R Programming for Actuarial Science
暫譯: R 語言在精算科學中的應用

McQuire, Peter

  • 出版商: Wiley
  • 出版日期: 2023-10-16
  • 定價: $2,600
  • 售價: 9.5$2,470
  • 語言: 英文
  • 頁數: 640
  • 裝訂: Hardcover - also called cloth, retail trade, or trade
  • ISBN: 1119754976
  • ISBN-13: 9781119754978
  • 相關分類: R 語言
  • 立即出貨 (庫存 < 4)

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商品描述

Professional resource providing basic to intermediate levels of R coding in respect of actuarial applications, with real-life examples

R Programming for Actuarial Science and Financial Mathematics provides a grounding in R programming applied to the mathematical and statistical methods that are of relevance for actuarial work, equipping the student with knowledge of statistical distributions and methods to summarize data. The authors have a combined experience of 20 years in actuarial consultancies and insurance companies, as well as over 20 years in university teaching and research.

In R Programming for Actuarial Science and Financial Mathematics, readers will find:

  • Basic theory for each chapter--the length matching the complexity of the topic--to complement other actuarial textbooks which provide foundational theory in depth
  • Information on compound interest, statistical inference, asset-liability matching, time series, loss distributions, contingencies, mortality models, and option pricing
  • Exercises to write code, to enable students to gain a better understanding of underlying mathematical and statistical principles
  • An overall basic to intermediate level of coverage in respect of numerous actuarial applications, and real-life examples included with every topic

Providing a highly useful combination of practical discussion and basic theory, R Programming for Actuarial Science and Financial Mathematics is an essential reference for BSc/MSc students in actuarial science, trainee actuaries studying privately, and qualified actuaries with little programming experience, along with undergraduate students studying finance, business, and economics.

商品描述(中文翻譯)

專業資源提供有關精算應用的基本到中級 R 語言編程,並附有實際案例

精算科學與金融數學的 R 語言編程 提供了 R 語言編程的基礎,應用於與精算工作相關的數學和統計方法,使學生掌握統計分佈和數據摘要的方法。作者在精算諮詢和保險公司擁有 20 年的綜合經驗,以及超過 20 年的高校教學和研究經驗。

精算科學與金融數學的 R 語言編程 中,讀者將會發現:


  • 每章的基本理論——長度與主題的複雜性相匹配——以補充其他提供深入基礎理論的精算教科書

  • 有關複利、統計推斷、資產負債匹配、時間序列、損失分佈、意外事件、死亡模型和選擇權定價的信息

  • 編寫代碼的練習,幫助學生更好地理解基礎數學和統計原則

  • 涵蓋多種精算應用的基本到中級水平,並在每個主題中包含實際案例

提供實用討論和基本理論的高度有用組合,精算科學與金融數學的 R 語言編程 是精算科學的學士/碩士學生、私下學習的實習精算師、以及編程經驗較少的合格精算師的重要參考書,還適合學習金融、商業和經濟學的本科生。

作者簡介

Peter McQuire, FIA, is a Lecturer in Actuarial Science at the University of Kent. He has 18 years of experience in pension scheme consultancy and risk management, as well as 7 years teaching at the University. Alfred Kume is Senior lecturer in Statistics at the University of Kent with 19 years of teaching experience and exposure to general insurance.

作者簡介(中文翻譯)

彼得·麥奎爾(Peter McQuire),FIA,是肯特大學(University of Kent)精算科學的講師。他在退休金計劃諮詢和風險管理方面擁有18年的經驗,以及在大學教學的7年經歷。阿爾弗雷德·庫梅(Alfred Kume)是肯特大學的高級講師,專攻統計學,擁有19年的教學經驗,並接觸過一般保險。