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Nonlife actuarial models

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Actuaries must pass exams, but more than that: they must put knowledge into practice. This coherent book gives complete syllabus coverage for Exam C of the Society of Actuaries (SOA) while emphasizing the concepts and practical application of nonlife actuarial models. Ideal for those approaching their professional exams, it is also a class-tested textbook for undergraduate university courses in actuarial science. All the topics that students need to prepare for Exam C are here, including modeling of losses, risk and ruin theory, credibility theory and applications, and empirical implementation of loss models. The book also covers more recent topics, such as risk measures and bootstrapping. Readers are assumed to have studied statistical inference and probability at the introductory undergraduate level. Numerous examples and exercises are provided, with many exercises adapted from past Exam C questions. Computational notes on the use of Excel are included. Teaching slides are available for download.

Title Nonlife actuarial models : theory, methods and evaluation / Yiu-Kuen Tse. [electronic resource]
Publisher Cambridge : Cambridge University Press
Creation Date 2009
Notes Title from publisher's bibliographic system (viewed on 05 Oct 2015).
Includes bibliographical references and index.
Content Cover
Half-title
Title
Copyright
Dedication
Contents
Preface
Notation and convention
Part I Loss models
Part II Risk and ruin
Part III Credibility
Part IV Model construction and evaluation
Appendix: Review of statistics
Answers to exercises
References
Index
Series International series on actuarial science
Extent 1 online resource (xv, 524 pages) : digital, PDF file(s).
Language English
National Library system number 997010718526705171
MARC RECORDS

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