圖書標籤: actuarial 統計學 精算 SOA 金融 教材 北美精算 science
发表于2024-11-13
Loss Models pdf epub mobi txt 電子書 下載 2024
A modern practical guide to building and using actuarial models.
Loss Models: From Data to Decisions is organized around the principle that actuaries build models in order to analyze risks and make decisions about managing the risks based on conclusions drawn from the analysis. In practice, one begins with data and ends with a business decision. The book flows logically from this principle. It begins with a framework for model building and a description of frequency and severity loss data typically available to actuaries. Parametric models are emphasized throughout.
The frequency and severity models are used in building aggregate loss models, in credibility-based pricing models, and in loss analysis over multiple time periods.
Designed as both an educational text as well as a professional reference, Loss Models:
Assumes little prior knowledge of insurance systems
Features many fascinating examples taken from insurance files
Contains a major instructive case study continued through each chapter
Covers the classical areas of risk theory and loss distributions
Gives a practical but rigorous treatment of modern credibility theory
Uses standard statistical concepts, methods, and notation
Provides modern computational algorithms for implementing methods
Includes free companion software available from an FTP site
Deals with many topics on CAS 4B and SOA 151 and 152 actuarial exams
Includes many exercises based on past CAS and SOA exams.
大概看瞭一半,不喜歡。
評分當初讀得第一版,我也還是最喜歡第一版;有感情的~~ 後來也翻過一點第二版,第二版寫的不好
評分大概看瞭一半,不喜歡。
評分感覺跟實際中用的模型真的差很多 作為actuarial 學習的必經之路 有那麼點點用 有那麼點點意義
評分不得不說。。寫得亂七八糟的。。還是直接看C/4的manual比較清楚
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Loss Models pdf epub mobi txt 電子書 下載 2024