Computational Actuarial Science with R (eBook, PDF)

Redaktion: Charpentier, Arthur

• Format: PDF

Produktbeschreibung

A Hands-On Approach to Understanding and Using Actuarial ModelsComputational Actuarial Science with R provides an introduction to the computational aspects of actuarial science. Using simple R code, the book helps you understand the algorithms involved in actuarial computations. It also covers more advanced topics, such as parallel computing and C

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Produktdetails

• Verlag: Taylor & Francis eBooks
• Seitenzahl: 656
• Erscheinungstermin: 26. August 2014
• Englisch
• ISBN-13: 9781466592605
• Artikelnr.: 43831681

Autorenporträt

Arthur Charpentier is a professor of actuarial science at the University of Québec at Montréal. He is a fellow of the French Institute of Actuaries and holds a PhD in applied mathematics from K.U. Leuven. Dr. Charpentier is the co-author of two textbooks on mathematical models of nonlife insurance and has published several articles in peer-reviewed journals. He is also the editor of the blog freakonometrics.hypotheses.org

Inhaltsangabe

Introduction. METHODOLOGY: Standard Statistical Inference. Bayesian
Philosophy. Statistical Learning. Spatial Analysis. Reinsurance and
Extremal Events. LIFE INSURANCE: Life Contingencies. Prospective Life
Tables. Prospective Mortality Tables and Portfolio Experience. Survival
Analysis. FINANCE: Stock Prices and Time Series. Yield Curves and Interest
Rates Models. Portfolio Allocation. NON-LIFE INSURANCE: General Insurance
Pricing. Longitudinal Models and Experience Rating. Claims Reserving and
IBNR. Bibliography. Index. R Command Index.