Computational actuarial science with R
This book aims to provide a broad introduction to computational aspects of actuarial science, in the R environment. We assume that the reader is either learning, or is familiar with actuarial science. It can be seen as a companion to standard textbooks on actuarial science. This book is intended for...
| Otros Autores: | |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Boca Raton :
CRC Press
[2015]
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| Edición: | 1st edition |
| Colección: | Chapman & Hall/CRC the R series.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628738006719 |
Tabla de Contenidos:
- Front Cover; Contents; Preface; Contributors; List of Figures; List of Tables; 1. Introduction; Part I: Methodology; 2. Standard Statistical Inference; 3. Bayesian Philosophy; 4. Statistical Learning; 5. Spatial Analysis; 6. Reinsurance and Extremal Events; Part II: Life Insurance; 7. Life Contingencies; 8. Prospective Life Tables; 9. Prospective Mortality Tables and Portfolio Experience; 10. Survival Analysis; Part III: Finance; 11. Stock Prices and Time Series; 12. Yield Curves and Interest Rates Models; 13. Portfolio Allocation; Part IV: Non-Life Insurance; 14. General Insurance Pricing
- 15. Longitudinal Data and Experience Rating16. Claims Reserving and IBNR; Bibliography
