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Computational Actuarial Science with R.

CHARPENTIER Arthur

ROUTLEDGE

2016

618

212.65-CHARP

MATHEMATICAL STATISTICS ; INSURANCE SECTOR ; RISK MANAGEMENT ; PROBABILITIES ; SOFTWARE


Number of copies : 1
No. Call n° Bar code Commentary
1 [available]

ISBN 13 : 978-1138033788

Contents : Contributors: Arthur Charpentier, Rob Kaas, Christophe Dutang, Ben Escoto, Stéphane Tufféry, Renato Assunção, Marcelo Azevedo Costa, Marcos Oliveira Prates, Luís Gustavo Silva e Silva, Eric Gilleland, Mathieu Ribatet, Giorgio Spedicato, Heather Booth, Rob J. Hyndman, Leonie Tickle, Julien Tomas, Frédéric Planchet, Frédéric Planchet, Pierre-E. Thérond, Yohan Chalabi, Diethelm Würtz, Sergio S. Guirreri, Yohan Chalabi, Diethelm Würtz, Jean-Philippe Boucher, Katrien Antonio, Peng Shi, Frank van Berkum, Markus Gesmann.

1.Introduction

I.Methodology

2. Standard Statistical Inference
3. Bayesian Philosophy
4. Statistical Learning
5. Spatial Analysis
6. Reinsurance and Extremal Events

II. Life Insurance

7. Life Contingencies
8. Prospective Life Tables
9. Prospective Mortality Tables and Portfolio Experience
10. Survival Analysis

III. Finance

11. Stock Prices and Time Series
12. Yield Curves and Interest Rates Models
13. Portfolio Allocation

IV. Non-Life Insurance

14. General Insurance Pricing
15. Longitudinal Data and Experience Rating
16. Claims Reserving and IBNR

Bibliography
Index
R Command Index

Language : English

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque