Computational Actuarial Science with R Ed by Arthur Charpentier

Contributor(s): Charpentier, Arthur [Editor]Material type: TextTextSeries: Chapman & Hall/CRC The R SeriesPublication details: Boca Raton CRC Press 2015Description: 618pISBN: 9781466592599Subject(s): Insurance - Risk Assessment &​ ManagementDDC classification: 368.01028
List(s) this item appears in: R Books
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Item type Current library Collection Call number Status Date due Barcode Item holds
Book Book Institute of Management
General 368.01028 COM (Browse shelf(Opens below)) Available M0031501
Total holds: 0

Front Cover; Contents; Preface; Contributors; List of Figures; List of Tables; 1. Introduction; Part I: Methodology; 2. Standard Statistical Inference; 3. Bayesian Philosophy; 4. Statistical Learning; 5. Spatial Analysis; 6. Reinsurance and Extremal Events; Part II: Life Insurance; 7. Life Contingencies; 8. Prospective Life Tables; 9. Prospective Mortality Tables and Portfolio Experience; 10. Survival Analysis; Part III: Finance; 11. Stock Prices and Time Series; 12. Yield Curves and Interest Rates Models; 13. Portfolio Allocation; Part IV: Non-Life Insurance; 14. General Insurance Pricing; 15. Longitudinal Data and Experience Rating16. Claims Reserving and IBNR; Bibliography.

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