Loss Models: From Data to Decisions, 5/e (Hardcover)
暫譯: 損失模型：從數據到決策，第5版（精裝本）

Klugman, Stuart A., Panjer, Harry H., Willmot, Gordon E.

Loss Models: From Data to Decisions, 5/e (Hardcover)
  • 出版商: Wiley
  • 出版日期: 2019-01-17
  • 售價: $5,477
  • 語言: 英文
  • 頁數: 560
  • 裝訂: Hardcover - also called cloth, retail trade, or trade
  • ISBN: 1119523788
  • ISBN-13: 9781119523789

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商品描述

A guide that provides in-depth coverage of modeling techniques used throughout many branches of actuarial science, revised and updated

Now in its fifth edition, Loss Models: From Data to Decisions puts the focus on material tested in the Society of Actuaries (SOA) newly revised Exams STAM (Short-Term Actuarial Mathematics) and LTAM (Long-Term Actuarial Mathematics). Updated to reflect these exam changes, this vital resource offers actuaries, and those aspiring to the profession, a practical approach to the concepts and techniques needed to succeed in the profession. The techniques are also valuable for anyone who uses loss data to build models for assessing risks of any kind.

Loss Models contains a wealth of examples that highlight the real-world applications of the concepts presented, and puts the emphasis on calculations and spreadsheet implementation. With a focus on the loss process, the book reviews the essential quantitative techniques such as random variables, basic distributional quantities, and the recursive method, and discusses techniques for classifying and creating distributions. Parametric, non-parametric, and Bayesian estimation methods are thoroughly covered. In addition, the authors offer practical advice for choosing an appropriate model. This important text:

- Presents a revised and updated edition of the classic guide for actuaries that aligns with newly introduced Exams STAM and LTAM

- Contains a wealth of exercises taken from previous exams

- Includes fresh and additional content related to the material required by the Society of Actuaries (SOA) and the Canadian Institute of Actuaries (CIA)

- Offers a solutions manual available for further insight, and all the data sets and supplemental material are posted on a companion site

Written for students and aspiring actuaries who are preparing to take the SOA examinations, Loss Models offers an essential guide to the concepts and techniques of actuarial science.

商品描述(中文翻譯)

提供深入探討許多精算科學分支中使用的建模技術的指南，經過修訂和更新

目前已進入第五版的損失模型：從數據到決策，專注於美國精算學會（SOA）新修訂的STAM（短期精算數學）和LTAM（長期精算數學）考試中測試的材料。這本重要的資源更新以反映這些考試的變更，為精算師及有志於此職業的人士提供了成功所需的概念和技術的實用方法。這些技術對於任何使用損失數據來建立風險評估模型的人來說也非常有價值。

損失模型包含大量示例，突顯所呈現概念的實際應用，並強調計算和電子表格的實施。該書專注於損失過程，回顧了隨機變量、基本分佈量和遞歸方法等基本定量技術，並討論了分類和創建分佈的技術。參數、非參數和貝葉斯估計方法均有詳細介紹。此外，作者還提供了選擇適當模型的實用建議。這本重要的文本：

- 提供與新引入的STAM和LTAM考試相符的經修訂和更新的經典精算指南

- 包含大量來自以往考試的練習題

- 包括與美國精算學會（SOA）和加拿大精算學會（CIA）所需材料相關的新鮮和額外內容

- 提供解答手冊以獲得進一步的見解，所有數據集和補充材料均在伴隨網站上發布

損失模型是為準備參加SOA考試的學生和有志成為精算師的人士撰寫的，提供了精算科學概念和技術的基本指南。

作者簡介

STUART A. KLUGMAN, PHD, FSA, CERA, is Staff Fellow (Education) at the Society of Actuaries (SOA) and Principal Financial Group Distinguished Professor Emeritus of Actuarial Science at Drake University. He has served as SOA vice president.

HARRY H. PANJER, PHD, FSA, FCIA, CERA, HonFIA, is Distinguished Professor Emeritus in the Department of Statistics and Actuarial Science at the University of Waterloo, Canada. He has served as CIA president and as SOA president.

GORDON E. WILLMOT, PHD, FSA, FCIA, is Munich Re Chair in Insurance and Professor in the Department of Statistics and Actuarial Science at the University of Waterloo, Canada.

作者簡介(中文翻譯)

斯圖亞特·A·克魯格曼 (STUART A. KLUGMAN), PhD, FSA, CERA, 是美國精算學會 (Society of Actuaries, SOA) 的教育部門研究員，並且是德雷克大學 (Drake University) 精算科學的榮譽首席金融集團教授。他曾擔任 SOA 副總裁。

哈利·H·潘傑 (HARRY H. PANJER), PhD, FSA, FCIA, CERA, HonFIA, 是加拿大滑鐵盧大學 (University of Waterloo) 統計與精算科學系的榮譽教授。他曾擔任加拿大精算師協會 (CIA) 會長及 SOA 會長。

戈登·E·威爾莫特 (GORDON E. WILLMOT), PhD, FSA, FCIA, 是慕尼黑再保險公司 (Munich Re) 的保險講座教授，並且是加拿大滑鐵盧大學 (University of Waterloo) 統計與精算科學系的教授。

目錄大綱

Part I Introduction
1 Modeling
2 Random Variables
3 Basic Distributional Quantities
Part II Actuarial Models
4 Characteristics of Actuarial Models
5 Continuous Models
6 Discrete Distributions
7 Advanced Discrete Distributions
8 Frequency and Severity with Coverage Modifications
9 Aggregate Loss Models
Part III Mathematical Statistics
10 Introduction to Mathematical Statistics
11 Maximum Likelihood Estimation
12 Frequentist Estimation for Discrete Distributions
13 Bayesian Estimation
Part IV Construction of Models
14 Construction of Empirical Models
15 Model Selection
Part V Credibility
16 Introduction to Limited Fluctuation Credibility
17 Greatest Accuracy Credibility
18 Empirical Bayes Parameter Estimation
Part VI Simulation
19 Simulation
A An Inventory of Continuous Distributions
B An Inventory of Discrete Distributions
C Frequency and Severity Relationships
D The Recursive Formula
E Discretization of the Severity Distribution

目錄大綱(中文翻譯)

Part I Introduction

1 Modeling

2 Random Variables

3 Basic Distributional Quantities

Part II Actuarial Models

4 Characteristics of Actuarial Models

5 Continuous Models

6 Discrete Distributions

7 Advanced Discrete Distributions

8 Frequency and Severity with Coverage Modifications

9 Aggregate Loss Models

Part III Mathematical Statistics

10 Introduction to Mathematical Statistics

11 Maximum Likelihood Estimation

12 Frequentist Estimation for Discrete Distributions

13 Bayesian Estimation

Part IV Construction of Models

14 Construction of Empirical Models

15 Model Selection

Part V Credibility

16 Introduction to Limited Fluctuation Credibility

17 Greatest Accuracy Credibility

18 Empirical Bayes Parameter Estimation

Part VI Simulation

19 Simulation

A An Inventory of Continuous Distributions

B An Inventory of Discrete Distributions

C Frequency and Severity Relationships

D The Recursive Formula

E Discretization of the Severity Distribution

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