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Author: Robert V. Hogg Publisher: John Wiley & Sons ISBN: Category : Business & Economics Languages : en Pages : 264
Book Description
Devoted to the problem of fitting parametric probability distributions to data, this treatment uniquely unifies loss modeling in one book. Data sets used are related to the insurance industry, but can be applied to other distributions. Emphasis is on the distribution of single losses related to claims made against various types of insurance policies. Includes five sets of insurance data as examples.
Author: Robert V. Hogg Publisher: John Wiley & Sons ISBN: Category : Business & Economics Languages : en Pages : 264
Book Description
Devoted to the problem of fitting parametric probability distributions to data, this treatment uniquely unifies loss modeling in one book. Data sets used are related to the insurance industry, but can be applied to other distributions. Emphasis is on the distribution of single losses related to claims made against various types of insurance policies. Includes five sets of insurance data as examples.
Author: Robert V. Hogg Publisher: John Wiley & Sons ISBN: 0470317302 Category : Business & Economics Languages : en Pages : 254
Book Description
Devoted to the problem of fitting parametric probability distributions to data, this treatment uniquely unifies loss modeling in one book. Data sets used are related to the insurance industry, but can be applied to other distributions. Emphasis is on the distribution of single losses related to claims made against various types of insurance policies. Includes five sets of insurance data as examples.
Author: Stuart A. Klugman Publisher: John Wiley & Sons ISBN: 0470391332 Category : Business & Economics Languages : en Pages : 758
Book Description
An update of one of the most trusted books on constructing and analyzing actuarial models Written 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 theory, loss distributions, and survival models. Random variables, basic distributional quantities, the recursive method, and techniques for classifying and creating distributions are also discussed. Both parametric and non-parametric estimation methods are thoroughly covered along with advice for choosing an appropriate model. Features of the Third Edition include: Extended discussion of risk management and risk measures, including Tail-Value-at-Risk (TVaR) New sections on extreme value distributions and their estimation Inclusion of homogeneous, nonhomogeneous, and mixed Poisson processes Expanded coverage of copula models and their estimation Additional treatment of methods for constructing confidence regions when there is more than one parameter The book continues to distinguish itself by providing over 400 exercises that have appeared on previous SOA and CAS examinations. Intriguing examples from the fields of insurance and business are discussed throughout, and all data sets are available on the book's FTP site, along with programs that assist with conducting loss model analysis. Loss Models, Third Edition is an essential resource for students and aspiring actuaries who are preparing to take the SOA and CAS preliminary examinations. It is also a must-have reference for professional actuaries, graduate students in the actuarial field, and anyone who works with loss and risk models in their everyday work. To explore our additional offerings in actuarial exam preparation visit www.wiley.com/go/actuarialexamprep.
Author: Pavel Cizek Publisher: Springer Science & Business Media ISBN: 3540273956 Category : Business & Economics Languages : en Pages : 509
Book Description
Written in an accessible and engaging style, this self-instructional book makes a good use of extensive examples and full explanations. The electronic edition, allowing the reader to run, modify, and enhance all quantlets on the spot, can be downloaded at no cost via the attached license registration card.
Author: Stuart A. Klugman Publisher: John Wiley & Sons ISBN: 1118573749 Category : Business & Economics Languages : en Pages : 368
Book Description
An essential resource for constructing and analyzing advanced actuarial models Loss Models: Further Topics presents extended coverage of modeling through the use of tools related to risk theory, loss distributions, and survival models. The book uses these methods to construct and evaluate actuarial models in the fields of insurance and business. Providing an advanced study of actuarial methods, the book features extended discussions of risk modeling and risk measures, including Tail-Value-at-Risk. Loss Models: Further Topics contains additional material to accompany the Fourth Edition of Loss Models: From Data to Decisions, such as: Extreme value distributions Coxian and related distributions Mixed Erlang distributions Computational and analytical methods for aggregate claim models Counting processes Compound distributions with time-dependent claim amounts Copula models Continuous time ruin models Interpolation and smoothing The book is an essential reference for practicing actuaries and actuarial researchers who want to go beyond the material required for actuarial qualification. Loss Models: Further Topics is also an excellent resource for graduate students in the actuarial field.
Author: Vytaras Brazauskas Publisher: ISBN: Category : Languages : en Pages : 19
Book Description
A rich variety of probability distributions has been proposed in the actuarial literature for fitting of insurance loss data. Examples include: lognormal, log-t, various versions of Pareto, loglogistic, Weibull, gamma and its variants, and generalized beta of the second kind distributions, among others. In this paper, we supplement the literature by adding the log-folded-normal and log-folded-t families. Shapes of the density function and key distributional properties of the 'folded' distributions are presented along with three methods for the estimation of parameters: method of maximum likelihood, method of moments, and method of trimmed moments. Further, large- and small-sample properties of these estimators are studied in detail. Finally, we fit the newly proposed distributions to data which represent the total damage done by 827 fires in Norway for the year 1988. The fitted models are then employed in a few quantitative risk management examples, where point and interval estimates for several value-at-risk measures are calculated.
Author: Robert V. Hogg
Author: Robert V. Hogg
Author: Robert V. Hogg
Author: Stuart A. Klugman
Author: Pavel Cizek
Author: 
Author: Shumei Rose Kuo
Author: Stuart A. Klugman![Measured and Predicted Long-term Distributions of Tropospheric Transmission Loss [by] A. G. Longley, R. K. Reasoner, [and] V. L. Fuller PDF](https://books.google.com/books/content/images/frontcover/pBH4hBmxz-8C?fife=w80-h100)
Author: Anita G. Longley
Author: Yiu-Kuen Tse
Author: Vytaras Brazauskas