Statistical and probabilistic methods in actuarial science. (2007)
- Record Type:
- Book
- Title:
- Statistical and probabilistic methods in actuarial science. (2007)
- Main Title:
- Statistical and probabilistic methods in actuarial science
- Further Information:
- Note: Philip J. Boland.
- Other Names:
- Boland, Philip J
- Contents:
- PREFACE ; INTRODUCTION ; Claims Reserving and Pricing with Run-Off Triangles ; The Evolving Nature of Claims and Reserves; Chain Ladder Methods; The Average Cost per Claim Method; The Bornhuetter-Ferguson or Loss Ratio Method; An Example in Pricing Products; Statistical Modeling and the Separation Technique; Problems; Loss Distributions ; Introduction to Loss Distributions; Classical Loss Distributions ; Fitting Loss Distributions; Mixture Distributions; Loss Distributions and Reinsurance; Problems; Risk Theory ; Risk Models for Aggregate Claims; Collective Risk Models; Individual Risk Models for S ; Premiums and Reserves for Aggregate Claims ; Reinsurance for Aggregate Claims ; Problems; Ruin Theory ; The Probability of Ruin in a Surplus Process; Surplus and Aggregate Claims Processes; Probability of Ruin and the Adjustment Coefficient; Reinsurance and the Probability of Ruin; Problems; Credibility Theory ; Introduction to Credibility Estimates; Classical Credibility Theory; The Bayesian Approach to Credibility Theory; Greatest Accuracy Credibility Theory; Empirical Bayes Approach to Credibility Theory; Problems; No Claim Discounting in Motor Insurance ; Introduction to No Claim Discount Schemes; Transition in a No Claim Discount System; Propensity to Make a Claim in NCD Schemes; Reducing Heterogeneity with NCD Schemes; Problems; Generalized Linear Models ; Introduction to Linear and Generalized Linear Models; Multiple Linear Regression and the Normal Model; The StructurePREFACE ; INTRODUCTION ; Claims Reserving and Pricing with Run-Off Triangles ; The Evolving Nature of Claims and Reserves; Chain Ladder Methods; The Average Cost per Claim Method; The Bornhuetter-Ferguson or Loss Ratio Method; An Example in Pricing Products; Statistical Modeling and the Separation Technique; Problems; Loss Distributions ; Introduction to Loss Distributions; Classical Loss Distributions ; Fitting Loss Distributions; Mixture Distributions; Loss Distributions and Reinsurance; Problems; Risk Theory ; Risk Models for Aggregate Claims; Collective Risk Models; Individual Risk Models for S ; Premiums and Reserves for Aggregate Claims ; Reinsurance for Aggregate Claims ; Problems; Ruin Theory ; The Probability of Ruin in a Surplus Process; Surplus and Aggregate Claims Processes; Probability of Ruin and the Adjustment Coefficient; Reinsurance and the Probability of Ruin; Problems; Credibility Theory ; Introduction to Credibility Estimates; Classical Credibility Theory; The Bayesian Approach to Credibility Theory; Greatest Accuracy Credibility Theory; Empirical Bayes Approach to Credibility Theory; Problems; No Claim Discounting in Motor Insurance ; Introduction to No Claim Discount Schemes; Transition in a No Claim Discount System; Propensity to Make a Claim in NCD Schemes; Reducing Heterogeneity with NCD Schemes; Problems; Generalized Linear Models ; Introduction to Linear and Generalized Linear Models; Multiple Linear Regression and the Normal Model; The Structure of Generalized Linear Models ; Model Selection and Deviance; Problems; Decision and Game Theory ; Introduction; Game Theory; Decision making and Risk; Utility and Expected Monetary Gain; Problems; References ; Appendix A : Basic Probability Distributions ; ; Appendix B : Some Basic Tools in Probability and Statistics ; Moment Generating Functions; Convolutions of Random Variables; Conditional Probability and Distributions; Maximum Likelihood Estimation; Appendix C : An Introduction to Bayesian Statistics ; Bayesian Statistics; Appendix D : Answers to Selected Problems ; Claims Reserving and Pricing with Run-Off Triangles; Loss Distributions; Risk Theory; Ruin Theory; Credibility Theory; No Claim Discounting in Motor Insurance; Generalized Linear Models; Decision and Game Theory … (more)
- Publisher Details:
- Place of publication not identified : Chapman and Hall/CRC
- Publication Date:
- 2007
- Extent:
- 1 online resource, illustrations
- Subjects:
- 368.01
Insurance -- Statistical methods - Languages:
- English
- ISBNs:
- 9781584886969
- Related ISBNs:
- 158488696X
- Access Rights:
- Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
- Access Usage:
- Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD.DS.160797
- Ingest File:
- 02_073.xml