Modern Actuarial Risk Theory
Modern Actuarial Risk Theory
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DOI：
10.1007/978-3-540-70998-5
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发表时间：
2001-12
期刊：
影响因子：
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通讯作者：
R. Kaas;M. Goovaerts;Jan Dhaene;M. Denuit
中科院分区：
文献类型：
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作者：
R. Kaas;M. Goovaerts;Jan Dhaene;M. Denuit
现代精算风险理论包含了每个精算师都需要知道的非寿险数学。它从标准材料开始，如效用理论，个人和集体模型和基本破产理论。其他主题是风险措施和保费原则，奖惩制度，风险排序和可信度理论。它还包含了一些关于广义线性模型的章节，适用于评级和IBNR问题。至于数学水平，这本书将适合在一个学士或硕士课程的数量经济学或数理统计。这第二个和。
Modern Actuarial Risk Theory contains what every actuary needs to know about non-life insurance mathematics. It starts with the standard material like utility theory, individual and collective model and basic ruin theory. Other topics are risk measures and premium principles, bonus-malus systems, ordering of risks and credibility theory. It also contains some chapters about Generalized Linear Models, applied to rating and IBNR problems. As to the level of the mathematics, the book would fit in a bachelors or masters program in quantitative economics or mathematical statistics. This second and.