发表于2024-12-25
Loss Models 2024 pdf epub mobi 电子书
图书标签: actuarial 统计学 精算 SOA 金融 教材 北美精算 science
A modern practical guide to building and using actuarial models.
Loss Models: From Data to Decisions is organized around the principle that actuaries build models in order to analyze risks and make decisions about managing the risks based on conclusions drawn from the analysis. In practice, one begins with data and ends with a business decision. The book flows logically from this principle. It begins with a framework for model building and a description of frequency and severity loss data typically available to actuaries. Parametric models are emphasized throughout.
The frequency and severity models are used in building aggregate loss models, in credibility-based pricing models, and in loss analysis over multiple time periods.
Designed as both an educational text as well as a professional reference, Loss Models:
Assumes little prior knowledge of insurance systems
Features many fascinating examples taken from insurance files
Contains a major instructive case study continued through each chapter
Covers the classical areas of risk theory and loss distributions
Gives a practical but rigorous treatment of modern credibility theory
Uses standard statistical concepts, methods, and notation
Provides modern computational algorithms for implementing methods
Includes free companion software available from an FTP site
Deals with many topics on CAS 4B and SOA 151 and 152 actuarial exams
Includes many exercises based on past CAS and SOA exams.
当初读得第一版,我也还是最喜欢第一版;有感情的~~ 后来也翻过一点第二版,第二版写的不好
评分作为期末考试科目之一,真的好痛苦????
评分Still on my way to SOA
评分讓我歡喜 讓我憂
评分感觉跟实际中用的模型真的差很多 作为actuarial 学习的必经之路 有那么点点用 有那么点点意义
Loss Models 2024 pdf epub mobi 电子书