Isbn: 9783540257530 - a course in credibility theory and its applications (universitext) (16 resultados)

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Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - The topic of credibility theory has been for many years - and still is - one of our major interests. This interest has led us not only to many publications, but also has been the motivation for teaching many courses on this topic over more than 20 years. These courses have undergone considerable changes over time. What we present here, 'A Course in Credibility Theory and its Applications', is the nal product of this evolution. Credibility theory can be seen as the basic paradigm underlying the pricing of insurance products. It resides on the two fundamental concepts 'individual risk' and 'collective' and solves in a rigorous way the problem of how to analyse the information obtained from these sources to arrive at the 'insurance premium'. The expression 'credibility' was originally coined for the weight given to the experience from the 'individual risk'. Credibility theory as a mathematical discipline borrows its methods from 2 many elds of mathematics, e. g. Bayesian statistics, L Hilbert space te- niques, least squares, and state space modelling to mention only the most important ones. However, credibility theory remains a lifeless topic if it is not linked closely with its applications. Only through these applications has cr- ibility won its status in insurance thinking. The present book aims to convey this dual aspect of credibility and to transmit the avour of the insurance applications also to those readers who are not directly involved in insurance activities.…

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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The topic of credibility theory has been for many years - and still is - one of our major interests. This interest has led us not only to many publications, but also has been the motivation for teaching many courses on this topic over more than 20 years. These courses have undergone considerable changes over time. What we present here, 'A Course in Credibility Theory and its Applications', is the nal product of this evolution. Credibility theory can be seen as the basic paradigm underlying the pricing of insurance products. It resides on the two fundamental concepts 'individual risk' and 'collective' and solves in a rigorous way the problem of how to analyse the information obtained from these sources to arrive at the 'insurance premium'. The expression 'credibility' was originally coined for the weight given to the experience from the 'individual risk'. Credibility theory as a mathematical discipline borrows its methods from 2 many elds of mathematics, e. g. Bayesian statistics, L Hilbert space te- niques, least squares, and state space modelling to mention only the most important ones. However, credibility theory remains a lifeless topic if it is not linked closely with its applications. Only through these applications has cr- ibility won its status in insurance thinking. The present book aims to convey this dual aspect of credibility and to transmit the avour of the insurance applications also to those readers who are not directly involved in insurance activities. 356 pp. Englisch.…

Kartoniert / Broschiert. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. First text treating all aspects of credibilityResults are derived and intuitively interpretedPractitioners find many applicationsFirst text treating all aspects of credibilityResults are derived and intuitively interpreted.…

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book is intended for practicing experts in the financial arena, in particular actuaries in the field of property-casualty insurance, life insurance, reinsurance and insurance supervision, as well as teachers and students. The book provides a thorough exploration of Credibility Theory covering most aspects of this topic from the simplest case to the most detailed dynamic model. Because credibility is a lifeless topic if it is not linked closely to practical applications, the book treats explicitly the tasks which the actuary encounters in daily work: estimation of loss ratios, claim frequencies and claim sizes.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 356 pp. Englisch.…