A Course in Credibility Theory and its Applications (Universitext) - Tapa blanda

Libro 21 de 261: Universitext

Buhlmann, Hans

 
9783540257530: A Course in Credibility Theory and its Applications (Universitext)
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ISBN 10: 3540257535 ISBN 13: 9783540257530
Editorial: Springer Berlin Heidelberg, 2008

Sinopsis

This book is ideal for practicing experts in particular actuaries in the field of property-casualty insurance, life insurance, reinsurance and insurance supervision, as well as teachers and students. It provides an exploration of Credibility Theory, covering most aspects of this topic from the simplest case to the most detailed dynamic model. The book closely examines the tasks an actuary encounters daily: estimation of loss ratios, claim frequencies and claim sizes.

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Acerca del autor

Hans Buhlmann Hans Buhlmann is professor emeritus of ETH Zurich, where he taught mathematics for more than thirty years. He has held visiting appointments at UC Berkeley, University of Michigan, UL Bruxelles, University of Tokyo, University of Manitoba, Universita La Sapienza in Rome, Scuola Normale Superiore Pisa. His interest in actuarial science dates back to his first employment after his doctorate, when he worked in the insurance industry. His book "Mathematical Methods in Risk Theory" (Springer Grundlehren) is a classic in the actuarial literature. www.math.ethz.ch/~hbuhl Alois Gisler Alois Gisler is chief actuary at Winterthur Insurance Company and professor at ETH Zurich, where he teaches non-life insurance mathematics and credibility. He wrote his doctoral thesis with Hans Buhlmann at ETH, and since then has worked for more than twenty years in the insurance industry. While a full time practising actuary, he has always kept in close contact with actuarial science: he was co-editor of the ASTIN-Bulletin for 10 years and has published many articles, mainly in credibility theory. www.math.ethz.ch/~gisler

De la contraportada

<p>The book is aimed at teachers and students as well as practising experts in the financial area, in particular at actuaries in the field of property-casualty insurance, life insurance, reinsurance and insurance supervision. Persons working in the wider world of finance will also find many relevant ideas and examples even though credibility methods have not yet been widely applied here.<br></p><p>The text combines scientific rigour with direct practical applicability. It is based on courses given by the two authors at ETH Zürich. These courses have undergone considerable changes over time. "A Course in Credibility Theory and its Applications" is the final product of this evolution. It covers the subject of Credibility Theory extensively and includes most aspects of this topic from the simplest case to the most general dynamic model. The first four chapters contain plenty of material for a first course on Credibility. The whole text is intended as a full one year course at intermediate to advanced level.</p><p></p><p>Credibility is a lifeless topic if it is not linked closely to practical applications. The book therefore treats explicitly the tasks which the actuary encounters in his daily work such as estimation of loss ratios, claim frequencies and claim sizes. The models are worked out in detail (including the estimation of structural parameters) so that they can immediately be applied in practice. Most exercises are based on real insurance data and real situations from practice and many of them have the characteristics of a case study. The extension to practical problems arising from the general area of finance is often quite straightforward.</p><p></p><p>This book deserves a place on the bookshelf of every actuary and mathematician who works, teaches or does research in the area of insurance and finance.</p><p></p>

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Editorial
Springer Berlin Heidelberg
Año de publicación
2008
Idioma
Inglés
ISBN 10 
3540257535
ISBN 13 
9783540257530
Encuadernación
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Número de páginas
356
Contacto del fabricante
ProductSafety@springernature.com
ProductSafety@springernature.com

Poststr. 9
Darmstadt
64293
Alemania

Otras ediciones populares con el mismo título

9783540810360: A Course in Credibility Theory and its Applications

Edición Destacada

ISBN 10:  3540810366 ISBN 13:  9783540810360
Editorial: Springer, 2008
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