Modern Actuarial Risk Theory: Using R (Using R)
Kaas, Rob · Springer · 2013-05-13
Modern Actuarial Risk Theory contains what every actuary needs to know about non-life insurance mathematics. It starts with the standard material like utility theory, individual and collective model and basic ruin theory. Other topics are risk measures and premium principles, bonus-malus systems, ordering of risks and credibility theory. It also contains some chapters about Generalized Linear Models, applied to rating and IBNR problems.
- ISBN
- 9783642034077
- 출판일
- 2013-05-13
- 출판사
- Springer
- 저자
- Kaas, Rob
