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Books > Business & Economics > Finance & accounting > Finance > Insurance
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Loss Models - Further Topics (Hardcover, New)
Loot Price: R5,250
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Loss Models - Further Topics (Hardcover, New)
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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 book
is an essential reference for practicing actuaries and actuarial
researchers who want to go beyond the material required for
actuarial qualification. Loss Models: Further Topics is also an
excellent resource for graduate students in the actuarial field.
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