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Modern Actuarial Risk Theory: Using R

Rob Kaas, Marc Goovaerts, Jan Dhaene, Michel Denuit




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 | #2209222 in eBooks |  2008-08-17 |  2008-08-17 | File type: PDF

||0 of 0 people found the following review helpful.| Good Reference|By Antonio Cecilio Miranda Tejeida|This was my reference book back when I was at school, I believe that most of te code in the book will show you how many statistical techniques (like fitting distributions) are implemente in many R packages such as fitdistrplus, it has solid explanations on both theoretical and practical aspects, it covers superficially the use o| ||From the reviews of the second edition:||"The book gives a comprehensive survey of non-life insurance mathematics. … Originally written for use with the actuarial science programs at the Universities of Amsterdam and Leuven, it is now in use at many ot

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. As to the level of the mathemat...

You can specify the type of files you want, for your device.Modern Actuarial Risk Theory: Using R   |  Rob Kaas, Marc Goovaerts, Jan Dhaene, Michel Denuit. I really enjoyed this book and have already told so many people about it!

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