Modern Actuarial Risk Theory
Author | : Rob Kaas |
Publisher | : Springer Science & Business Media |
Total Pages | : 319 |
Release | : 2007-05-08 |
ISBN-10 | : 9780306476037 |
ISBN-13 | : 0306476037 |
Rating | : 4/5 (037 Downloads) |
Download or read book Modern Actuarial Risk Theory written by Rob Kaas and published by Springer Science & Business Media. This book was released on 2007-05-08 with total page 319 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book contains important material on topics that are relevant for recent insurance and actuarial developments including determining solvency measures, fair-value computations, reserving, ranking of risks, modelling dependencies and the use of generalized linear models. Numerous exercises and the hints for solving them make the book useful as a textbook. Practical paradigms in insurance are presented in a way that is appealing to actuaries in their daily business.