An edition of Loss Models
(2009)
Loss Models
From Data to Decisions
3rd ed.
by Stuart A. Klugman
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An update of one of the most trusted books on constructing and analyzing actuarial modelsWritten by three renowned authorities in the actuarial field, Loss Models, Third Edition upholds the reputation for excellence that has made this book required reading for the Society of Actuaries (SOA) and Casualty Actuarial Society (CAS) qualification examinations. This update serves as a complete presentation of statistical methods for measuring risk and building models to measure loss in real-world events. This book maintains an approach to modeling and forecasting that utilizes tools related to risk th.
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01
Loss Models: From Data to Decisions, Fifth Edition Book + Solutions Manual Set
2019, Wiley & Sons, Incorporated, John
in English
1119538084 9781119538080
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02
Loss Models: From Data to Decisions
2019, Wiley & Sons, Incorporated, John
in English
1119523737 9781119523734
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Loss Models: From Data to Decisions
2019, Wiley & Sons, Incorporated, John
in English
1119523753 9781119523758
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Loss Models: From Data to Decisions, 4th Edition Book + Online Preparation for Actuarial Exam C/4
2013, Wiley & Sons, Limited, John
in English
1118518616 9781118518618
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Loss Models: Further Topics
2013, Wiley & Sons, Incorporated, John
in English
1299804667 9781299804661
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Loss Models: Further Topics
2013, Wiley & Sons, Incorporated, John
in English
1118573730 9781118573730
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Loss Models: Further Topics
2013, Wiley & Sons, Incorporated, John
in English
1118573684 9781118573686
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Loss Models: Further Topics
2013, Wiley & Sons, Incorporated, John
in English
1118573749 9781118573747
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Loss Models: From Data to Decisions, 4e + Solutions Manual Set
Oct 24, 2012, Wiley
hardcover
1118493877 9781118493878
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Loss Models: From Data to Decisions
2012, John Wiley & Sons
electronic resource :
in English
- 3rd ed.
0470391332 9780470391334
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Loss Models: From Data to Decisions
2011, Wiley & Sons, Incorporated, John
in English
1118211197 9781118211199
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17
Loss Models: From Data to Decisions - Preparation for Actuarial Exam
2011, Wiley & Sons, Incorporated, John
in English
111821028X 9781118210284
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Loss Models: From Data to Decisions
2011, Wiley & Sons, Incorporated, John
in English
0470300272 9780470300275
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Loss Models: From Data to Decisions
2009, Wiley & Sons, Incorporated, John
in English
0470487453 9780470487457
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Loss Models: from Data to Decisions, 3rd Edition ExamPrep Wrapper
2009, Wiley & Sons, Limited, John
in English
0470537957 9780470537954
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Loss Models: From Data to Decisions
2009, Wiley & Sons, Incorporated, John
in English
0470487445 9780470487440
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Book Details
Table of Contents
Loss Models: From Data to Decisions; Contents; Preface; PART I INTRODUCTION; 1 Modeling; 1.1 The model-based approach; 1.1.1 The modeling process; 1.1.2 The modeling advantage; 1.2 Organization of this book; 2 Random variables; 2.1 Introduction; 2.2 Key functions and four models; 2.2.1 Exercises; 3 Basic distributional quantities; 3.1 Moments; 3.1.1 Exercises; 3.2 Quantiles; 3.2.1 Exercises; 3.3 Generating functions and sums of random variables; 3.3.1 Exercises; 3.4 Tails of distributions; 3.4.1 Classification based on moments; 3.4.2 Comparison based on limiting tail behavior.
3.4.3 Classification based on the hazard rate function3.4.4 Classification based on the mean excess loss function; 3.4.5 Equilibrium distributions and tail behavior; 3.4.6 Exercises; 3.5 Measures of Risk; 3.5.1 Introduction; 3.5.2 Risk measures and coherence; 3.5.3 Value-at-Risk; 3.5.4 Tail-Value-at-Risk; 3.5.5 Exercises; PART II ACTUARIAL MODELS; 4 Characteristics of actuarial models; 4.1 Introduction; 4.2 The role of parameters; 4.2.1 Parametric and scale distributions; 4.2.2 Parametric distribution families; 4.2.3 Finite mixture distributions; 4.2.4 Data-dependent distributions.
4.2.5 Exercises5 Continuous models; 5.1 Introduction; 5.2 Creating new distributions; 5.2.1 Multiplication by a constant; 5.2.2 Raising to a power; 5.2.3 Exponentiation; 5.2.4 Mixing; 5.2.5 Frailty models; 5.2.6 Splicing; 5.2.7 Exercises; 5.3 Selected distributions and their relationships; 5.3.1 Introduction; 5.3.2 Two parametric families; 5.3.3 Limiting distributions; 5.3.4 Exercises; 5.4 The linear exponential family; 5.4.1 Exercises; 5.5 TVaR for continuous distributions; 5.5.1 Continuous elliptical distributions; 5.5.2 TVaR for the linear exponential family; 5.5.3 Exercise.
5.6 Extreme value distributions5.6.1 Introduction; 5.6.2 Distribution of the maximum; 5.6.3 Stability of the maximum of the extreme value distribution; 5.6.4 The Fisher-Tippett theorem; 5.6.5 Maximum domain of attraction; 5.6.6 Generalized Pareto distributions; 5.6.7 Stability of excesses of the generalized Pareto; 5.6.8 Limiting distributions of excesses; 5.6.9 TVaR for extreme value distributions; 5.6.10 Further reading; 5.6.11 Exercises; 6 Discrete distributions and processes; 6.1 Introduction; 6.1.1 Exercise; 6.2 The Poisson distribution; 6.3 The negative binomial distribution.
6.4 The binomial distribution6.5 The (a, b, 0) class; 6.5.1 Exercises; 6.6 Counting processes; 6.6.1 Introduction and definitions; 6.6.2 Poisson processes; 6.6.3 Processes with contagion; 6.6.4 Other processes; 6.6.5 Exercises; 6.7 Truncation and modification at zero; 6.7.1 Exercises; 6.8 Compound frequency models; 6.8.1 Exercises; 6.9 Further properties of the compound Poisson class; 6.9.1 Exercises; 6.10 Mixed frequency distributions; 6.10.1 General mixed frequency distribution; 6.10.2 Mixed Poisson distributions; 6.10.3 Exercises; 6.11 Mixed Poisson processes; 6.11.1 Exercises.
Edition Notes
6.12 Effect of exposure on frequency.
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| August 13, 2020 | Edited by ImportBot | import existing book |
| July 5, 2019 | Created by MARC Bot | import new book |