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Actuarial Modelling of Claim Counts

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Michel Denuit 作者
Wiley-Interscience
譯者
2007-10-08 出版日期
384 頁數
USD 130.00 價格
Hardcover
叢書系列
9780470026779 圖書編碼

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Actuarial Modelling of Claim Counts 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Actuarial Modelling of Claim Counts 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Actuarial Modelling of Claim Counts 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024



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Actuarial Modelling of Claim Counts 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Actuarial Modelling of Claim Counts 在線電子書 圖書描述

There are a wide range of variables for actuaries to consider when calculating a motorist’s insurance premium, such as age, gender and type of vehicle. Further to these factors, motorists’ rates are subject to experience rating systems, including credibility mechanisms and Bonus Malus systems (BMSs). Actuarial Modelling of Claim Counts presents a comprehensive treatment of the various experience rating systems and their relationships with risk classification. The authors summarize the most recent developments in the field, presenting ratemaking systems, whilst taking into account exogenous information. The text: Offers the first self-contained, practical approach to a priori and a posteriori ratemaking in motor insurance. Discusses the issues of claim frequency and claim severity, multi-event systems, and the combinations of deductibles and BMSs. Introduces recent developments in actuarial science and exploits the generalised linear model and generalised linear mixed model to achieve risk classification. Presents credibility mechanisms as refinements of commercial BMSs. Provides practical applications with real data sets processed with SAS software. Actuarial Modelling of Claim Counts is essential reading for students in actuarial science, as well as practicing and academic actuaries. It is also ideally suited for professionals involved in the insurance industry, applied mathematicians, quantitative economists, financial engineers and statisticians.

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