Risk Models and Their Estimation

Front Cover
ACTEX Publications, 2011 - Actuarial science - 560 pages

Much of actuarial science deals with the analysis and management of financial risk. In this text we address the topic of loss models, traditionally called risk theory by actuaries, including the estimation of such models from sample data. The theory of survival models is addressed in other texts, including the ACTEX work entitled Models for Quantifying Risk which might be considered a companion text to this one.

In Risk Models and Their Estimation we consider as well the estimation of survival models, in both tabular and parametric form, from sample data.

This text is a valuable reference for those preparing for Exam C of the Society of Actuaries and Exam 4 of the Casualty Actuarial Society.

A separate solutions' manual with detailed solutions to the text exercises is also available.

 

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Contents

0b Preface
iv
0c Contents Updated
vii
117170 Part II Chapter 6
117
12 PART I Intro
170
171204 Part II Chapter 7
171
205226 Part II Chapter 8
205
227230 B PART III a INTRO
227
231258 Part III Chapter 9
231
483496 Appendix A
483
4960 PART I Chapter 3
496
497498 Appendix B
497
499500 Appendix C
499
501502 Appendix D
501
503504 Appendix E
503
505506 Appendix F
505
507510 Appendix G
507

259278 Part III Chapter 10
259
2748 B PART I Chapter 2
27
279302 B Part III Chapter 11
279
303324 Part III Chapter 12
303
325328 B PART IV a INTRO
325
326 PART I Chapter 1
3
329360 Part IV CHAPTER 13 MJB
329
361398 Part IV CHAPTER 14 MJB
361
399442 Part IV CHAPTER 15
399
443482 B Part IV Chapter 16
443
511512 Appendix H
511
513516 B Appendix I
513
517520 Appendix J
517
521526 Appendix K
521
527550 B ANSWERS
527
551554 B Bibliography
551
555560 Index
555
6182 B PART I Chapter 4
61
8384 PART II a INTRO
83
85116 Part II Chapter 5
85

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