ENGLISH

Modern Actuarial Risk Theory

By Rob Kaas , Marc Goovaerts , Jan Dhaene , Michel Denuit,

Book information

Year
2004
ISBN
1402029527, 9781402029523, 0792376366, 9780792376361, 9780306476037
Open Library ID
OL3583725M
Language
english
Format
PDF
Filesize
23 MB (24282775 bytes)
Edition
1
Pages
328\318
Scanned
yes
Time added
2011-06-04 13:46:07

Description

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.

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