerage on Electronic Commerce -- Distributed print on demand systems in the Xpect framework -- OFFER: A broker-centered object framework for electronic requisitioning -- Workflow modeling for internet-based commerce: An approach based on high-level Petri nets -- Market-based workflow management -- Distributed, interoperable workflow support for electronic commerce -- Security requirements for mobile agents in electronic markets -- A secure intelligent trade agent system -- Migrating objects in electronic commerce applications -- Providing reliable agents for electronic commerce. |
| Record Nr. | UNISA-996466149803316 |
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1998 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Trends in Distributed Systems for Electronic Commerce [[electronic resource] ] : International IFIP/GI Working Conference, TREC'98, Hamburg, Germany, June 3-5, 1998, Proceedings / / edited by Winfried Lamersdorf, Michael Merz
| Trends in Distributed Systems for Electronic Commerce [[electronic resource] ] : International IFIP/GI Working Conference, TREC'98, Hamburg, Germany, June 3-5, 1998, Proceedings / / edited by Winfried Lamersdorf, Michael Merz |
| Edizione | [1st ed. 1998.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1998 |
| Descrizione fisica | 1 online resource (XII, 260 p.) |
| Disciplina | 658.8/0025/4678 |
| Collana | Lecture Notes in Computer Science |
| Soggetto topico |
Computer networks
Information technology Business—Data processing Application software Data encryption (Computer science) Computers and civilization Computer Communication Networks IT in Business Information Systems Applications (incl. Internet) Cryptology Computers and Society |
| ISBN | 3-540-69433-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | A framework for the optimizing of WWW advertising -- Symmetric adaptive customer modeling for electronic commerce in a distributed environment -- Maximizing seller's profit for electronic commerce -- Approaches of Digital signature legislation -- A Java-based distributed platform for multilateral security -- Barter: A backbone architecture for trade of electronic content -- An agent-based secure internet payment system for mobile computing -- A payment scheme for mixes providing anonymity -- Satisfying requirements for electronic commerce -- Distributed models for brokerage on Electronic Commerce -- Distributed print on demand systems in the Xpect framework -- OFFER: A broker-centered object framework for electronic requisitioning -- Workflow modeling for internet-based commerce: An approach based on high-level Petri nets -- Market-based workflow management -- Distributed, interoperable workflow support for electronic commerce -- Security requirements for mobile agents in electronic markets -- A secure intelligent trade agent system -- Migrating objects in electronic commerce applications -- Providing reliable agents for electronic commerce. |
| Record Nr. | UNINA-9910143452203321 |
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1998 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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