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 edition

Publication Statements

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

The Physical Object

  • Description:1 online resource (xiv, 512 pages) : : illustrations.

Edition Identifiers

  • ISBN:9781118315323, 1118315324, 9781118472613, 1118472616, 9781118411629, 1118411625, 9781118411650, 111841165X, 1283646153, 9781283646154
  • oclc:ocn818658289
  • LC Classification:HG8781
  • Dewey Decimal:368/.012

Table of Contents

Loss Models: From Data to Decisions, Fourth Edition -- Contents -- Preface -- PART 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-Vatue-at-Risk -- 3.5.5 Exercises -- PART 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 -- …

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Subjects

Assurance -- Méthodes statistiques Assurance -- Modèles mathématiques BUSINESS & ECONOMICS -- Insurance Insurance -- Mathematical models Insurance -- Statistical methods

Writers

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

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