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Loss models : from data to decisions
- Author / Creator
- Available as
- Physical
- Summary
-
"Loss Models, Second Edition is an important resource, providing a comprehensive, practically motivated toolkit and an excellent reference, for actuaries preparing for SOA and CAS preliminary exami...
"Loss Models, Second Edition is an important resource, providing a comprehensive, practically motivated toolkit and an excellent reference, for actuaries preparing for SOA and CAS preliminary examinations, students in actuarial science who need to understand loss and risk models, and practicing professionals involved in loss modeling."--BOOK JACKET.
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- Creator
- Stuart A. Klugman, Harry H. Panjer, Gordon E. Willmot
- Format
- Books
- Language
- English
- Contributors
- Publication
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- Second edition
- Hoboken, N.J. : Wiley Interscience, 2004
- Physical Details
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- xxii, 688 pages : illustrations ; 24 cm
- ISBNs
- 9780471215776, 0471215775
- OCLC
- ocm54988791
- Includes bibliographical references (pages 671-680) and index.
- 1. Modeling -- 2. Random variables -- 3. Basic distributional quantities -- 4. Classifying and creating distributions -- 5. Frequency and severity with coverage modifications -- 6. Aggregate loss models -- 7. Discrete-time ruin models -- 8. Continuous-time ruin models -- 9. Review of mathematical statistics -- 10. Estimation for complete data -- 11. Estimation for modified data -- 12. Parameter estimation -- 13. Model selection -- 14. Five examples -- 15. Interpolation and smoothing -- 16. Credibility -- 17. Simulation -- App. A. An inventory of continuous distributions -- App. B. An inventory of discrete distributions -- App. C. Frequency and severity relationships -- App. D. The recursive formula -- App. E. Discretization of the severity distribution -- App. F. Numerical optimization and solution of systems of equations