Loss models

Loss models: from data to decisions

by Klugman, Stuart A.

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Title Statements

  • Full title :Loss models : from data to decisions / Stuart A. Klugman, Harry H. Panjer, Gordon E. Willmot.

Edition Statements

  • Publication Date:©2012.
  • Edition:4th ed

Publication Statements

  • Publisher(s):Wiley
  • Place of Publication:Hoboken, N.J
  • Language:eng
  • Publication Date:©2012.

Notes

Publié en collab. avec : Society of Actuaries.

The Physical Object

  • Description:xiv, 512 p.

Edition Identifiers

  • ISBN:9781118315323, 1118315324
  • oclc:ocn840838649
  • LC Classification:HG8781 K66m 2012
  • Dewey Decimal:368/.012

Table of Contents

Machine generated contents note: pt. I INTRODUCTION -- 1.Modeling -- 1.1.The model-based approach -- 1.1.1.The modeling process -- 1.1.2.The modeling advantage -- 1.2.Organization of this book -- 2.Random variables -- 2.1.Introduction -- 2.2.Key functions and four models -- 2.2.1.Exercises -- 3.Basic distributional quantities -- 3.1.Moments -- 3.1.1.Exercises -- 3.2.Percentiles -- 3.2.1.Exercises -- 3.3.Generating functions and sums of random variables -- 3.3.1.Exercises -- 3.4.Tails of distributions -- 3.4.1.Classification based on moments -- 3.4.2.Comparison based on limiting tail behavior -- 3.4.3.Classification based on the hazard rate function -- 3.4.4.Classification based on the mean excess loss function -- 3.4.5.Equilibrium distributions and tail behavior -- 3.4.6.Exercises -- 3.5.Measures of Risk -- 3.5.1.Introduction -- 3.5.2.Risk measures and coherence -- 3.5.3.Value-at-Risk -- 3.5.4.Tail-Value-at-Risk -- 3.5.5.Exercises -- pt. II ACTUARIAL MODELS -- 4.Characteristics of Actuarial Models -- 4.1.Introduction -- 4.2.The role of parameters -- 4.2.1.Parametric and scale distributions -- 4.2.2.Parametric distribution families -- 4.2.3.Finite mixture distributions -- 4.2.4.Dat…

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Subjects

Assurance -- Méthodes statistiques Assurance -- Modèles mathématiques Insurance -- Mathematical models Insurance -- Statistical methods

Writers

Klugman, Stuart A. Panjer, Harry H. Willmot, Gordon E.

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