Computational Actuarial Science with R: 17 (Chapman & Hall/CRC The R Series) - Tapa dura

Libro 11 de 73: Chapman & Hall/CRC The R
 
9781466592599: Computational Actuarial Science with R: 17 (Chapman & Hall/CRC The R Series)
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ISBN 10: 1466592591 ISBN 13: 9781466592599
Editorial: Chapman and Hall/CRC, 2014

Sinopsis

A Hands-On Approach to Understanding and Using Actuarial Models

Computational Actuarial Science with R provides an introduction to the computational aspects of actuarial science. Using simple R code, the book helps you understand the algorithms involved in actuarial computations. It also covers more advanced topics, such as parallel computing and C/C++ embedded codes.

After an introduction to the R language, the book is divided into four parts. The first one addresses methodology and statistical modeling issues. The second part discusses the computational facets of life insurance, including life contingencies calculations and prospective life tables. Focusing on finance from an actuarial perspective, the next part presents techniques for modeling stock prices, nonlinear time series, yield curves, interest rates, and portfolio optimization. The last part explains how to use R to deal with computational issues of nonlife insurance.

Taking a do-it-yourself approach to understanding algorithms, this book demystifies the computational aspects of actuarial science. It shows that even complex computations can usually be done without too much trouble. Datasets used in the text are available in an R package (CASdatasets).

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Acerca del autor

Arthur Charpentier is a professor of actuarial science at the University of Québec at Montréal. He is a fellow of the French Institute of Actuaries and holds a PhD in applied mathematics from K.U. Leuven. Dr. Charpentier is the co-author of two textbooks on mathematical models of nonlife insurance and has published several articles in peer-reviewed journals. He is also the editor of the blog freakonometrics.hypotheses.org

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Editorial
Chapman and Hall/CRC
Año de publicación
2014
Idioma
Inglés
ISBN 10 
1466592591
ISBN 13 
9781466592599
Encuadernación
Tapa dura
Número de edición
1
Número de páginas
650
Editor
Charpentier Arthur
Contacto del fabricante
Taylor and Francis, GPSR Taylor and Francis
gpsr@taylorandfrancis.com

Taylor & Francis Verlag GmbH, Kaufingerstraße 24
München
80331
Alemania

Otras ediciones populares con el mismo título

9781138033788: Computational Actuarial Science with R: 17 (Chapman & Hall/CRC The R Series)

Edición Destacada

ISBN 10:  1138033782 ISBN 13:  9781138033788
Editorial: Routledge, 2016
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