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Computation and modeling in...
Focusing on what actuaries need in practice, this introductory account provides readers with essential tools for handling complex problems and explains how simulation models can be created, used and re-used (with modifications) in related situations. The book begins by outlining the basic tools of modelling and simulation, including a discussion of the Monte Carlo method and its use. Part II deals with general insurance and Part III with life insurance and financial risk. Algorithms that can be implemented on any programming platform are spread throughout and a program library written in R is included. Numerous figures and experiments with R-code illustrate the text. The author's non-technical approach is ideal for graduate students, the only prerequisites being introductory courses in calculus and linear algebra, probability and statistics. The book will also be of value to actuaries and other analysts in the industry looking to update their skills
Monografía
monografia Rebiun30769282 https://catalogo.rebiun.org/rebiun/record/Rebiun30769282 m o d cr unu|||||||| 140424s2014 enka ob 001 0 eng d 883407849 889265527 935275205 1066631915 1100457199 1167290893 1231540768 9781139020251 electronic bk.) 1139020250 electronic bk.) 0521830486 hardback) 9780521830485 hardback) 9781107779174 1107779170 9781107776722 e-book) 1107776724 9780521830485 DEBBG BV042032296 DEBSZ 414177649 GBVCP 795225229 CL0500000419 Safari Books Online UMI eng pn UMI COO CAMBR YDXCP OCLCO OCLCF DEBBG OTZ NLGGC E7B OCLCO OCLCQ OCLCO EBLCP OCLCO OCLCQ OCLCO BUB UAB OCLCQ CEF OCLCQ WYU OCLCQ UKAHL OL$ OCLCQ LUN BRF OCLCQ OCLCO Blviken, Erik Computation and modeling in insurance and finance Erik Blviken Computation and modelling in insurance and finance Cambridge, U.K. New York Cambridge University Press 2014 Cambridge, U.K. New York Cambridge, U.K. New York Cambridge University Press 1 online resource (xxvi, 685 pages) illustrations 1 online resource (xxvi, 685 pages) Text txt rdacontent computer c rdamedia online resource cr rdacarrier International series on actuarial science Includes bibliographical references and index Introduction -- Part I. Tools for risk analysis -- Part II. General insurance -- Part III. Life insurance and financial risk -- Appendix A. Random variables: principal tools -- Appendix B. Linear algebra and stochastic vectors -- Appendix C. Numerical algorithms: a third tool Focusing on what actuaries need in practice, this introductory account provides readers with essential tools for handling complex problems and explains how simulation models can be created, used and re-used (with modifications) in related situations. The book begins by outlining the basic tools of modelling and simulation, including a discussion of the Monte Carlo method and its use. Part II deals with general insurance and Part III with life insurance and financial risk. Algorithms that can be implemented on any programming platform are spread throughout and a program library written in R is included. Numerous figures and experiments with R-code illustrate the text. The author's non-technical approach is ideal for graduate students, the only prerequisites being introductory courses in calculus and linear algebra, probability and statistics. The book will also be of value to actuaries and other analysts in the industry looking to update their skills Insurance- Mathematics- Data processing Risk (Insurance)- Mathematical models Assurance- Mathématiques- Informatique Risque (Assurance)- Modèles mathématiques Insurance- Mathematics- Data processing. Risk (Insurance)- Mathematical models. Electronic books Print version Blviken, Eric. Actuarial and financial risk through simulation. Cambridge : Cambridge University Press, 2008 9780521830485 (OCoLC)502286590 International series on actuarial science