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Loss Models (From Data to Decisions) by Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. is a scholarly article available to read on EtoBox.

What is Loss Models (From Data to Decisions) about?

An update of one of the most trusted books on constructing and analyzing actuarial models Written by three renowned authorities in the actuarial field, Loss Models, Third Edition upholds the reputation for excellence that has made this book required reading for the Society of Actuaries (SOA) and Casualty Actuarial Society (CAS) qualification examinations. This update serves as a complete presentation of statistical methods for measuring risk and building models to measure loss in real-world events. This book maintains an approach to modeling and forecasting that utilizes tools related to risk theory, loss distributions, and survival models. Random variables, basic distributional quantities, the recursive method, and techniques for classifying and creating distributions are also discussed. Both parametric and non-parametric estimation methods are thoroughly covered along with advice for choosing an appropriate model. Features of the Third Edition include: Extended discussion of risk management and risk measures, including Tail-Value-at-Risk (TVaR) New sections on extreme value distributions and their estimation Inclusion of homogeneous, nonhomogeneous, and mixed Poisson processes Ex

Author

Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E.

Publisher

John Wiley & Sons, Incorporated

Published

2008

Language

EN

ISBN

9780470391341